# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182701
**Filing Date:** 2025-7
**Character Count:** 432489
**Document Hash:** 65e8b6d45c92d7b5fdbb9cb5d52cc6bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182701.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182701

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162816

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT LONG DURATION FUND (Series ID: S000006762)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000018351 | SIIT LONG DURATION FUND - CLASS A | LDRAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT LONG DURATION FUND

- **b. EDGAR series identifier (if any):** S000006762

- **c. LEI of Series:** 1BMBUNURU48A1EP6KD61

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $501801742.14

**Total Liabilities:** $7627529.21

**Net Assets:** $494174212.93

**Cash Not Reported:** $80729.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -372.73612061 | **1-Year:** -7571.72641818 | **5-Year:** -32324.55602812 | **10-Year:** -177720.74774231 | **30-Year:** -168499.30016957

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

- **3-Month:** -24.01917233 | **1-Year:** -198.44980892 | **5-Year:** -698.50851867 | **10-Year:** -2559.22015716 | **30-Year:** -2228.79175009

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018351 | -1.28%               | -1.11%               | -1.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1457843.22             | $-7303722.22                               |
| Month 2  | $-657713.89              | $-6455684.25                               |
| Month 3  | $-1080326.72             | $-7413793.59                               |

**Designated Index Information**

- **Index Name:** Benchmark: Long Duration Fund

- **Index Identifier:** BC60LC_GOV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039                            | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203097.09    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    778000 | PA      | $678038.58    | 0.14%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    680000 | PA      | $534693.55    | 0.11%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    685000 | PA      | $571332.87    | 0.12%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052                              | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    181000 | PA      | $145239.74    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.500000% 04/04/2053                                           | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $90998.80     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                           | TAKEDA PHARMACEUTICAL CO LTD 5.650000% 07/05/2054                                 | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    395000 | PA      | $373128.55    | 0.08%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TTX COMPANY                                                     | TTX CO 144A 4.600000% 02/01/2049                                                  | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209396.50    | 0.04%             | 2049-02-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.280000% 08/14/2041                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    174000 | PA      | $128533.80    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.000000% 02/09/2054                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $308528.89    | 0.06%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391706.44    | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.930000% 05/01/2060                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393466.78    | 0.08%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                | PUBLIC STORAGE OPERATING CO 5.350000% 08/01/2053                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70092.03     | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $120591.85    | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    663000 | PA      | $463439.83    | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                             | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $196214.62    | 0.04%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $2348306.97   | 0.48%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 3.250000% 04/06/2050                                         | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      5000 | PA      | $3311.04      | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                             | SOUTHWESTERN ELECTRIC POWER CO 6.200000% 03/15/2040                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493040.03    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $35881.54     | 0.01%             | 2064-07-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                          | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 2.256000% 08/01/2040                       | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133961.96    | 0.03%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                          | REYNOLDS AMERICAN INC 5.850000% 08/15/2045                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $226220.36    | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12805000 | PA      | $9902366.57   | 2.00%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050                              | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    426000 | PA      | $305919.58    | 0.06%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    635000 | PA      | $614529.04    | 0.12%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15045000 | PA      | $10139507.19  | 2.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    790000 | PA      | $749950.92    | 0.15%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10627.47     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $181493.73    | 0.04%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 3.700000% 03/15/2053                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $186564.42    | 0.04%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                     | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    275000 | PA      | $190754.19    | 0.04%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC 144A 5.695000% 10/01/2054                     | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53682.89     | 0.01%             | 2054-10-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 5.950000% 04/01/2055                                                      | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83120.68     | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC COMPANY                                  | MASSACHUSETTS ELECTRIC CO 144A 5.900000% 11/15/2039                               | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85195.62     | 0.02%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 6.650000% 01/15/2054                                      | CUSIP: 828807DX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $129478.85    | 0.03%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.350000% 01/15/2054                               | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    424000 | PA      | $384769.94    | 0.08%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1055107.61   | 0.21%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                            | AMPHENOL CORP 5.375000% 11/15/2054                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    231000 | PA      | $220340.85    | 0.04%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 6.600000% 04/01/2036                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211685.78    | 0.04%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    630000 | PA      | $472012.73    | 0.10%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                        | ELECTRICITE DE FRANCE SA 144A 6.375000% 01/13/2055                                | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    195000 | PA      | $191884.49    | 0.04%             | 2055-01-13      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                    | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24557.80     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 3.900000% 03/01/2035                                         | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103666.32    | 0.02%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.750000% 11/15/2048                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    187000 | PA      | $161580.62    | 0.03%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2055                       | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    840000 | PA      | $789919.69    | 0.16%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV          | MASSACHUSETTS ST SCH BLDG AUTH MASSACHUSETTS SCHOOL BUILDING AUTHORITY            | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $198369.58    | 0.04%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    754000 | PA      | $531658.36    | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                   | BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045                                | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $315852.55    | 0.06%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 6.450000% 04/01/2039                                      | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129274.48    | 0.03%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.375000% 11/15/2049                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $442525.19    | 0.09%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                    | ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040                            | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105331.25    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                     | RIO TINTO FINANCE USA PLC 5.750000% 03/14/2055                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    429000 | PA      | $417085.89    | 0.08%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.650000% 11/15/2034                                                  | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121961.95    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 2.600000% 10/01/2040                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $230928.05    | 0.05%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $377899.13    | 0.08%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.281000% 04/24/2048                                                | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    733000 | PA      | $586494.10    | 0.12%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                              | INTERSTATE POWER AND LIGHT CO 3.100000% 11/30/2051                                | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    430000 | PA      | $264706.46    | 0.05%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 05/15/2047                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $600874.22    | 0.12%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     29731 | PA      | $30052.79     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $250429.63    | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    427000 | PA      | $327496.97    | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1903320.03   | 0.39%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                     | KAISER FOUNDATION HOSPITALS 3.266000% 11/01/2049                                  | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    330000 | PA      | $221950.12    | 0.04%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    890000 | PA      | $675284.42    | 0.14%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                     | BIOGEN INC 6.450000% 05/15/2055                                                   | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340113.93    | 0.07%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632999.07    | 0.13%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 4.375000% 03/30/2044                                     | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $672655.47    | 0.14%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $2010667.96   | 0.41%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 5.650000% 09/15/2064                                                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92329.45     | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    790000 | PA      | $521452.95    | 0.11%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                               | GLP CAPITAL LP / GLP FINANCING II INC 6.750000% 12/01/2033                        | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120817.51    | 0.02%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                  | AUTOZONE INC 6.550000% 11/01/2033                                                 | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $293451.55    | 0.06%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    380000 | PA      | $420419.06    | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.900000% 02/15/2045           | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140547.12    | 0.03%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                            | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $148024.84    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | FANNIE MAE REMICS FNR 2007-68 SC                                                  | CUSIP: 31396WJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8163 | PA      | $819.60       | 0.00%             | 2037-07-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   1250000 | PA      | $1145711.41   | 0.23%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                  | VAR ENERGI ASA 144A 6.500000% 05/22/2035                                          | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |     95000 | PA      | $95902.50     | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                           | THERMO FISHER SCIENTIFIC INC 4.100000% 08/15/2047                                 | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111086.44    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 5.836000% 06/12/2034                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144558.50    | 0.03%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.500000% 04/15/2064                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206588.08    | 0.04%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239465.85    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 10/15/2054                            | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $370475.64    | 0.07%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.900000% 02/04/2050                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    680000 | PA      | $679290.32    | 0.14%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.618000% 06/01/2055                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284270.33    | 0.06%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO                | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $555075.91    | 0.11%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                       | APPALACHIAN POWER CO 4.450000% 06/01/2045                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $512672.17    | 0.10%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.875000% 11/15/2055                                             | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525905.83    | 0.11%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $325291.43    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85008.35     | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                         | DUKE ENERGY CORP 5.000000% 08/15/2052                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    293000 | PA      | $247425.81    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                               | GLENCORE FINANCE CANADA LTD 144A 6.000000% 11/15/2041                             | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |    311000 | PA      | $304133.40    | 0.06%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                            | GLOBAL PAYMENTS INC 5.950000% 08/15/2052                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92923.04     | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 6.200000% 03/01/2055                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $590720.79    | 0.12%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $837874.79    | 0.17%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    365000 | PA      | $280829.70    | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 5.200000% 06/01/2054                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    525000 | PA      | $477583.62    | 0.10%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    441000 | PA      | $420153.38    | 0.09%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                             | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $636323.63    | 0.13%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.316000% 03/26/2041                                                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352831.52    | 0.07%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255705.70    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                          | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232641.79    | 0.05%             | 2042-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.000000% 11/15/2047                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1033328.34   | 0.21%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORP 4.150000% 06/15/2048                                  | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154221.81    | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 6.875000% 02/15/2038                                       | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $260285.17    | 0.05%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM, INC.                                     | BAYCARE HEALTH SYSTEM INC 3.831000% 11/15/2050                                    | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $199660.01    | 0.04%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.400000% 06/15/2038                                      | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226244.02    | 0.05%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24683000 | PA      | $24050498.13  | 4.87%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 5.200000% 07/15/2045                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4434.60      | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     12000 | PA      | $11952.19     | 0.00%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.750000% 02/15/2051                                            | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $177211.02    | 0.04%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV                          | BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY                            | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $616951.68    | 0.12%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 5.550000% 02/16/2055                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88641.83     | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                   | OWENS CORNING 5.950000% 06/15/2054                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197044.94    | 0.04%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | ESSENTIAL UTILITIES INC 4.276000% 05/01/2049                                      | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    395000 | PA      | $297386.69    | 0.06%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                               | MARKEL GROUP INC 6.000000% 05/16/2054                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374860.04    | 0.08%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                    | CUMMINS INC 5.450000% 02/20/2054                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215592.59    | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 144A 4.400000% 01/15/2047                                              | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    155000 | PA      | $118518.34    | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 2.950000% 06/01/2041                                         | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $258391.03    | 0.05%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                             | IDAHO POWER CO MTN 5.700000% 03/15/2055                                           | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189786.31    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102907.01    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051                             | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $41919.30     | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                     | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.729000% 10/15/2070                  | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    253000 | PA      | $161846.52    | 0.03%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| CORNING INCORPORATED                                            | CORNING INC 5.450000% 11/15/2079                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143791.74    | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $675241.54    | 0.14%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.650000% 05/15/2055                                  | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    387000 | PA      | $375229.77    | 0.08%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $185100.13    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 3.700000% 09/15/2049                                          | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    390000 | PA      | $271798.25    | 0.06%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO 5.300000% 08/01/2054                           | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567217.27    | 0.11%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.550000% 02/06/2053                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68776.03     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                    | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135424.90    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.350000% 11/01/2039                                  | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644295.94    | 0.13%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC 144A 5.800000% 10/11/2041                                         | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    150000 | PA      | $149930.55    | 0.03%             | 2041-10-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                                  | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $262156.44    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                             | SOUTHWESTERN PUBLIC SERVICE CO 4.400000% 11/15/2048                               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    690000 | PA      | $538970.31    | 0.11%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                            | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $487437.15    | 0.10%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    195000 | PA      | $176891.29    | 0.04%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1099680.72   | 0.22%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407037.68    | 0.08%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                          | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $529953.13    | 0.11%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.800000% 02/08/2061                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    625000 | PA      | $361949.82    | 0.07%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 6.200000% 09/15/2055                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65291.32     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.875000% 11/15/2044                                                  | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    410000 | PA      | $344133.91    | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 6.375000% 07/24/2042                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $417245.80    | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III | PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 3.550000% 06/09/2051                  | CUSIP: 71567PAT7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     85000 | PA      | $58925.12     | 0.01%             | 2051-06-09      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    775000 | PA      | $714538.38    | 0.14%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.300000% 11/15/2044                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169206.80    | 0.03%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC 6.700000% 11/15/2053                                                 | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $419256.94    | 0.08%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                        | LAM RESEARCH CORP 2.875000% 06/15/2050                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    187000 | PA      | $117640.22    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                          | NSTAR ELECTRIC CO 4.550000% 06/01/2052                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    638000 | PA      | $517785.83    | 0.10%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 7.079000% 08/02/2043                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $124356.30    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US LONG BOND(CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $-2368406.25  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051                            | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45474.17     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    880000 | PA      | $679677.07    | 0.14%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                           | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    486000 | PA      | $357438.06    | 0.07%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    824000 | PA      | $650469.55    | 0.13%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                            | NEVADA POWER CO 6.000000% 03/15/2054                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173066.03    | 0.04%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 3.500000% 10/15/2051                                         | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132658.53    | 0.03%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                            | CONSTELLATION ENERGY GENERATION LLC 6.250000% 10/01/2039                          | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155876.00    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772244.77    | 0.16%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 5.499000% 01/23/2035                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115652.53    | 0.02%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 3.300000% 04/15/2041                                          | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | NUSS              | US        |    545000 | PA      | $390314.49    | 0.08%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                       | BAXTER INTERNATIONAL INC 3.132000% 12/01/2051                                     | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $193727.12    | 0.04%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.650000% 03/25/2041                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    715000 | PA      | $548842.49    | 0.11%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327039.00    | 0.07%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.400000% 03/15/2055                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51384.69     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.350000% 01/30/2047                                     | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74242.95     | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.950000% 05/15/2062                                       | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73993.88     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1005990.02   | 0.20%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.827000% 02/13/2035                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393986.98    | 0.08%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 6.300000% 08/15/2037                       | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    585000 | PA      | $623985.43    | 0.13%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                             | CISCO SYSTEMS INC 5.900000% 02/15/2039                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    296000 | PA      | $311513.37    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 5.700000% 03/15/2054                                        | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128797.94    | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                        | SMURFIT KAPPA TREASURY ULC 5.438000% 04/03/2034                                   | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |    400000 | PA      | $400496.00    | 0.08%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 6.750000% 02/15/2054                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $194202.18    | 0.04%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                  | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75458.18     | 0.02%             | 2054-07-18      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1008356.64   | 0.20%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17703.37     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    878000 | PA      | $915747.42    | 0.19%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160928.70    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 6.750000% 01/15/2053                                  | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1431941.58   | 0.29%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.850000% 11/01/2042                                   | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78427.65     | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | WISCONSIN PUBLIC SERVICE CORP 2.850000% 12/01/2051                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $149044.99    | 0.03%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1357630.44   | 0.27%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA 144A 5.929000% 03/14/2046                          | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    275000 | PA      | $263927.82    | 0.05%             | 2046-03-14      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145827.59    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.250000% 02/05/2050                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $174866.63    | 0.04%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1304083.67   | 0.26%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                  | PROLOGIS LP 5.250000% 03/15/2054                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59611.40     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.100000% 05/15/2053                                  | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148384.67    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                         | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376898.60    | 0.08%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                   | PEPSICO INC 3.375000% 07/29/2049                                                  | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66727.42     | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 3.400000% 01/15/2038                                            | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    505000 | PA      | $426068.08    | 0.09%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.125000% 05/15/2045                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $254405.43    | 0.05%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81708.96     | 0.02%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 3.300000% 03/01/2050                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60793.60     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4145000 | PA      | $4187097.66   | 0.85%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 3.200000% 02/15/2052                            | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $148370.62    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 6.338000% 05/04/2053                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1247000 | PA      | $1092184.95   | 0.22%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                | EASTERN ENERGY GAS HOLDINGS LLC 6.200000% 01/15/2055                              | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179886.39    | 0.04%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 5.550000% 03/15/2055                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400125.00    | 0.08%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 4.450000% 02/01/2047                                                | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    665000 | PA      | $535735.61    | 0.11%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $69135.92     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204131.52    | 0.04%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                  | MARATHON PETROLEUM CORP 6.500000% 03/01/2041                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218379.56    | 0.04%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 3.600000% 03/15/2051                                          | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85408.40     | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    295000 | PA      | $262849.26    | 0.05%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123632.79    | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.875000% 02/06/2041                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30567.18     | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $61385.62     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                        | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130466.12    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                                    | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047                  | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $374454.60    | 0.08%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                   | AMERICA MOVIL SAB DE CV 6.125000% 03/30/2040                                      | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |    275000 | PA      | $279257.24    | 0.06%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    528000 | PA      | $358829.27    | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -61 | NC      | $-6865359.38  | -1.39%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.750000% 08/15/2041                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $711977.35    | 0.14%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                               | MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049                                     | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82345.91     | 0.02%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                        | PUGET SOUND ENERGY INC 5.685000% 06/15/2054                                       | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85939.93     | 0.02%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.850000% 06/15/2044                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175067.54    | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    715000 | PA      | $592173.67    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC.                                                    | WALMART INC 2.500000% 09/22/2041                                                  | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    115000 | PA      | $79415.61     | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                        | COX COMMUNICATIONS INC 144A 4.500000% 06/30/2043                                  | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    352000 | PA      | $271884.18    | 0.06%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    770000 | PA      | $798228.13    | 0.16%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 5.464000% 05/09/2036                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1333786.05   | 0.27%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                 | BLACKROCK FUNDING INC 5.350000% 01/08/2055                                        | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474945.28    | 0.10%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    341000 | PA      | $250722.14    | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                                   | TUCSON ELECTRIC POWER CO 3.250000% 05/01/2051                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $197113.75    | 0.04%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP MTN 3.625000% 09/01/2049                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $427946.13    | 0.09%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                            | SNAP-ON INC 3.100000% 05/01/2050                                                  | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    361000 | PA      | $234612.63    | 0.05%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.450000% 04/01/2053                               | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230822.67    | 0.05%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.350000% 03/15/2044                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110036.63    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202394.36    | 0.04%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1222751.84   | 0.25%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                   | TRAVELERS COS INC/THE 5.450000% 05/25/2053                                        | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253493.52    | 0.05%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                   | ALIMENTATION COUCHE-TARD INC 144A 4.500000% 07/26/2047                            | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $198056.68    | 0.04%             | 2047-07-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45460.35     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XL Group Public Limited Company.                                | XL GROUP LTD 5.250000% 12/15/2043                                                 | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    287000 | PA      | $269620.44    | 0.05%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                                 | AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052                           | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | NUSS              | US        |    819000 | PA      | $587561.67    | 0.12%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                      | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279548.67    | 0.06%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052                                  | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42564.95     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 3.100000% 01/22/2061                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     30000 | PA      | $17520.00     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $159389.72    | 0.03%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 5.250000% 08/01/2033                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311524.10    | 0.06%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130930.92    | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.750000% 05/30/2042                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    425000 | PA      | $378727.76    | 0.08%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $465434.00    | 0.09%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $358317.97    | 0.07%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                     | AVALONBAY COMMUNITIES INC 5.350000% 06/01/2034                                    | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162437.98    | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $775746.96    | 0.16%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.439000% 10/06/2048                           | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    732000 | PA      | $609424.70    | 0.12%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP MTN 6.950000% 01/15/2038                         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    275000 | PA      | $297238.30    | 0.06%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125124.33    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10625000 | PA      | $6798754.86   | 1.38%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.650000% 01/15/2053                                             | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    391000 | PA      | $369900.72    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 11/15/2052                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $419351.95    | 0.08%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                        | ENTERGY MISSISSIPPI LLC 5.850000% 06/01/2054                                      | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224190.22    | 0.05%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    633000 | PA      | $498647.78    | 0.10%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 4.900000% 05/17/2044                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365300.57    | 0.07%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 5.500000% 05/15/2054                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    296000 | PA      | $266352.23    | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.750000% 05/18/2046                                                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    466000 | PA      | $386507.12    | 0.08%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                        | WOODSIDE FINANCE LTD 6.000000% 05/19/2035                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | AU        |    225000 | PA      | $223456.41    | 0.05%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.750000% 11/15/2043                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $818278.32    | 0.17%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                              | PIEDMONT NATURAL GAS CO INC 4.650000% 08/01/2043                                  | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $279324.86    | 0.06%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.850000% 03/15/2052                                       | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    385000 | PA      | $278074.45    | 0.06%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $846741.33    | 0.17%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038                                    | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    284000 | PA      | $294959.16    | 0.06%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.110000% 05/19/2043                        | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    675000 | PA      | $629235.53    | 0.13%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 5.330000% 01/05/2054                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    255000 | PA      | $233886.00    | 0.05%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                      | GINNIE MAE II POOL G2 80610                                                       | CUSIP: 36225CVC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15229 | PA      | $15383.58     | 0.00%             | 2032-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 3.400000% 08/15/2042                                  | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186683.53    | 0.04%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.400000% 11/06/2042                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1359977.27   | 0.28%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061                               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    295000 | PA      | $183786.91    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63318.02     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9063000 | PA      | $8704728.28   | 1.76%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.700000% 09/15/2053                                     | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    508000 | PA      | $496844.63    | 0.10%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 5.950000% 06/01/2055                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260384.58    | 0.05%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.500000% 09/08/2053                                 | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    130000 | PA      | $124812.03    | 0.03%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    745000 | PA      | $712788.90    | 0.14%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 11/15/2047                                                  | CUSIP: 912803FA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2860000 | PA      | $916403.66    | 0.19%             | 2047-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                             | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1343950.81   | 0.27%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178837.10    | 0.04%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 6.750000% 02/01/2040                                      | CUSIP: 828807CE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $483812.87    | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 5.600000% 11/15/2064                                          | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152130.98    | 0.03%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                           | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $330953.77    | 0.07%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                            | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178030.45    | 0.04%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046                               | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    120000 | PA      | $88546.86     | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.700000% 08/15/2049                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $256086.21    | 0.05%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                       | WILLIS NORTH AMERICA INC 3.875000% 09/15/2049                                     | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114496.02    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 4.875000% 06/19/2049                                           | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    151000 | PA      | $126404.20    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    670000 | PA      | $437534.22    | 0.09%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTHORITY 5.250000% 02/01/2055                                        | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    432000 | PA      | $409502.20    | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 11/15/2034                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    108000 | PA      | $106936.88    | 0.02%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                 | MARTIN MARIETTA MATERIALS INC 5.500000% 12/01/2054                                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    343000 | PA      | $320159.09    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                           | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81715.51     | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80607.92     | 0.02%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 12/01/2061           | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    115000 | PA      | $77470.45     | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC.                                                     | INTUIT INC 5.500000% 09/15/2053                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193562.83    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 6.050000% 10/01/2054                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    305000 | PA      | $265107.34    | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 5.200000% 01/14/2055                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $575592.77    | 0.12%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.600000% 07/15/2041                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    866000 | PA      | $868368.50    | 0.18%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.100000% 06/15/2048                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $250745.44    | 0.05%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FINANCE L.L.C.                              | CARLYLE HOLDINGS II FINANCE LLC 144A 5.625000% 03/30/2043                         | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $332439.80    | 0.07%             | 2043-03-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                         | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040                  | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    190000 | PA      | $134874.41    | 0.03%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                 | FMC CORP 4.500000% 10/01/2049                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92893.04     | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.000000% 06/15/2048                                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32498.32     | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.750000% 07/15/2054                                      | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123614.07    | 0.03%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                    | NORTHERN NATURAL GAS CO 144A 4.300000% 01/15/2049                                 | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61883.73     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORPORATION                                              | TARGET CORP 2.950000% 01/15/2052                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40068.04     | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.875000% 11/13/2043                                                  | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144112.63    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 6.800000% 06/01/2038                                            | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    236000 | PA      | $250819.37    | 0.05%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.950000% 03/15/2053                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    261000 | PA      | $228974.86    | 0.05%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $1384289.26   | 0.28%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $924297.77    | 0.19%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.875000% 06/01/2053                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193128.31    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                 | CLECO POWER LLC 6.000000% 12/01/2040                                              | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212926.96    | 0.04%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    820000 | PA      | $803525.67    | 0.16%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                   | AEP TRANSMISSION CO LLC 3.800000% 06/15/2049                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $139615.81    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                                    | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $454535.64    | 0.09%             | 2043-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 4.800000% 07/15/2046                                              | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    283000 | PA      | $240210.04    | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 4.375000% 05/11/2045                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1033475.54   | 0.21%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                         | INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    579000 | PA      | $475077.96    | 0.10%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $105302.98    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP 5.450000% 08/14/2053                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51960.98     | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    357000 | PA      | $359711.29    | 0.07%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    740000 | PA      | $747739.48    | 0.15%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 3.750000% 09/12/2046                                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $213443.20    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 5.850000% 11/01/2064                                                    | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     39250 | PA      | $35137.93     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                     | RIO TINTO FINANCE USA PLC 5.875000% 03/14/2065                                    | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    170000 | PA      | $165518.96    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.050000% 02/15/2046                                            | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149455.63    | 0.03%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                     | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050                  | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    377000 | PA      | $250797.55    | 0.05%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE SUBORDINATED FINANCE PLC                               | SWISS RE SUBORDINATED FINANCE PLC 144A 6.191000% 04/01/2046                       | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $195735.49    | 0.04%             | 2046-04-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.500000% 11/15/2052                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152265.80    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                        | PUGET SOUND ENERGY INC 2.893000% 09/15/2051                                       | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $113815.59    | 0.02%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.000000% 05/15/2050                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $444598.45    | 0.09%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 5.750000% 04/15/2054                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    470000 | PA      | $422208.95    | 0.09%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                            | DTE ELECTRIC CO 4.050000% 05/15/2048                                              | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    355000 | PA      | $278855.36    | 0.06%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                  | ARIZONA PUBLIC SERVICE CO 3.350000% 05/15/2050                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $243194.99    | 0.05%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA           | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    295000 | PA      | $233014.56    | 0.05%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTH ZERO COUPON 01/15/2038                                           | CUSIP: 88059FBA8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3700000 | PA      | $1898046.05   | 0.38%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $402680.47    | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.450000% 03/15/2053                                     | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178871.69    | 0.04%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 6.200000% 08/15/2036                             | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $521941.29    | 0.11%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    385000 | PA      | $338218.45    | 0.07%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    505000 | PA      | $438393.63    | 0.09%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                | PHILIP MORRIS INTERNATIONAL INC 3.875000% 08/21/2042                              | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $420724.15    | 0.09%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.875000% 06/15/2054           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    380000 | PA      | $357987.41    | 0.07%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    970000 | PA      | $918118.43    | 0.19%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1046586.14   | 0.21%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102294.69    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57834.81     | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 3.200000% 06/01/2050           | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    562000 | PA      | $353845.48    | 0.07%             | 2050-06-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1724410.62   | 0.35%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.500000% 02/15/2041                                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    385000 | PA      | $298423.29    | 0.06%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                | PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042                              | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206660.68    | 0.04%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE INC 5.850000% 04/01/2055                