# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048885
**Filing Date:** 2023-3
**Character Count:** 264272
**Document Hash:** 5e1744b614a3f6937e9632fece0d7306
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048885.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048885

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690524

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Long-Term Bond Portfolio (Series ID: S000072457)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000228738 | Class IB     |  |
| C000228739 | Class K      |  |
| C000228740 | Class IA     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Long-Term Bond Portfolio

- **b. EDGAR series identifier (if any):** S000072457

- **c. LEI of Series:** 549300COI8A1NGZ4K766

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $2174423867.26

**Total Liabilities:** $3035563.67

**Net Assets:** $2171388303.59

**Cash Not Reported:** $750000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 403.39000000 | **10-Year:** 570890.44000000 | **30-Year:** 1042980.26000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 109.84000000 | **30-Year:** 90.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228738 | -4.50%               | 7.66%                | -0.53%               |
| Class ID C000228739 | -4.49%               | 7.63%                | -0.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29165920.93            | $-72646821.63                              |
| Month 2  | $-54570.60               | $149791382.28                              |
| Month 3  | $-6503858.39             | $-9468631.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| San Diego County Regional Transportation Commission | San Diego County Regional Transportation Commission                                      | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |   3130000 | PA      | $2358285.04   | 0.11%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                             | Republic Services, Inc.                                                                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1003065.29   | 0.05%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                             | Applied Materials, Inc.                                                                  | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2632131.35   | 0.12%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                     | Plains All American Pipeline LP                                                          | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8238000 | PA      | $6446435.18   | 0.30%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                             | Telefonica Emisiones SA                                                                  | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    640000 | PA      | $494460.35    | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                             | International Paper Co.                                                                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    258000 | PA      | $225243.47    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                         | L3Harris Technologies, Inc.                                                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    896000 | PA      | $813274.02    | 0.04%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                               | Parker-Hannifin Corp.                                                                    | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   7155000 | PA      | $5700251.12   | 0.26%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                                                   | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    815000 | PA      | $661289.78    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                                           | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7465000 | PA      | $6182169.61   | 0.28%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                     | Welltower, Inc.                                                                          | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1259282.65   | 0.06%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                      | Takeda Pharmaceutical Co. Ltd.                                                           | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1881000 | PA      | $1382933.21   | 0.06%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51251.35     | 0.00%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                                        | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3307712.15   | 0.15%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                  | Rady Children's Hospital-San Diego, Series 21A                                           | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    964000 | PA      | $640657.14    | 0.03%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                          | eBay, Inc.                                                                               | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   6826000 | PA      | $4898194.25   | 0.23%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                                              | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2590291.37   | 0.12%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21783900 | PA      | $17989170.76  | 0.83%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                       | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    352000 | PA      | $296813.72    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                | Entergy Arkansas LLC                                                                     | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $1748858.36   | 0.08%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                     | Kreditanstalt fuer Wiederaufbau                                                          | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     48000 | PA      | $27603.31     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                     | Aon Global Ltd.                                                                          | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    846000 | PA      | $737724.44    | 0.03%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                         | Cigna Corp.                                                                              | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    261000 | PA      | $274441.03    | 0.01%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                    | HSBC Bank USA NA                                                                         | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   7457000 | PA      | $8092335.65   | 0.37%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                         | Eaton Corp.                                                                              | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    329000 | PA      | $269687.98    | 0.01%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                               | Republic of Indonesia                                                                    | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    485000 | PA      | $324397.10    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                        | Target Corp.                                                                             | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1296793.33   | 0.06%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                               | Colgate-Palmolive Co.                                                                    | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3390369.66   | 0.16%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                             | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    179000 | PA      | $165092.34    | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3149000 | PA      | $2855513.20   | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                                           | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $807613.95    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                           | Florida Power & Light Co.                                                                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   7794000 | PA      | $6665261.23   | 0.31%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                   | Georgia Power Co., Series B                                                              | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1129150.07   | 0.05%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                                 | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12294000 | PA      | $9719417.57   | 0.45%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                             | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    433000 | PA      | $404201.60    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5291000 | PA      | $4866717.36   | 0.22%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                           | Fox Corp.                                                                                | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $1998357.51   | 0.09%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                             | International Paper Co.                                                                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    492000 | PA      | $409488.21    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                             | Anheuser-Busch Cos. LLC                                                                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9962000 | PA      | $9104371.42   | 0.42%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                | Consumers Energy Co.                                                                     | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    793000 | PA      | $627591.14    | 0.03%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                         | Raytheon Technologies Corp.                                                              | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    298000 | PA      | $256936.26    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co., Series B                                                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    698000 | PA      | $711457.65    | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                                          | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $991782.26    | 0.05%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                               | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    172000 | PA      | $106593.77    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404600 | PA      | $374230.20    | 0.02%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                                     | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7707000 | PA      | $6594877.59   | 0.30%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA                                                                                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5251000 | PA      | $5867157.59   | 0.27%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                       | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56883.08     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                      | Shell International Finance BV                                                           | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    222000 | PA      | $205659.49    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                         | Prologis LP                                                                              | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    284000 | PA      | $159444.64    | 0.01%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                                           | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    341000 | PA      | $292688.65    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series H                                                 | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7241000 | PA      | $5341549.57   | 0.25%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                                      | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2818834.90   | 0.13%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                         | Rogers Communications, Inc.                                                              | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1064000 | PA      | $958166.90    | 0.04%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                              | Kentucky Utilities Co.                                                                   | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1027233.81   | 0.05%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                       | MetLife, Inc.                                                                            | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    686000 | PA      | $643167.33    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                   | Caterpillar, Inc.                                                                        | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    522000 | PA      | $499078.82    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                            | AEP Transmission Co. LLC                                                                 | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25226.43     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6377000 | PA      | $4748486.38   | 0.22%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                         | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413812.91    | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                          | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   9162000 | PA      | $7973598.81   | 0.37%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                            | Becton Dickinson and Co.                                                                 | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129229.89    | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6253000 | PA      | $4839524.98   | 0.22%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    666500 | PA      | $629142.68    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                          | Prudential Financial, Inc.                                                               | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $5214467.84   | 0.24%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                          | Procter & Gamble Co. (The)                                                               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2101926.34   | 0.10%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                                        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4293515.75   | 0.20%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                        | NVIDIA Corp.                                                                             | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $2666515.69   | 0.12%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                       | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34498.22     | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    289000 | PA      | $175358.35    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180691.92    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                             | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $5978618.57   | 0.28%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                 | Suzano Austria GmbH, Series DM3N                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1737000 | PA      | $1352688.75   | 0.06%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport             | Dallas Fort Worth International Airport                                                  | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1624463.20   | 0.07%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                      | Office Properties Income Trust                                                           | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $143530.82    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                              | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11491.11     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                       | MetLife, Inc.                                                                            | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131987.23    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                                    | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7068000 | PA      | $4522727.68   | 0.21%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.               | International Business Machines Corp.                                                    | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  11075000 | PA      | $8054036.81   | 0.37%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 152469400 | PA      | $109726860.26 | 5.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                        | Oriental Republic of Uruguay                                                             | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    377768 | PA      | $478443.17    | 0.02%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                      | American Municipal Power, Inc.                                                           | CUSIP: 02765UDN1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   5330000 | PA      | $5542372.78   | 0.26%             | 2047-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                                       | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2768866.45   | 0.13%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                               | Southern Copper Corp.                                                                    | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123556.13    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                         | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    219000 | PA      | $150414.02    | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                               | Colgate-Palmolive Co.                                                                    | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   4854000 | PA      | $4181366.66   | 0.19%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4553000 | PA      | $3081021.02   | 0.14%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                     | Welltower, Inc.                                                                          | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $3106980.44   | 0.14%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                | TJX Cos., Inc. (The)                                                                     | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   8008000 | PA      | $7247007.77   | 0.33%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                       | ONE Gas, Inc.                                                                            | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3039695.73   | 0.14%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| Ford Foundation (The)                               | Ford Foundation (The), Series 2020                                                       | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $1952284.21   | 0.09%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| State of Israel                                     | State of Israel Government Bond                                                          | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3436000 | PA      | $2865409.25   | 0.13%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                                                  | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   8454000 | PA      | $8120761.07   | 0.37%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                              | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    804000 | PA      | $581018.00    | 0.03%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                   | Dollar Tree, Inc.                                                                        | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $3999633.55   | 0.18%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                            | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1884781.57   | 0.09%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                          | PacifiCorp                                                                               | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6808000 | PA      | $7089097.55   | 0.33%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $668948.29    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                       | Berkshire Hathaway Energy Co.                                                            | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1550187.24   | 0.07%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21211700 | PA      | $17991021.53  | 0.83%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings, Inc.                            | Chubb INA Holdings, Inc.                                                                 | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   6282000 | PA      | $5457664.65   | 0.25%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                | Cenovus Energy, Inc.                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    477000 | PA      | $432487.79    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                    | ERP Operating LP                                                                         | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    205000 | PA      | $175964.21    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    419000 | PA      | $272785.76    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                                                  | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3681247.85   | 0.17%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                                                   | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    219000 | PA      | $202469.75    | 0.01%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| State of Israel                                     | State of Israel Government Bond                                                          | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    950000 | PA      | $824896.88    | 0.04%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                 | EOG Resources, Inc.                                                                      | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2258784.22   | 0.10%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                              | General Dynamics Corp.                                                                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3172000 | PA      | $2910756.62   | 0.13%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                         | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    322000 | PA      | $286648.49    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                  | Atmos Energy Corp.                                                                       | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $1589577.21   | 0.07%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $1580175.32   | 0.07%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC              | Transcontinental Gas Pipe Line Co. LLC                                                   | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2340000 | PA      | $1980695.81   | 0.09%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                                      | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   6855000 | PA      | $5399579.99   | 0.25%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey          | Rutgers The State University of New Jersey                                               | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     15000 | PA      | $9904.92      | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                     | Martin Marietta Materials, Inc.                                                          | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     51000 | PA      | $34697.43     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                      | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2129987.15   | 0.10%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.           | Golden State Tobacco Securitization Corp.                                                | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2567947.52   | 0.12%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                          | Arizona Public Service Co.                                                               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1284928.94   | 0.06%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The)      | Charlotte-Mecklenburg Hospital Authority (The)                                           | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1264708.49   | 0.06%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                                             | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $849506.04    | 0.04%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                     | Alleghany Corp.                                                                          | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    850000 | PA      | $600444.59    | 0.03%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                           | Aptiv plc                                                                                | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    428000 | PA      | $369465.44    | 0.02%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                                       | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    849000 | PA      | $571947.53    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                 | Valero Energy Corp.                                                                      | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1291471.53   | 0.06%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                              | Novartis Capital Corp.                                                                   | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1250387.77   | 0.06%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                        | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3823000 | PA      | $3389922.53   | 0.16%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                   | Caterpillar, Inc.                                                                        | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28545.15     | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                        | Discovery Communications LLC                                                             | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    978000 | PA      | $733450.90    | 0.03%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                         | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1097767.49   | 0.05%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Molson Coors Beverage Co.                           | Molson Coors Beverage Co.                                                                | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  10206000 | PA      | $9115478.69   | 0.42%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    159000 | PA      | $132088.18    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                | Fomento Economico Mexicano SAB de CV                                                     | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1774000 | PA      | $1228051.50   | 0.06%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                   | Tyson Foods, Inc.                                                                        | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $3244594.42   | 0.15%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                       | Moody's Corp.                                                                            | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   6262000 | PA      | $5619267.69   | 0.26%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                                | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3994988.89   | 0.18%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13610900 | PA      | $7411243.94   | 0.34%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                           | Fox Corp.                                                                                | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2490668.92   | 0.11%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                      | QUALCOMM, Inc.                                                                           | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1132381.23   | 0.05%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                       | GlaxoSmithKline Capital, Inc.                                                            | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $884729.44    | 0.04%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                          | Packaging Corp. of America                                                               | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    898000 | PA      | $693969.46    | 0.03%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                           | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $69428.11     | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                       | Corning, Inc.                                                                            | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4938476.11   | 0.23%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                         | Brookfield Finance I UK plc                                                              | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    333000 | PA      | $255046.03    | 0.01%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                                           | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    888000 | PA      | $889365.12    | 0.04%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    957000 | PA      | $622022.73    | 0.03%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chubb Corp. (The)                                   | Chubb Corp. (The)                                                                        | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6118000 | PA      | $6526986.46   | 0.30%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                             | Boston Scientific Corp.                                                                  | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   4319000 | PA      | $3913448.92   | 0.18%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                     | Kreditanstalt fuer Wiederaufbau                                                          | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    135000 | PA      | $73545.84     | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                             | Texas Instruments, Inc.                                                                  | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    406000 | PA      | $362473.31    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                                                  | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    263000 | PA      | $215444.42    | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    887000 | PA      | $788545.04    | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                                        | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    623000 | PA      | $504469.27    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                              | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8955000 | PA      | $8208341.06   | 0.38%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| 3M Co.                                              | 3M Co.                                                                                   | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $2160587.32   | 0.10%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Activision Blizzard, Inc.                           | Activision Blizzard, Inc.                                                                | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1334707.46   | 0.06%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137850800 | PA      | $99952472.08  | 4.60%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                   | Italian Republic Government Bond                                                         | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    437000 | PA      | $309378.26    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47123900 | PA      | $31204975.34  | 1.44%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                               | Republic of Indonesia                                                                    | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   7300000 | PA      | $5275053.00   | 0.24%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                         | Southern California Gas Co., Series UU                                                   | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25121.18     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                         | FedEx Corp.                                                                              | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55563.43     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                     | Inter-American Development Bank                                                          | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     27000 | PA      | $26666.27     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                              | 3M Co.                                                                                   | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24486.43     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                                                    | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1465919.00   | 0.07%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                         | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1172445.78   | 0.05%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    147000 | PA      | $111578.69    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                           | Duke Energy Carolinas LLC                                                                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   5463000 | PA      | $5646723.97   | 0.26%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                              | Credit Suisse Group AG                                                                   | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    919000 | PA      | $633165.82    | 0.03%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                              | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    589000 | PA      | $510822.44    | 0.02%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                         | United Parcel Service, Inc.                                                              | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4392869.74   | 0.20%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                         | Nucor Corp.                                                                              | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $2890091.95   | 0.13%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                 | County of Los Angeles Unified School District, General Obligation Bonds, Series 2009-KRY | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2261519.16   | 0.10%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    762000 | PA      | $701035.81    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                                        | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $264784.78    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                          | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6496000 | PA      | $6226706.37   | 0.29%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                                    | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10597000 | PA      | $8145119.13   | 0.38%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                       | PepsiCo, Inc.                                                                            | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    719000 | PA      | $580346.39    | 0.03%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    228900 | PA      | $189888.39    | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4561000 | PA      | $3998069.98   | 0.18%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                    | McDonald's Corp.                                                                         | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80142.25     | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                  | M.D.C. Holdings, Inc.                                                                    | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2126331.25   | 0.10%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26243.06     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                       | Walmart, Inc.                                                                            | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    609000 | PA      | $546210.58    | 0.03%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                         | Sysco Corp.                                                                              | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1834333.50   | 0.08%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                         | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $26487.69     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                | Kansas Development Finance Authority                                                     | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   4900000 | PA      | $3304104.30   | 0.15%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                                               | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    567000 | PA      | $504671.22    | 0.02%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.           | Golden State Tobacco Securitization Corp.                                                | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3040000 | PA      | $2354835.98   | 0.11%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                      | American Municipal Power, Inc.                                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   2995000 | PA      | $3852805.74   | 0.18%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                  | TSMC Arizona Corp.                                                                       | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $3519596.25   | 0.16%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                  | General Motors Co.                                                                       | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1727006.94   | 0.08%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                           | Aon Corp.                                                                                | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $589888.03    | 0.03%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                | Cenovus Energy, Inc.                                                                     | CUSIP: 448055AD5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   9509000 | PA      | $9805263.35   | 0.45%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $438150.29    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                                         | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2568164.74   | 0.12%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                             | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1242306.36   | 0.06%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp.                             | AmerisourceBergen Corp.                                                                  | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1299602.44   | 0.06%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                                 | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    469000 | PA      | $524693.09    | 0.02%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                       | MetLife, Inc.                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163200.00    | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc., Series A                                                          | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    459000 | PA      | $391146.58    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                                  | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2078109.65   | 0.10%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                        | Nutrien Ltd.                                                                             | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $125955.61    | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.               | International Business Machines Corp.                                                    | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    319000 | PA      | $284586.92    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    178000 | PA      | $122097.75    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc., Series E                                      | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53789.53     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                     | PECO Energy Co.                                                                          | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $714770.22    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                       | Sutter Health, Series 20A                                                                | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1402013.47   | 0.06%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                         | Brighthouse Financial, Inc.                                                              | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1257025.32   | 0.06%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                       | Commonwealth of Massachusetts                                                            | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1174306 | PA      | $931785.06    | 0.04%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.               | International Business Machines Corp.                                                    | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5249921.81   | 0.24%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                                 | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6825000 | PA      | $6230569.80   | 0.29%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                              | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    503000 | PA      | $448422.84    | 0.02%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                             | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    297000 | PA      | $258641.97    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State of California                                 | State of California                                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2980000 | PA      | $3817851.44   | 0.18%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                        | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1707520.34   | 0.08%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                       | Commonwealth of Massachusetts                                                            | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1117622.80   | 0.05%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                            | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    912000 | PA      | $721604.50    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1316081.57   | 0.06%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                                               | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4563000 | PA      | $4179736.75   | 0.19%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                             | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $3756632.64   | 0.17%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                                             | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1323000 | PA      | $1381888.58   | 0.06%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                                 | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83833.21     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                          | Sherwin-Williams Co. (The)                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157175.08    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                   | Republic of Chile                                                                        | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10909000 | PA      | $7822434.81   | 0.36%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                           | Florida Power & Light Co.                                                                | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    408000 | PA      | $427352.75    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                                  | Marathon Oil Corp.                                                                       | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1325372.09   | 0.06%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                           | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    314000 | PA      | $336200.68    | 0.02%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57887.59     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                 | Public Service Electric & Gas Co.                                                        | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $859869.10    | 0.04%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Baxalta, Inc.                                       | Baxalta, Inc.                                                                            | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1978684.31   | 0.09%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                         | Rogers Communications, Inc.                                                              | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3712000 | PA      | $3195616.63   | 0.15%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                               | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7826000 | PA      | $6423653.58   | 0.30%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                            | Marathon Petroleum Corp.                                                                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    268000 | PA      | $277813.81    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                          | Visa, Inc.                                                                               | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3101957.10   | 0.14%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                  | Diageo Capital plc                                                                       | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $766135.44    | 0.04%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                         | United Parcel Service, Inc.                                                              | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    113000 | PA      | $124607.86    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                              | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $838247.16    | 0.04%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                 | Public Service Electric & Gas Co.                                                        | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $812502.36    | 0.04%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                          | Archer-Daniels-Midland Co.                                                               | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2795059.67   | 0.13%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                             | Applied Materials, Inc.                                                                  | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1212822.95   | 0.06%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                                    | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7610000 | PA      | $4819508.13   | 0.22%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                       | Raymond James Financial, Inc.                                                            | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1480999.38   | 0.07%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                    | Republic of Peru                                                                         | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1025000 | PA      | $746840.63    | 0.03%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                                          | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $6243959.67   | 0.29%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                   | Tyson Foods, Inc.                                                                        | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $2972764.35   | 0.14%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                             | Simon Property Group LP                                                                  | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   6281000 | PA      | $5395134.67   | 0.25%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey             | Port Authority of New York & New Jersey                                                  | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1230948.31   | 0.06%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127858.86    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                            | Marathon Petroleum Corp.                                                                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $886382.62    | 0.04%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                          | Alibaba Group Holding Ltd.                                                               | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   8295000 | PA      | $6910149.75   | 0.32%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC                                                        | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   6522000 | PA      | $6742482.73   | 0.31%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                        | American Water Capital Corp.                                                             | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1211923.68   | 0.06%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                                                   | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    199000 | PA      | $217693.90    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                       | Berkshire Hathaway Energy Co.                                                            | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $54014.61     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                    | DTE Electric Co., Series B                                                               | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $2683299.05   | 0.12%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138685.89    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                             | America Movil SAB de CV                                                                  | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2989000 | PA      | $3175438.88   | 0.15%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115370400 | PA      | $87323325.06  | 4.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly and Co.                                                                        | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    673000 | PA      | $595885.44    | 0.03%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                                       | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $903537.89    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5360000 | PA      | $3510800.00   | 0.16%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1038474.83   | 0.05%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                              | Dell International LLC                                                                   | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2775234.40   | 0.13%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                          | Tennessee Valley Authority                                                               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    172000 | PA      | $178882.41    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc.                                                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $7194466.94   | 0.33%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                       | Canadian National Railway Co.                                                            | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $213627.56    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108011300 | PA      | $72165049.81  | 3.32%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                | Allstate Corp. (The)                                                                     | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $958007.29    | 0.04%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority               | Metropolitan Transportation Authority, Revenue Bonds, Series 2010A                       | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154932.47    | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                  | City of Chicago                                                                          | CUSIP: 167486C98<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051439.10   | 0.05%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3959000 | PA      | $3092493.67   | 0.14%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                                       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $6774580.40   | 0.31%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                              | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    229000 | PA      | $187255.80    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                              | Dow Chemical Co. (The)                                                                   | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $5345595.92   | 0.25%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                                    | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    615000 | PA      | $552077.81    | 0.03%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                                          | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    804000 | PA      | $648954.07    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                             | America Movil SAB de CV                                                                  | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   3914000 | PA      | $4033377.00   | 0.19%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                             | Progressive Corp. (The)                                                                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    832000 | PA      | $701092.20    | 0.03%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Washington                                 | State of Washington Motor Vehicle Fuel Tax, Revenue Bonds, Series 2010F                  | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1110699.48   | 0.05%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                          | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2687250.63   | 0.12%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                               | Walt Disney Co. (The)                                                                    | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    429000 | PA      | $462424.03    | 0.02%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority       | Alabama Federal Aid Highway Finance Authority                                            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4910000 | PA      | $3655340.83   | 0.17%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                                                    | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4068000 | PA      | $3525288.12   | 0.16%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc., Series 08-B                                   | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4418288.79   | 0.20%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                     | Southwestern Electric Power Co., Series J                                                | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1271882.70   | 0.06%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                  | ConocoPhillips Co.                                                                       | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1039859.86   | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                             | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $202002.51    | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                                    | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2660263.28   | 0.12%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                                                    | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1483176.13   | 0.07%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                                                   | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1333382.80   | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                                      | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5188000 | PA      | $6466071.58   | 0.30%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4044729.19   | 0.19%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                   | Fidelity National Financial, Inc.                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $2540101.75   | 0.12%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                                          | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1651975.49   | 0.08%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                  | Kimco Realty Corp.                                                                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    760000 | PA      | $584197.41    | 0.03%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10191000 | PA      | $9158957.43   | 0.42%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                    | Republic of Peru                                                                         | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    635000 | PA      | $371395.63    | 0.02%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares         | JPMorgan Prime Money Market Fund, IM Shares                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   5020904 | NS      | $5023414.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                           | CSX Corp.                                                                                | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27085.32     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group         | Providence St Joseph Health Obligated Group, Series 21A                                  | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4788000 | PA      | $2823694.27   | 0.13%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                          | Alibaba Group Holding Ltd.                                                               | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $124444.00    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                                   | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1365377.51   | 0.06%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                                    | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3897000 | PA      | $3127342.50   | 0.14%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                       | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2709000 | PA      | $2084577.40   | 0.10%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp.                                                           | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120872.13    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                       | Honeywell International, Inc.                                                            | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3247746.14   | 0.15%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179847.22    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                             | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27162.79     | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                             | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9451000 | PA      | $11518689.78  | 0.53%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPMorgan Chase & Co.                                                                     | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7704000 | PA      | $7540702.16   | 0.35%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                               | Southern Copper Corp.                                                                    | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3676857.75   | 0.17%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                       | MetLife, Inc.                                                                            | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $231000.00    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                         | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    541000 | PA      | $377173.62    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $858788.93    | 0.04%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                         | Cigna Corp.                                                                              | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7987000 | PA      | $6097052.96   | 0.28%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| California Endowment (The)                          | California Endowment (The), Series 2021                                                  | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $2677174.91   | 0.12%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                       | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    258000 | PA      | $270861.61    | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                     | Medtronic, Inc.                                                                          | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1429965.91   | 0.07%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                                                   | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    372000 | PA      | $399091.46    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center              | Memorial Sloan-Kettering Cancer Center, Series 2020                                      | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    656000 | PA      | $432115.53    | 0.02%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Banner Health                                       | Banner Health                                                                            | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   5162000 | PA      | $3802446.38   | 0.18%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                          | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1084000 | PA      | $974793.61    | 0.04%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                             | Progressive Corp. (The)                                                                  | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    691000 | PA      | $557989.55    | 0.03%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                    | Republic of Peru                                                                         | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    577000 | PA      | $336391.00    | 0.02%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                             | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3001974.89   | 0.14%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                         | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $380017.57    | 0.02%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                      | Baltimore Gas & Electric Co.                                                             | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $2331441.74   | 0.11%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25194.93     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                              | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    884000 | PA      | $579958.10    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4187000 | PA      | $4086096.65   | 0.19%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                                  | Marathon Oil Corp.                                                                       | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    890000 | PA      | $769812.89    | 0.04%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13733000 | PA      | $10437220.08  | 0.48%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                           | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3812550.12   | 0.18%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                    | BP Capital Markets America, Inc.                                                         | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1572563.71   | 0.07%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                    | Mastercard, Inc.                                                                         | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52283.53     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                                  | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    880000 | PA      | $780877.59    | 0.04%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                        | Ecolab, Inc.                                                                             | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1469660.70   | 0.07%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                              | NXP BV                                                                                   | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1344677.44   | 0.06%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    997000 | PA      | $855471.26    | 0.04%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                       | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  10509000 | PA      | $10659900.83  | 0.49%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    467000 | PA      | $329699.10    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32893200 | PA      | $21150225.63  | 0.97%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                           | Duke Energy Carolinas LLC                                                                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   5398000 | PA      | $4011600.35   | 0.18%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                         | Amgen, Inc.                                                                              | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1025518.16   | 0.05%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5068800 | PA      | $3247681.54   | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                                                     | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $11779972.13  | 0.54%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                                                     | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    819000 | PA      | $852945.17    | 0.04%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                    | Mastercard, Inc.                                                                         | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    493000 | PA      | $426203.73    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $2940900.86   | 0.14%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $232737.30    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                            | Marathon Petroleum Corp.                                                                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2092161.98   | 0.10%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                                         | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    141000 | PA      | $130767.28    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | United Mexican States                                                                    | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5064000 | PA      | $4109119.50   | 0.19%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12874100 | PA      | $11929832.40  | 0.55%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                 | CommonSpirit Health                                                                      | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $889358.59    | 0.04%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                              | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113180.05    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                  | Diageo Capital plc                                                                       | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    727000 | PA      | $768307.92    | 0.04%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                      | Thermo Fisher Scientific, Inc.                                                           | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $1863799.04   | 0.09%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC             | CenterPoint Energy Houston Electric LLC                                                  | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $457061.40    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54426100 | PA      | $44096592.25  | 2.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2021-1, Class A                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15810000 | PA      | $12656224.36  | 0.58%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                           | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7861000 | PA      | $5528034.43   | 0.25%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Republic of Italy                                   | Italian Republic Government Bond                                                         | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  11999000 | PA      | $8114466.54   | 0.37%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                                             | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11087000 | PA      | $6975663.23   | 0.32%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey             | Port Authority of New York & New Jersey                                                  | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3384187.95   | 0.16%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                          | Mass General Brigham, Inc., Series 2020                                                  | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   4928000 | PA      | $3297662.37   | 0.15%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                      | Shell International Finance BV                                                           | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $679846.42    | 0.03%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                         | Deere & Co.                                                                              | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    665000 | PA      | $568215.10    | 0.03%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154073200 | PA      | $112725992.79 | 5.19%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                                                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $2512218.10   | 0.12%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                                    | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    152000 | PA      | $126148.83    | 0.01%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                        | Target Corp.                                                                             | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $3531775.49   | 0.16%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                                         | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $459191.29    | 0.02%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                               | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12705000 | PA      | $10444152.87  | 0.48%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                   | Xcel Energy, Inc.                                                                        | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1253743.22   | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                           | KLA Corp.                                                                                | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   8644000 | PA      | $8170811.02   | 0.38%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                                           | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32170.14     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                            | Brookfield Finance, Inc.                                                                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1221000 | PA      | $783636.70    | 0.04%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $390525.00    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15543000 | PA      | $11666493.42  | 0.54%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                                                   | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    186000 | PA      | $124735.82    | 0.01%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                          | Tennessee Valley Authority                                                               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1439000 | PA      | $1635564.52   | 0.08%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                               | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     94000 | PA      | $101238.81    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                    | Republic of Peru                                                                         | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   5034000 | PA      | $3576657.00   | 0.16%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                     | Texas Transportation Commission                                                          | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    745000 | PA      | $508251.52    | 0.02%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4004000 | PA      | $2854157.31   | 0.13%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation (The)                        | Rockefeller Foundation (The), Series 2020                                                | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   5726000 | PA      | $3670860.15   | 0.17%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                              | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27892.35     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                  | Devon Energy Corp.                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41363.22     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                                                     | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    132000 | PA      | $162702.69    | 0.01%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                        | American Water Capital Corp.                                                             | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1828512.13   | 0.08%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                                              | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    439000 | PA      | $436096.45    | 0.02%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                  | American International Group, Inc.                                                       | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1813186.34   | 0.08%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                       | Sutter Health, Series 20A                                                                | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    679000 | PA      | $508978.40    | 0.02%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                             | Duke Energy Florida LLC                                                                  | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   7694000 | PA      | $8487791.52   | 0.39%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                     | Inter-American Development Bank                                                          | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     31000 | PA      | $26054.36     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                               | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    871000 | PA      | $677390.46    | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                     | Starbucks Corp.                                                                          | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    161000 | PA      | $139270.80    | 0.01%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24998000 | PA      | $19712830.35  | 0.91%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                | Conagra Brands, Inc.                                                                     | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  10853000 | PA      | $10053361.81  | 0.46%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174204.56    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                               | Walt Disney Co. (The)                                                                    | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1427074.84   | 0.07%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                       | Walmart, Inc.                                                                            | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    469000 | PA      | $491451.92    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPMorgan Chase & Co.                                                                     | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160978.96    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                         | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $468688.18    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                       | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD                      | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |    500000 | PA      | $500000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                         | Nucor Corp.                                                                              | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    559000 | PA      | $534095.99    | 0.02%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    925000 | PA      | $882064.00    | 0.04%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                        | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2290541.92   | 0.11%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                                              | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80732.52     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                          | Baxter International, Inc.                                                               | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $917819.30    | 0.04%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                                            | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165046.46    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                | Laboratory Corp. of America Holdings                                                     | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $914566.94    | 0.04%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                                                 | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3023000 | PA      | $2868226.63   | 0.13%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1829652.56   | 0.08%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                                    | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1269199.69   | 0.06%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                       | Stryker Corp.                                                                            | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    157000 | PA      | $134670.38    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                      | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144208.56    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                          | NIKE, Inc.                                                                               | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1267185.28   | 0.06%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    212000 | PA      | $143354.48    | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                               | Progress Energy, Inc.                                                                    | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    309000 | PA      | $337927.84    | 0.02%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                         | Eaton Corp.                                                                              | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $644404.35    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                          | Archer-Daniels-Midland Co.                                                               | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1806246.42   | 0.08%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                                    | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12210000 | PA      | $12519015.56  | 0.58%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                      | QUALCOMM, Inc.                                                                           | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    321000 | PA      | $279239.63    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                             | Waste Connections, Inc.                                                                  | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   3981000 | PA      | $2632829.57   | 0.12%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                          | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    418000 | PA      | $343216.79    | 0.02%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                         | Phillips 66                                                                              | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    258000 | PA      | $241904.36    | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                       | Corning, Inc.                                                                            | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72378.69     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                        | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    124000 | PA      | $98178.55     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                          | Michigan Finance Authority                                                               | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1462395.50   | 0.07%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1346800 | PA      | $1094485.50   | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc., Series 05-A                                   | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32882.58     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                                         | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $82675.10     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                        | Fiserv, Inc.                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6062000 | PA      | $4954304.68   | 0.23%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                              | Koninklijke Philips NV                                                                   | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $76558.01     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                                  | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1398269.09   | 0.06%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                         | TELUS Corp.                                                                              | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   6946000 | PA      | $5681158.41   | 0.26%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                | Consumers Energy Co.                                                                     | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    215000 | PA      | $150871.86    | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                              | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21298.85     | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                           | NOV, Inc.                                                                                | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    357000 | PA      | $249422.05    | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                                     | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    384000 | PA      | $276160.74    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                           | Baker Hughes Holdings LLC                                                                | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1216000 | PA      | $961960.21    | 0.04%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3793000 | PA      | $3635306.78   | 0.17%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                                       | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $980778.02    | 0.05%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                                                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    804000 | PA      | $673791.24    | 0.03%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                         | Prologis LP                                                                              | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2010083.97   | 0.09%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                      | Public Service Co. of Colorado                                                           | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4533334.11   | 0.21%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8918000 | PA      | $7209762.45   | 0.33%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc.                                                | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    431000 | PA      | $362826.14    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                                | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1258812.57   | 0.06%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                    | Air Products and Chemicals, Inc.                                                         | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1039890.15   | 0.05%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp.                | Yale-New Haven Health Services Corp., Series 2020                                        | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $606941.81    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                                 | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    396000 | PA      | $404342.41    | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                             | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4529000 | PA      | $4147886.01   | 0.19%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                 | State of California, Various Purposes, General Obligation Bonds, Series 2009             | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5170000 | PA      | $6470937.44   | 0.30%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12099200 | PA      | $10779257.13  | 0.50%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                               | Rio Tinto Alcan, Inc.                                                                    | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $768539.15    | 0.04%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                           | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    806000 | PA      | $581225.22    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                        | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    408000 | PA      | $313994.52    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                        | San Diego Gas & Electric Co.                                                             | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $1732890.81   | 0.08%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                                        | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3557000 | PA      | $3698968.41   | 0.17%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                       | GlaxoSmithKline Capital, Inc.                                                            | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $7205887.36   | 0.33%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    571000 | PA      | $461409.68    | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19742800 | PA      | $16305645.65  | 0.75%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                      | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    470000 | PA      | $527437.62    | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                                                    | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $764614.50    | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                                            | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1330719.84   | 0.06%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4984000 | PA      | $4814643.68   | 0.22%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3271000 | PA      | $2313289.14   | 0.11%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                          | Travelers Cos., Inc. (The)                                                               | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    174000 | PA      | $140301.28    | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)       | Hartford Financial Services Group, Inc. (The)                                            | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    166000 | PA      | $105761.49    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                              | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8878000 | PA      | $6208375.63   | 0.29%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                         | AvalonBay Communities, Inc.                                                              | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    538000 | PA      | $430928.42    | 0.02%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                  | NSTAR Electric Co.                                                                       | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    563000 | PA      | $495966.24    | 0.02%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                  | Johnson Controls International plc                                                       | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    596000 | PA      | $622489.40    | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                   | Children's Health System of Texas                                                        | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1213645.64   | 0.06%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                                        | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6759000 | PA      | $7152975.35   | 0.33%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                              | NBCUniversal Media LLC                                                                   | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $266505.69    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4796000 | PA      | $4096439.13   | 0.19%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                        | Humana, Inc.                                                                             | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    909000 | PA      | $828567.59    | 0.04%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                        | Pfizer, Inc.                                                                             | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29317.65     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                                        | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    232000 | PA      | $206806.24    | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $1970168.24   | 0.09%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                  | CenterPoint Energy Resources Corp.                                                       | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26169.01     | 0.00%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                                                  | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4616000 | PA      | $4482372.80   | 0.21%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                   | Caterpillar, Inc.                                                                        | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    522000 | PA      | $448793.78    | 0.02%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                                       | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    538000 | PA      | $453759.64    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                                      | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    755000 | PA      | $584055.32    | 0.03%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                        | Stanley Black & Decker, Inc.                                                             | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $1361373.12   | 0.06%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                          | Prudential Financial, Inc.                                                               | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1194651.80   | 0.06%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Anheuser-Busch Cos. LLC                             | Anheuser-Busch Cos. LLC                                                                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $347166.22    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                                             | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2651587.71   | 0.12%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                           | CSX Corp.                                                                                | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34379.73     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                             | Applied Materials, Inc.                                                                  | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $2162721.72   | 0.10%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21207600 | PA      | $17555574.93  | 0.81%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                 | General Mills, Inc.                                                                      | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    390000 | PA      | $348508.37    | 0.02%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                                         | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1580506.20   | 0.07%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                           | Aptiv plc                                                                                | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3508000 | PA      | $2088489.90   | 0.10%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                                         | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $433168.31    | 0.02%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                              | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1798797.39   | 0.08%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10922000 | PA      | $7958982.63   | 0.37%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp.                                         | Eaton Corp.                                                                              | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58350.67     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                                   | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    402000 | PA      | $374323.83    | 0.02%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                       | Honeywell International, Inc.                                                            | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2097879.73   | 0.10%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                          | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2761866.53   | 0.13%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                | Consumers Energy Co.                                                                     | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    854000 | PA      | $706183.36    | 0.03%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                       | Stryker Corp.                                                                            | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    144000 | PA      | $127380.74    | 0.01%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                               | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7010000 | PA      | $4997780.90   | 0.23%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                                                  | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    347000 | PA      | $286708.51    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                 | Cisco Systems, Inc.                                                                      | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31473.20     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                                                     | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1493000 | PA      | $883706.70    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                        | Ecolab, Inc.                                                                             | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    202000 | PA      | $166904.16    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada (The)   | Bell Canada (The)                                                                        | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   1313000 | PA      | $1081056.71   | 0.05%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                  | Republic of Panama                                                                       | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   8944000 | PA      | $6558747.00   | 0.30%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                           | Duke Energy Carolinas LLC                                                                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     93000 | PA      | $80747.71     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                             | Telefonica Emisiones SA                                                                  | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   8883000 | PA      | $9177962.68   | 0.42%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| State of California                                 | State of California                                                                      | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4735000 | PA      | $5979741.06   | 0.28%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                         | Kaiser Foundation Hospitals, Series 2021                                                 | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $3088102.56   | 0.14%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.  | National Rural Utilities Cooperative Finance Corp.                                       | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     13000 | PA      | $15315.49     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                       | Baylor Scott & White Holdings, Series 2021                                               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $966497.66    | 0.04%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                                      | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   7186000 | PA      | $5299863.27   | 0.24%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22082000 | PA      | $17854299.52  | 0.82%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.           | Consolidated Edison Co. of New York, Inc.                                                | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $6028261.94   | 0.28%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                | Allstate Corp. (The)                                                                     | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2080775.81   | 0.10%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                              | Waste Management, Inc.                                                                   | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $931392.42    | 0.04%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                | American Tower Corp.                                                                     | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $1378776.95   | 0.06%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                                             | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1880000 | PA      | $1911815.05   | 0.09%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                           | CSX Corp.                                                                                | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   4706000 | PA      | $4311414.61   | 0.20%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                    | ArcelorMittal SA                                                                         | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1435000 | PA      | $1398837.28   | 0.06%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    346000 | PA      | $360780.46    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                     | AstraZeneca plc                                                                          | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   5814000 | PA      | $5213138.80   | 0.24%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Intercontinental Exchange, Inc.                                                          | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5452000 | PA      | $4604264.70   | 0.21%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                   | State of Illinois                                                                        | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    495000 | PA      | $504245.81    | 0.02%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                  | Republic of Panama                                                                       | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    368000 | PA      | $384974.00    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                             | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127955.22    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLB                                                | FHLB                                                                                     | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   4730000 | PA      | $5195651.00   | 0.24%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                        | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   6183000 | PA      | $5236613.33   | 0.24%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                          | Tennessee Valley Authority                                                               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1226000 | PA      | $1046806.61   | 0.05%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14981000 | PA      | $10710907.14  | 0.49%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                              | Northrop Grumman Corp.                                                                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  12515000 | PA      | $12438539.61  | 0.57%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                                      | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    269000 | PA      | $237543.62    | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                                        | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    394000 | PA      | $255715.34    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                    | Nevada Power Co., Series N                                                               | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    745000 | PA      | $817595.63    | 0.04%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93981900 | PA      | $64818733.74  | 2.99%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)               | Interpublic Group of Cos., Inc. (The)                                                    | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7719919.20   | 0.36%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                          | eBay, Inc.                                                                               | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   4984000 | PA      | $3955423.01   | 0.18%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp.                                | Kimberly-Clark Corp.                                                                     | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2331394.04   | 0.11%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                                         | Cigna Corp.                                                                              | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1161289.41   | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                 | Union Pacific Corp.                                                                      | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10842000 | PA      | $8043230.94   | 0.37%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                        | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1329560.20   | 0.06%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                           | Rockwell Automation, Inc.                                                                | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $2557214.06   | 0.12%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                   | Republic of Chile                                                                        | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2453000 | PA      | $1524386.19   | 0.07%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp. Pass-Through Trust                      | FedEx Corp. Pass-Through Trust, Series 2020-1, Class AA                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12248246 | PA      | $10062931.12  | 0.46%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                          | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    980000 | PA      | $988814.22    | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                                              | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11390000 | PA      | $6970768.84   | 0.32%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                              | Dow Chemical Co. (The)                                                                   | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8251000 | PA      | $7803492.99   | 0.36%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11061000 | PA      | $10388637.21  | 0.48%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    186000 | PA      | $166237.50    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                       | Treasury Repurchase Agreement                                                            | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   1610906 | PA      | $1610905.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                                       | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3240277.66   | 0.15%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                                                   | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $3346315.97   | 0.15%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                          | Mead Johnson Nutrition Co.                                                               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    755000 | PA      | $682769.38    | 0.03%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                      | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2188552.53   | 0.10%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                         | Republic of Philippines                                                                  | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    408000 | PA      | $273404.88    | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                 | Constellation Energy Generation LLC                                                      | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1059498.59   | 0.05%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                               | Targa Resources Corp.                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4823000 | PA      | $4152897.20   | 0.19%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                       | Moody's Corp.                                                                            | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53370.69     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                                           | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4981000 | PA      | $4921355.02   | 0.23