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159385.06    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                  | MARATHON PETROLEUM CORP 4.750000% 09/15/2044                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24188.22     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $1825974.58   | 0.37%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                       | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110931.19    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                         | PUBLIC SERVICE CO OF NEW HAMPSHIRE 5.150000% 01/15/2053                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134073.99    | 0.03%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65432.15     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.400000% 09/01/2035                                     | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1239578.21   | 0.25%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $991525.69    | 0.20%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    335000 | PA      | $281966.65    | 0.06%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                             | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $483962.14    | 0.10%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $979713.06    | 0.20%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                        | COLUMBIA PIPELINES OPERATING CO LLC 144A 5.962000% 02/15/2055                     | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74444.70     | 0.02%             | 2055-02-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86018.50     | 0.02%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                       | BAE SYSTEMS HOLDINGS INC 144A 4.750000% 10/07/2044                                | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | GB        |    373000 | PA      | $329285.76    | 0.07%             | 2044-10-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP MTN 4.450000% 03/01/2047                                          | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    910000 | PA      | $752403.52    | 0.15%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 3.875000% 10/15/2046                                                | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147397.60    | 0.03%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 5.516000% 11/19/2055                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    961000 | PA      | $915651.06    | 0.19%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 5.250000% 09/15/2054                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179514.09    | 0.04%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4484000 | PA      | $4004947.65   | 0.81%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    335000 | PA      | $267507.48    | 0.05%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504198.72    | 0.10%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.750000% 05/01/2040                             | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66436.05     | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415987.16    | 0.08%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                          | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $766047.09    | 0.16%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 4.250000% 03/15/2052                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109308.98    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 4.900000% 12/15/2048                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93216.51     | 0.02%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 3.030000% 03/15/2052                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $372919.03    | 0.08%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 6.625000% 10/15/2054                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417919.78    | 0.08%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.690000% 03/01/2040                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184366.66    | 0.04%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                          | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |    860000 | PA      | $551354.86    | 0.11%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                     | RIO TINTO FINANCE USA PLC 5.125000% 03/09/2053                                    | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |     40000 | PA      | $35708.47     | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                         | MICRON TECHNOLOGY INC 6.050000% 11/01/2035                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356899.80    | 0.07%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1164000 | PA      | $1121441.25   | 0.23%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    145000 | PA      | $83781.24     | 0.02%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                           | KEURIG DR PEPPER INC 4.500000% 04/15/2052                                         | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140281.57    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82362.02     | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.500000% 09/27/2064                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242227.47    | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                      | FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057                              | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159901.82    | 0.03%             | 2057-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3718000 | PA      | $2125949.83   | 0.43%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1305796.50   | 0.26%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.450000% 06/24/2050                                               | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $85308.40     | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC 5.968000% 03/04/2054                                       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $241648.91    | 0.05%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1765942.88   | 0.36%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 2.820000% 09/01/2051                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $199874.53    | 0.04%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $2241017.57   | 0.45%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 5.750000% 06/01/2053                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    365000 | PA      | $347245.61    | 0.07%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $15715.06     | 0.00%             | 2048-06-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA 144A 6.027000% 05/28/2036                                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    460000 | PA      | $466826.69    | 0.09%             | 2036-05-28      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.450000% 03/15/2054                                     | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37564.33     | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                    | KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041                                   | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471829.90    | 0.10%             | 2041-04-01      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.336000% 01/23/2035                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186143.30    | 0.04%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                     | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90103.44     | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 5.790000% 05/13/2036                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    225000 | PA      | $226570.35    | 0.05%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTHORITY 5.250000% 09/15/2039                                        | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    285000 | PA      | $293573.23    | 0.06%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 08/15/2045                                                  | CUSIP: 912803EP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3925000 | PA      | $1416840.26   | 0.29%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION, LP                                  | TEXAS EASTERN TRANSMISSION LP 144A 4.150000% 01/15/2048                           | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    340000 | PA      | $258115.32    | 0.05%             | 2048-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2                        | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7330 | PA      | $6346.12      | 0.00%             | 2034-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                                  | POTOMAC ELECTRIC POWER CO 5.500000% 03/15/2054                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203384.76    | 0.04%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054                       | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    365000 | PA      | $353801.12    | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                      | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $1475435.48   | 0.30%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    335000 | PA      | $308927.17    | 0.06%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24565.77     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                 | STATE OF ISRAEL 3.375000% 01/15/2050                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    490000 | PA      | $303408.00    | 0.06%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $1651912.50   | 0.33%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    600000 | PA      | $450900.56    | 0.09%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $173265.15    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 6.100000% 04/01/2064                                                      | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37785.41     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                        | ALLSTATE CORP/THE 4.500000% 06/15/2043                                            | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42177.68     | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 4.500000% 06/15/2047                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84732.41     | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.834000% 10/23/2055           | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14932.68     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 08/15/2042                                              | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $614647.65    | 0.12%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 5.664000% 04/17/2036                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360798.37    | 0.07%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10560000 | PA      | $10045200.00  | 2.03%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                    | NEW YORK LIFE GLOBAL FUNDING MTN 5.350000% 01/23/2035                             | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439801.63    | 0.09%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| US 5YR NOTE (CBT) SEP25                                         | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -30 | NC      | $-3245625.00  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Company                                       | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $490000.00    | 0.10%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                       | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 6.170000% 05/29/2055               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334285.93    | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 5.200000% 02/15/2049                                             | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78001.02     | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.200000% 11/15/2049                                       | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    240000 | PA      | $156330.20    | 0.03%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                       | J M SMUCKER CO/THE 6.500000% 11/15/2043                                           | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52266.22     | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                     | L3HARRIS TECHNOLOGIES INC 5.500000% 08/15/2054                                    | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    465000 | PA      | $437192.83    | 0.09%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189436.94    | 0.04%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC 144A 3.000000% 09/15/2050                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $174390.14    | 0.04%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $530496.86    | 0.11%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.650000% 03/15/2055                               | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342743.05    | 0.07%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.600000% 02/21/2054                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244220.46    | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $85767.84     | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                               | DOLLAR TREE INC 3.375000% 12/01/2051                                              | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $99588.72     | 0.02%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 5.050000% 10/01/2048                                        | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $357880.63    | 0.07%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.950000% 10/01/2043                                           | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $349824.12    | 0.07%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 05/15/2050                                                  | CUSIP: 912803FP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6235000 | PA      | $1794881.80   | 0.36%             | 2050-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $272214.42    | 0.06%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                              | HUNTINGTON BANCSHARES INC/OH 6.141000% 11/18/2039                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134631.98    | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                              | SUNCOR ENERGY INC 6.800000% 05/15/2038                                            | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | NUSS              | CA        |    134000 | PA      | $140399.15    | 0.03%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                           | TAKEDA PHARMACEUTICAL CO LTD 3.175000% 07/09/2050                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    157000 | PA      | $99510.13     | 0.02%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277886.57    | 0.06%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $75995.68     | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 6.050000% 08/15/2056                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400815.95    | 0.08%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                              | BERRY GLOBAL INC 5.650000% 01/15/2034                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327377.08    | 0.07%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                  | NNN REIT INC 4.800000% 10/15/2048                                                 | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70739.56     | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 02/15/2043                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6205000 | PA      | $4890557.99   | 0.99%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 5.850000% 03/08/2053                                      | CUSIP: 828807DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $557870.50    | 0.11%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                            | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $330707.89    | 0.07%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.875000% 06/28/2064                                           | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    400000 | PA      | $373921.45    | 0.08%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.750000% 12/10/2051                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    120000 | PA      | $71912.81     | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    878000 | PA      | $658298.65    | 0.13%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                               | AIA GROUP LTD MTN 5.400000% 09/30/2054                                            | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    245000 | PA      | $224349.38    | 0.05%             | 2054-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    626000 | PA      | $614322.74    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    610000 | PA      | $498614.82    | 0.10%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1239071.37   | 0.25%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 6.625000% 09/01/2053                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625341.08    | 0.13%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT SEP25                                         | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        23 | NC      | $2588578.13   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20067.69     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.350000% 05/15/2045                                           | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $214125.05    | 0.04%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.050000% 09/15/2049                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     63000 | PA      | $46818.62     | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160422.96    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                           | SOLVENTUM CORP 6.000000% 05/15/2064                                               | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133573.67    | 0.03%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $294577.34    | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 5.900000% 10/01/2054                                  | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143297.56    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $411951.55    | 0.08%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                        | NXP BV / NXP FUNDING LLC / NXP USA INC 3.250000% 05/11/2041                       | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    330000 | PA      | $234548.52    | 0.05%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.750000% 03/02/2063                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    735000 | PA      | $694873.04    | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        62 | NC      | $7195875.00   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL FINANCE PLC                                                 | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |    410000 | PA      | $341765.52    | 0.07%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.200000% 04/01/2055                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    630000 | PA      | $594996.72    | 0.12%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.500000% 01/15/2055                                             | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152524.71    | 0.03%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 5.050000% 03/03/2053                                    | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $207399.18    | 0.04%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                   | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   2988000 | PA      | $2693749.05   | 0.55%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 4.600000% 05/01/2053                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72812.57     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    587000 | PA      | $518297.04    | 0.10%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    995000 | PA      | $659020.08    | 0.13%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.250000% 09/08/2033                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |     60000 | PA      | $60501.57     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 6.000000% 06/01/2044                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177026.56    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    355000 | PA      | $264392.49    | 0.05%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                           | ENTERGY ARKANSAS LLC 5.750000% 06/01/2054                                         | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323076.59    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    970000 | PA      | $928173.45    | 0.19%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    315000 | PA      | $181113.64    | 0.04%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $189827.06    | 0.04%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2597139.57   | 0.53%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $235022.06    | 0.05%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.250000% 01/15/2054                                                  | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    706000 | PA      | $647827.03    | 0.13%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                  | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    662000 | PA      | $631993.12    | 0.13%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.488000% 04/05/2054                                     | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    290000 | PA      | $270651.29    | 0.05%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.500000% 06/15/2047                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27149.34     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    270000 | PA      | $270527.34    | 0.05%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.850000% 10/29/2041           | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1205000 | PA      | $937948.56    | 0.19%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 5.000000% 05/17/2053                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    525000 | PA      | $469892.20    | 0.10%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.500000% 03/01/2055                       | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    156000 | PA      | $149702.60    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                             | STRYKER CORP 4.100000% 04/01/2043                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234932.36    | 0.05%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 6.400000% 03/15/2054                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240020.89    | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    621000 | PA      | $594605.33    | 0.12%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.850000% 04/01/2061           | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    745000 | PA      | $459164.36    | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                     | EQUINOR ASA 3.625000% 04/06/2040                                                  | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    705000 | PA      | $566620.29    | 0.11%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS ARPT REV                           | LOS ANGELES CA DEPT OF ARPTS CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS           | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $245694.30    | 0.05%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    270000 | PA      | $217232.84    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $516784.58    | 0.10%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.950000% 09/15/2054                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    227000 | PA      | $214094.68    | 0.04%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.600000% 03/15/2048                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $249794.02    | 0.05%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 4.250000% 11/30/2046                                      | CUSIP: 828807CZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $23726.01     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237819.46    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    880000 | PA      | $822358.64    | 0.17%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    320000 | PA      | $241056.75    | 0.05%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1470000 | PA      | $1489731.81   | 0.30%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                | SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29253.09     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                            | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277527.52    | 0.06%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                           | ALEXANDRIA REAL ESTATE EQUITIES INC 4.850000% 04/15/2049                          | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48492.75     | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                     | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    150000 | PA      | $131281.70    | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                              | BOSTON GAS CO 144A 6.119000% 07/20/2053                                           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141151.59    | 0.03%             | 2053-07-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.450000% 02/01/2050                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26828.48     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                       | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    436000 | PA      | $456817.43    | 0.09%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.900000% 03/15/2049                                     | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79041.67     | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    868000 | PA      | $781883.54    | 0.16%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248819.40    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                           | UNIV OF CALIFORNIA REVENUES UNIVERSITY OF CALIFORNIA                              | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $270708.21    | 0.05%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    801000 | PA      | $651972.90    | 0.13%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.800000% 05/01/2065                                                | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48510.08     | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                              | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    670000 | PA      | $491695.52    | 0.10%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                          | DUKE ENERGY OHIO INC 5.550000% 03/15/2054                                         | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220203.80    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 7.950000% 06/15/2039                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16237.35     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                          | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153019.52    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 4.375000% 12/01/2047                                          | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    993000 | PA      | $789073.73    | 0.16%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                       | REALTY INCOME CORP 5.375000% 09/01/2054                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154530.51    | 0.03%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    810000 | PA      | $783310.71    | 0.16%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 05/15/2054                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $837065.63    | 0.17%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 5.750000% 06/24/2044                                         | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8564.12      | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063                        | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    185000 | PA      | $166359.95    | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 5.650000% 06/15/2054                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    423000 | PA      | $394664.35    | 0.08%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 5.587000% 01/18/2036                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15145.68     | 0.00%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                      | AMERICAN TOWER CORP 3.100000% 06/15/2050                                          | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189733.15    | 0.04%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 4.200000% 04/01/2050                                        | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    380000 | PA      | $292460.55    | 0.06%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 6.150000% 05/01/2037                             | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $342522.32    | 0.07%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167682.24    | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                          | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.150000% 08/25/2031           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124941 | PA      | $117957.75    | 0.02%             | 2033-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    520000 | PA      | $493229.22    | 0.10%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 3.625000% 10/01/2042                                    | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $166516.35    | 0.03%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 2.900000% 04/01/2041                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    134000 | PA      | $93392.69     | 0.02%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 08/15/2044                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2225000 | PA      | $1717074.22   | 0.35%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 2.700000% 07/15/2041                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34963.01     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $276379.39    | 0.06%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.950000% 03/14/2052                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40358.36     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                   | PEPSICO INC 5.250000% 07/17/2054                                                  | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    685000 | PA      | $648170.24    | 0.13%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                           | ALEXANDRIA REAL ESTATE EQUITIES INC 3.550000% 03/15/2052                          | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    465000 | PA      | $302697.15    | 0.06%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 6.250000% 09/01/2037                                | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359412.60    | 0.07%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                       | RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7                                       | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4681 | PA      | $4053.93      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 6.400000% 05/07/2054                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    383000 | PA      | $337124.26    | 0.07%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3335000 | PA      | $3236252.72   | 0.65%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.300000% 06/01/2042                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168429.65    | 0.03%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226466.67    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    675000 | PA      | $607557.13    | 0.12%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                      | ROGERS COMMUNICATIONS INC 5.000000% 03/15/2044                                    | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |    567000 | PA      | $493496.14    | 0.10%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 5.000000% 04/27/2051                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    760000 | PA      | $562590.00    | 0.11%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 5.250000% 06/01/2054                                            | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96867.67     | 0.02%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 08/15/2043                                                  | CUSIP: 912803ED1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9912000 | PA      | $4002530.23   | 0.81%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $280890.11    | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.350000% 10/01/2052                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177941.86    | 0.04%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                         | DUPONT DE NEMOURS INC 5.319000% 11/15/2038                                        | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    408000 | PA      | $415517.24    | 0.08%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                           | SOLVENTUM CORP 5.900000% 04/30/2054                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    835000 | PA      | $801314.52    | 0.16%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    727000 | PA      | $718719.47    | 0.15%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    565000 | PA      | $342782.76    | 0.07%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 5.850000% 03/15/2036                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $355518.60    | 0.07%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 3.875000% 04/27/2051                                    | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $7037.98      | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $27353.11     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29110 | PA      | $3125.95      | 0.00%             | 2040-01-16      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 6.375000% 03/01/2041                             | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    576000 | PA      | $580518.67    | 0.12%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 5.200000% 02/15/2055                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569749.18    | 0.12%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                           | STANFORD HEALTH CARE 3.027000% 08/15/2051                                         | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $236110.42    | 0.05%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                            | ROCHE HOLDINGS INC 144A 5.218000% 03/08/2054                                      | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $521860.85    | 0.11%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                  | APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363809.65    | 0.07%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.200000% 08/14/2064                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82864.37     | 0.02%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    807000 | PA      | $723294.56    | 0.15%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    615000 | PA      | $534608.53    | 0.11%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 4.875000% 02/27/2053                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    428000 | PA      | $379901.12    | 0.08%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    465000 | PA      | $384553.61    | 0.08%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                   | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1470000 | PA      | $1412976.36   | 0.29%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $591581.60    | 0.12%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2761000 | PA      | $2658109.62   | 0.54%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                    | TRUIST FINANCIAL CORP MTN 5.711000% 01/24/2035                                    | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    465000 | PA      | $472493.81    | 0.10%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.125000% 08/13/2042                                                  | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4110.00      | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 4.500000% 06/01/2042                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    930000 | PA      | $804509.41    | 0.16%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    285000 | PA      | $195024.95    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052                                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $147979.36    | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $305800.03    | 0.06%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                                    | CITY OF HOPE 4.378000% 08/15/2048                                                 | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $503240.54    | 0.10%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $208239.93    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 4.350000% 11/15/2045                                       | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    865000 | PA      | $711868.90    | 0.14%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                     | CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044                                 | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34472.82     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4035000 | PA      | $1935539.06   | 0.39%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115880.60    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    385000 | PA      | $315113.93    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $1972953.81   | 0.40%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                             | ENTERGY TEXAS INC 3.550000% 09/30/2049                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    235000 | PA      | $160642.59    | 0.03%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.700000% 05/14/2045                                                   | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    704000 | PA      | $618075.06    | 0.13%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258782.18    | 0.05%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC 3.400000% 08/01/2051                                                 | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    331000 | PA      | $211024.41    | 0.04%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.960000% 04/01/2039                                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225500.40    | 0.05%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237957.51    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 5.300000% 02/01/2055                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    534000 | PA      | $489625.36    | 0.10%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $268670.82    | 0.05%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145291.58    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    252000 | PA      | $244577.00    | 0.05%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                             | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    320000 | PA      | $197753.76    | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                             | WW GRAINGER INC 4.600000% 06/15/2045                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142829.68    | 0.03%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.800000% 03/15/2065                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275303.98    | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414086.18    | 0.08%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.550000% 02/15/2055                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    546000 | PA      | $506183.44    | 0.10%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047           | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $872792.06    | 0.18%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233798.05    | 0.05%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.600000% 11/15/2060                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $386628.36    | 0.08%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                              | BALTIMORE GAS AND ELECTRIC CO 2.900000% 06/15/2050                                | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $146618.82    | 0.03%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $780293.91    | 0.16%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.650000% 09/01/2042                       | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    335000 | PA      | $257859.19    | 0.05%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                             | ENTERGY TEXAS INC 5.000000% 09/15/2052                                            | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85430.92     | 0.02%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                           | REGENCY CENTERS LP 4.650000% 03/15/2049                                           | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $239851.61    | 0.05%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                            | BEACON FUNDING TRUST 144A 6.266000% 08/15/2054                                    | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143753.92    | 0.03%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                            | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    553000 | PA      | $335395.00    | 0.07%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    790000 | PA      | $526061.00    | 0.11%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $544186.27    | 0.11%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 6.500000% 09/15/2037                                            | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $631744.25    | 0.13%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                     | AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051                                     | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $271679.11    | 0.05%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4759000 | PA      | $3796603.80   | 0.77%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELM ROAD GENERATING STATION SUPERCRITICAL, LLC                  | ELM ROAD GENERATING STATION SUPERCRITICAL LLC 144A 5.848000% 01/19/2041           | CUSIP: 28932MAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513992.94    | 0.10%             | 2041-01-19      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.700000% 04/15/2048                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31455.62     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                                 | RIO TINTO FINANCE USA LTD 5.200000% 11/02/2040                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $192102.77    | 0.04%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC.                                            | ELECTRONIC ARTS INC 2.950000% 02/15/2051                                          | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    328000 | PA      | $199533.71    | 0.04%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP, INC.                                   | COLUMBIA PIPELINE GROUP INC 5.800000% 06/01/2045                                  | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19014.70     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                        | CONSUMERS ENERGY CO 3.100000% 08/15/2050                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81847.09     | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 5.375000% 02/27/2053                                                     | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37191.91     | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                      | PRUDENTIAL FINANCIAL INC 3.905000% 12/07/2047                                     | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22712.30     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 2.804000% 05/24/2032                                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    440000 | PA      | $384977.34    | 0.08%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.700000% 02/10/2053                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197423.04    | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | GNR 2011-70 BO MORTGAGE SERIES: 2011-70  CLASS: BO                                | CUSIP: 38377WKM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1236984 | PA      | $864759.32    | 0.17%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANSMISSION, LLC                                   | SABAL TRAIL TRANSMISSION LLC 144A 4.682000% 05/01/2038                            | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169506.09    | 0.03%             | 2038-05-01      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $280925.32    | 0.06%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                           | ALABAMA POWER CO 4.300000% 07/15/2048                                             | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $451135.40    | 0.09%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.700000% 05/15/2046                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    691000 | PA      | $603519.46    | 0.12%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052                                  | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65779.98     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.030000% 10/15/2047                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    490000 | PA      | $380755.12    | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 11/15/2042                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $525885.94    | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 5.425000% 08/15/2035                                     | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127380.74    | 0.03%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054                             | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37136.96     | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                           | QUANTA SERVICES INC 3.050000% 10/01/2041                                          | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    309000 | PA      | $213201.13    | 0.04%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORP 3.133000% 11/18/2041                                         | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    180000 | PA      | $126679.70    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 3.095000% 08/16/2049                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65054.20     | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                          | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    266000 | PA      | $281596.46    | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71265.91     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 6.125000% 04/01/2036                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $2029074.66   | 0.41%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.750000% 03/02/2053                                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229676.70    | 0.05%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.750000% 06/28/2054                                           | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    305000 | PA      | $285497.68    | 0.06%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11185000 | PA      | $8083784.04   | 1.64%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 2.700000% 11/15/2051                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $91189.46     | 0.02%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.721000% 12/15/2044                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    906000 | PA      | $786477.97    | 0.16%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.800000% 08/15/2043                                        | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    408000 | PA      | $344070.67    | 0.07%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.500000% 06/01/2052                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79210.66     | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 11/15/2041                                              | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $1040502.15   | 0.21%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US ULTRA BOND CBT SEP25 SHORT                                   | US ULTRA BOND CBT SEP25 SHORT FINANCIAL COMMODITY FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $-1044562.50  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.150000% 02/01/2043                                           | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76871.92     | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 6.000000% 06/15/2055                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148384.30    | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $890429.69    | 0.18%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $538586.98    | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    752000 | PA      | $642689.49    | 0.13%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                   | EQUINIX INC 2.950000% 09/15/2051                                                  | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $167576.66    | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                               | GLENCORE FINANCE CANADA LTD 144A 5.550000% 10/25/2042                             | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |    215000 | PA      | $197902.48    | 0.04%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $533475.40    | 0.11%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                 | DEERE & CO 3.750000% 04/15/2050                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    431000 | PA      | $326756.91    | 0.07%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    885000 | PA      | $618326.58    | 0.13%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                             | EOG RESOURCES INC 5.650000% 12/01/2054                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    339000 | PA      | $320857.50    | 0.06%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                              | CANADIAN NATURAL RESOURCES LTD MTN 4.950000% 06/01/2047                           | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    285000 | PA      | $232082.55    | 0.05%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                        | BOOZ ALLEN HAMILTON INC 5.950000% 04/15/2035                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346334.12    | 0.07%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    295000 | PA      | $228111.87    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042                                     | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    405000 | PA      | $328731.57    | 0.07%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95448.90     | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 3.850000% 04/15/2045                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    430000 | PA      | $332169.88    | 0.07%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | SEMPRA 3.800000% 02/01/2038                                                       | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    375000 | PA      | $303362.72    | 0.06%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | SEMPRA 6.000000% 10/15/2039                                                       | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496350.22    | 0.10%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    847000 | PA      | $829538.04    | 0.17%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC 5.813000% 03/03/2055                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $127957.99    | 0.03%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                             | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    355000 | PA      | $329162.05    | 0.07%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                                   | REVVITY INC 3.625000% 03/15/2051                                                  | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131616.16    | 0.03%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.375000% 02/14/2042                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45241.25     | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41368.20     | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                 | S&P GLOBAL INC 3.250000% 12/01/2049                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $221279.65    | 0.04%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                        | VULCAN MATERIALS CO 5.700000% 12/01/2054                                          | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    224000 | PA      | $215328.62    | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 08/15/2043                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1077000 | PA      | $908676.68    | 0.18%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    439000 | PA      | $390151.76    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 6.600000% 03/15/2046                                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14210.37     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                | EASTERN ENERGY GAS HOLDINGS LLC 5.650000% 10/15/2054                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258110.54    | 0.05%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.260000% 02/22/2048                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81874.33     | 0.02%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $236078.97    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                  | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10896 | PA      | $9856.69      | 0.00%             | 2034-12-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $165026.47    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                           | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    587518 | PA      | $588091.18    | 0.12%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1305637.09   | 0.26%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    866000 | PA      | $759930.22    | 0.15%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                      | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    225000 | PA      | $210555.18    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29156.93     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 3.942000% 11/01/2047                                        | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75750.76     | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214311.88    | 0.04%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 3.000000% 10/15/2050                                               | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    845000 | PA      | $513020.83    | 0.10%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    246000 | PA      | $252568.25    | 0.05%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38511.46     | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.400000% 02/22/2062                                                    | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94491.21     | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                   | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160085.60    | 0.03%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                        | MEMORIAL HEALTH SERVICES 3.447000% 11/01/2049                                     | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    180000 | PA      | $123142.43    | 0.02%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053                       | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19875.94     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 5.400000% 05/13/2064                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307717.40    | 0.06%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                          | CMS ENERGY CORP 4.875000% 03/01/2044                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    637000 | PA      | $552745.97    | 0.11%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                 | ASTRAZENECA PLC 6.450000% 09/15/2037                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |    555000 | PA      | $612742.67    | 0.12%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    342000 | PA      | $250775.68    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 4.650000% 01/15/2043                                          | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12830.06     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17722.53     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 5.500000% 05/22/2054                                    | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $353618.36    | 0.07%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.750000% 01/15/2054                                             | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    542000 | PA      | $519685.40    | 0.11%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    520000 | PA      | $305752.26    | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320900.26    | 0.06%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 6.250000% 10/02/2043                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323466.20    | 0.07%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    798000 | PA      | $767930.58    | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 4.350000% 04/15/2047                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    630000 | PA      | $512761.67    | 0.10%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.200000% 03/01/2048                                     | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    245000 | PA      | $195097.91    | 0.04%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                 | BLACKROCK FUNDING INC 5.250000% 03/14/2054                                        | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $477199.90    | 0.10%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.900000% 11/17/2045                                         | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174942.26    | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP MTN 3.550000% 08/15/2039                                       | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53184.27     | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $947116.25    | 0.19%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    597000 | PA      | $647852.78    | 0.13%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                       | ALCON FINANCE CORP 144A 3.800000% 09/23/2049                                      | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $208538.25    | 0.04%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1653090.91   | 0.33%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.020000% 01/24/2036                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633712.62    | 0.13%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    485000 | PA      | $403318.08    | 0.08%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 5.600000% 04/01/2054                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98363.13     | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                 | FOX CORP 5.576000% 01/25/2049                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87164.69     | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1104987.75   | 0.22%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 3.500000% 07/15/2051                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    352000 | PA      | $225577.66    | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 5.250000% 09/01/2050                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    586000 | PA      | $504706.75    | 0.10%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                              | AMCOR FLEXIBLES NORTH AMERICA INC 144A 5.500000% 03/17/2035                       | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272154.74    | 0.06%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $913007.18    | 0.18%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 5.650000% 01/15/2065                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124341.91    | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 5.350000% 10/15/2054                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $633660.83    | 0.13%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                      | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $802050.17    | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                          | PNC FINANCIAL SERVICES GROUP INC/THE 5.401000% 07/23/2035                         | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274465.36    | 0.06%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 5.700000% 11/15/2054                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462300.06    | 0.09%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 5.150000% 05/17/2063                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161921.93    | 0.03%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                     | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $174139.52    | 0.04%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 3.600000% 11/15/2050                                          | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $215607.28    | 0.04%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 5.300000% 06/25/2054                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1136439.07   | 0.23%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF PENSION OBLIG                              | RIVERSIDE CNTY CA PENSN OBLG COUNTY OF RIVERSIDE CA                               | CUSIP: 76913CBF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $314439.11    | 0.06%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1338428.49   | 0.27%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1625353.12   | 0.33%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    665000 | PA      | $651826.08    | 0.13%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | WISCONSIN PUBLIC SERVICE CORP 3.300000% 09/01/2049                                | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116147.45    | 0.02%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91502.61     | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 4.950000% 02/27/2063                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $281746.81    | 0.06%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.200000% 11/15/2053                                      | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128872.91    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35044.07     | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271729.50    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    255000 | PA      | $155739.03    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                            | CONSTELLATION ENERGY GENERATION LLC 5.600000% 06/15/2042                          | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263693.05    | 0.05%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193279.89    | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 3.860000% 06/21/2047                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     30000 | PA      | $22626.00     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $838819.33    | 0.17%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                  | CHARLES SCHWAB CORP/THE 5.853000% 05/19/2034                                      | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223918.05    | 0.05%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 4.500000% 02/01/2045                                          | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    465000 | PA      | $396698.03    | 0.08%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                           | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    221000 | PA      | $162488.72    | 0.03%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $23833.25     | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 5.300000% 05/13/2054                                             | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19120.74     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 4.000000% 05/10/2046                                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    110000 | PA      | $85638.96     | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $280634.76    | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 4.375000% 08/15/2052                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80481.10     | 0.02%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $834125.59    | 0.17%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281795.82    | 0.06%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407813.61    | 0.08%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                     | INTERNATIONAL BUSINESS MACHINES CORP 5.700000% 02/10/2055                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $817379.20    | 0.17%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.650000% 05/01/2045                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1069325.23   | 0.22%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    359000 | PA      | $213032.86    | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 3.125000% 07/01/2050                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38502.16     | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 6.000000% 06/15/2054                                             | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74593.96     | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                           | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    995000 | PA      | $920101.79    | 0.19%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 6.000000% 04/05/2054                              | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    530000 | PA      | $504412.11    | 0.10%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                       | CRH AMERICA FINANCE INC 5.875000% 01/09/2055                                      | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    456000 | PA      | $447724.95    | 0.09%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                        | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70098.88     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 3.875000% 10/15/2047                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    720000 | PA      | $522491.23    | 0.11%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 4.600000% 09/01/2035                                          | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420938.31    | 0.09%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                          | UNION ELECTRIC CO 5.125000% 03/15/2055                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200593.97    | 0.04%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 3.700000% 02/04/2051                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    290000 | PA      | $195713.63    | 0.04%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                           | THERMO FISHER SCIENTIFIC INC 2.800000% 10/15/2041                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $163993.93    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                    | VIATRIS INC 3.850000% 06/22/2040                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $127952.46    | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155742.70    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    520000 | PA      | $451726.65    | 0.09%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                                    | APTIV SWISS HOLDINGS LTD 5.400000% 03/15/2049                                     | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    433000 | PA      | $358059.75    | 0.07%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       143 | NC      | $15470812.50  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $278741.19    | 0.06%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                  | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $70751.24     | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.799000% 04/06/2071                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $752725.78    | 0.15%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                  | NNN REIT INC 3.000000% 04/15/2052                                                 | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $116811.51    | 0.02%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257869.94    | 0.05%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 11/15/2047                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $399490.23    | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 4.300000% 08/15/2039                                    | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    336000 | PA      | $257460.00    | 0.05%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.125000% 08/03/2065                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101947.42    | 0.02%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 6.350000% 08/15/2038                                      | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128399.15    | 0.03%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11325133 | NS      | $11325132.89  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 6.110000% 01/29/2037                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579962.59    | 0.12%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| THE NARRAGANSETT ELECTRIC COMPANY                               | NARRAGANSETT ELECTRIC CO/THE 144A 4.170000% 12/10/2042                            | CUSIP: 631005BF1<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $722218.51    | 0.15%             | 2042-12-10      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | ESSENTIAL UTILITIES INC 5.300000% 05/01/2052                                      | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61567.10     | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.450000% 08/01/2042                        | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $273609.20    | 0.06%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                    | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177752.76    | 0.04%             | 2054-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $441071.60    | 0.09%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 144A 4.050000% 02/15/2048                                              | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $196645.69    | 0.04%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                        | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $271854.40    | 0.06%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $191514.64    | 0.04%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254946.05    | 0.05%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                         | AMEREN ILLINOIS CO 5.625000% 03/01/2055                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    332000 | PA      | $319597.09    | 0.06%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 5.000000% 03/15/2049                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    302000 | PA      | $270843.00    | 0.05%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.109000% 04/22/2041                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $254037.62    | 0.05%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 7.008000% 05/01/2064                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251033.04    | 0.05%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDICAL CENTER                              | CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH 2.820000% 11/15/2050             | CUSIP: 16876AAC8<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    450000 | PA      | $277400.43    | 0.06%             | 2050-11-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                          | GENERAL MOTORS FINANCIAL CO INC 6.100000% 01/07/2034                              | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40187.89     | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | SOUTHERN CO GAS CAPITAL CORP 4.400000% 06/01/2043                                 | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    645000 | PA      | $527869.28    | 0.11%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 4.450000% 05/15/2069                              | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246040.14    | 0.05%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.200000% 01/15/2047                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270528.69    | 0.05%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                     | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187616.66    | 0.04%             | 2053-11-01      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $137420.21    | 0.03%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036                                  | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    973000 | PA      | $536382.44    | 0.11%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                              | BALTIMORE GAS AND ELECTRIC CO 4.550000% 06/01/2052                                | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    625000 | PA      | $507970.38    | 0.10%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                           | REGENCY CENTERS LP 4.400000% 02/01/2047                                           | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97492.61     | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV         | SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1266406.30   | 0.26%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88736.09     | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO 6.400000% 11/15/2063                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205350.58    | 0.04%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                       | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    724000 | PA      | $479075.80    | 0.10%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 5.400000% 06/25/2064                                           | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84201.04     | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | TSY INFL IX N/B 2.125000% 01/15/2035                                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1150000 | PA      | $1173405.18   | 0.24%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |      5000 | PA      | $4541.97      | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 2.650000% 11/15/2033                                             | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19193.55     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.375000% 05/15/2051                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | PA      | $912598.64    | 0.18%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 6.250000% 01/15/2036                                             | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24406.86     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $279381.44    | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.561000% 11/19/2045                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1206437.50   | 0.24%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                    | TRUIST FINANCIAL CORP MTN 5.867000% 06/08/2034                                    | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440526.12    | 0.09%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                     | AMERICAN ASSETS TRUST LP 6.150000% 10/01/2034                                     | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273948.31    | 0.06%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 4.200000% 11/15/2069                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    298000 | PA      | $216326.58    | 0.04%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.800000% 09/15/2062                                             | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110182.47    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1139344.59   | 0.23%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 5.950000% 05/14/2055                                    | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263725.78    | 0.05%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127819.10    | 0.03%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                          | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1811264.90   | 0.37%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR2 2A21             | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16877 | PA      | $16747.79     | 0.00%             | 2045-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 4.375000% 02/02/2052           | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    645000 | PA      | $485455.32    | 0.10%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 3.800000% 07/15/2050                                      | CUSIP: 828807DJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $32335.23     | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $284030.28    | 0.06%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV               | TEXAS ST PRIV ACTIVITY BOND SU TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $271292.60    | 0.05%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     95000 | PA      | $58318.59     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                          | TAMPA ELECTRIC CO 3.450000% 03/15/2051                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33277.39     | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                  | INDIANA MICHIGAN POWER CO 5.625000% 04/01/2053                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114064.65    | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289172.90    | 0.06%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 4.500000% 04/01/2047                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    205000 | PA      | $162809.74    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                            | KIMCO REALTY OP LLC 4.250000% 04/01/2045                                          | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43762.45     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.375000% 05/15/2055                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $841811.29    | 0.17%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                                     | KENVUE INC 5.100000% 03/22/2043                                                   | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47248.64     | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 5.700000% 02/15/2042                            | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    815000 | PA      | $795718.36    | 0.16%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                          | PNC FINANCIAL SERVICES GROUP INC/THE 5.575000% 01/29/2036                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100665.46    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                          | CHUBB INA HOLDINGS LLC 6.700000% 05/15/2036                                       | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    387000 | PA      | $430795.12    | 0.09%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                       | FERGUSON ENTERPRISES INC 5.000000% 10/03/2034                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    386000 | PA      | $371586.49    | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                            | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |    460000 | PA      | $465832.80    | 0.09%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 5.600000% 02/15/2041                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222943.12    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046                            | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209661.15    | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                          | VERISK ANALYTICS INC 3.625000% 05/15/2050                                         | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    310000 | PA      | $216048.76    | 0.04%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 4.340000% 03/07/2042                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    235000 | PA      | $198622.00    | 0.04%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                     | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162620.23    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 4.625000% 03/15/2052                                                      | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $633444.58    | 0.13%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                            | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $87305.36     | 0.02%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 5.100000% 08/01/2118                                        | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    284000 | PA      | $233772.77    | 0.05%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                          | GENERAL MOTORS FINANCIAL CO INC 6.400000% 01/09/2033                              | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56799.25     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1218461.41   | 0.25%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    579000 | PA      | $519798.23    | 0.11%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.200000% 02/22/2052                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    471000 | PA      | $358970.71    | 0.07%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                      | ROGERS COMMUNICATIONS INC 4.500000% 03/15/2043                                    | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |    117000 | PA      | $96330.49     | 0.02%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 6.050000% 05/14/2065                                    | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208692.17    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11705000 | PA      | $11425177.34  | 2.31%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORP 4.125000% 06/15/2044                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    765000 | PA      | $622553.89    | 0.13%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    525000 | PA      | $310987.06    | 0.06%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.900000% 12/10/2061                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    635000 | PA      | $358768.45    | 0.07%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                        | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433955.25    | 0.09%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                            | BAYER US FINANCE LLC 144A 6.875000% 11/21/2053                                    | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    483000 | PA      | $488662.73    | 0.10%             | 2053-11-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC.                                                     | KENVUE INC 5.050000% 03/22/2053                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296725.26    | 0.06%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    812000 | PA      | $726105.63    | 0.15%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 5.950000% 03/15/2064                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64562.62     | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.450000% 05/14/2046                                                   | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33531.76     | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 7.250000% 08/15/2038                                    | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    430000 | PA      | $472657.08    | 0.10%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110                     | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    169000 | PA      | $128271.00    | 0.03%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                           | STARBUCKS CORP 3.350000% 03/12/2050                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    310000 | PA      | $202475.27    | 0.04%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                    | VIATRIS INC 4.000000% 06/22/2050                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $230354.92    | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $787337.08    | 0.16%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANSMISSION, LLC                                   | SABAL TRAIL TRANSMISSION LLC 144A 4.832000% 05/01/2048                            | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151683.92    | 0.03%             | 2048-05-01      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                            | JERSEY CENTRAL POWER & LIGHT CO 6.400000% 05/15/2036                              | CUSIP: 476556CP8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    925000 | PA      | $976229.92    | 0.20%             | 2036-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                             | PHILLIPS 66 CO 4.900000% 10/01/2046                                               | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    359000 | PA      | $295642.75    | 0.06%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    580000 | PA      | $487112.68    | 0.10%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242252.86    | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504155.30    | 0.10%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    648000 | PA      | $604801.04    | 0.12%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 5.600000% 02/15/2054                                              | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462437.92    | 0.09%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                | NIAGARA MOHAWK POWER CORP 144A 3.025000% 06/27/2050                               | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $179878.79    | 0.04%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 3.900000% 03/15/2043                                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    565000 | PA      | $408406.33    | 0.08%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.897000% 01/23/2049                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    756000 | PA      | $579583.24    | 0.12%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.625000% 02/10/2053                                           | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    160000 | PA      | $146824.26    | 0.03%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                        | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $658274.06    | 0.13%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $335346.58    | 0.07%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 5.800000% 09/15/2062                                               | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    715000 | PA      | $670126.99    | 0.14%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                 | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    135000 | PA      | $91439.79     | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11657000 | PA      | $11525858.75  | 2.33%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                             | MOODY'S CORP 4.875000% 12/17/2048                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $449072.05    | 0.09%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $250681.52    | 0.05%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 5.700000% 02/15/2055                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220962.83    | 0.04%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 02/15/2044                                              | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1491000 | PA      | $1251100.43   | 0.25%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3330000 | PA      | $1982910.94   | 0.40%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                              | EXELON CORP 4.950000% 06/15/2035                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219738.56    | 0.04%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                     | PARKER-HANNIFIN CORP MTN 4.450000% 11/21/2044                                     | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163870.58    | 0.03%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                     | KAISER FOUNDATION HOSPITALS 3.002000% 06/01/2051                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    380000 | PA      | $238838.28    | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                   | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106928.55    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $839785.16    | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 3.250000% 09/13/2049                                      | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $225886.12    | 0.05%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                          | NSTAR ELECTRIC CO 4.400000% 03/01/2044                                            | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169432.89    | 0.03%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 5.150000% 05/01/2040                                        | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    445000 | PA      | $425790.91    | 0.09%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                              | INTERSTATE POWER AND LIGHT CO 5.450000% 09/30/2054                                | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69454.43     | 0.01%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                 | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151006.88    | 0.03%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                | XCEL ENERGY INC 4.800000% 09/15/2041                                              | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42448.98     | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                               | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $222736.92    | 0.05%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                        | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417363.86    | 0.08%             | 2036-08-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 4.950000% 09/15/2052                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    215000 | PA      | $185616.96    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 6.200000% 06/01/2036                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    156000 | PA      | $167099.76    | 0.03%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.750000% 05/15/2063                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83980.77     | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                    | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $157990.38    | 0.03%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE, INC.                                      | NORTHWELL HEALTHCARE INC 4.260000% 11/01/2047                                     | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130216.70    | 0.03%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.750000% 06/01/2043                                        | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221595.20    | 0.04%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.700000% 08/05/2051                                                    | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1105806.57   | 0.22%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                   | BECTON DICKINSON & CO 3.794000% 05/20/2050                                        | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143524.85    | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.650000% 06/01/2051                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $146010.63    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1135016.95   | 0.23%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    786000 | PA      | $746402.29    | 0.15%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                           | AMERICAN ELECTRIC POWER CO INC 3.250000% 03/01/2050                               | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    293000 | PA      | $185106.66    | 0.04%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4551000 | PA      | $4315983.54   | 0.87%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.125000% 12/15/2045                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    973000 | PA      | $926872.72    | 0.19%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                  | GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 144A 4.875000% 06/19/2064               | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    305000 | PA      | $255134.49    | 0.05%             | 2064-06-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                   | GLOBAL ATLANTIC FIN CO 144A 6.750000% 03/15/2054                                  | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317001.08    | 0.06%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                        | STRIPS 0.000000% 11/15/2042                                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2225000 | PA      | $910109.44    | 0.18%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254248.75    | 0.05%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 5.000000% 08/15/2042                             | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260125.58    | 0.05%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22953.72     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.350000% 09/15/2037                                      | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258551.58    | 0.05%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $284415.46    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.700000% 06/03/2060                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    720000 | PA      | $403745.19    | 0.08%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.400000% 03/15/2042                             | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $897379.97    | 0.18%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 4.900000% 08/01/2041                                          | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    945000 | PA      | $825187.60    | 0.17%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                               | UNIVERSITY OF SOUTHERN CALIFORNIA 3.028000% 10/01/2039                            | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178335.49    | 0.04%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 3.950000% 09/10/2050                              | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    415000 | PA      | $295868.63    | 0.06%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18205.37     | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                       | INVITATION HOMES OPERATING PARTNERSHIP LP 5.500000% 08/15/2033                    | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79771.11     | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        77 | NC      | $15972687.50  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 5.800000% 01/15/2055                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80406.04     | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 5.605000% 04/23/2036                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318679.66    | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer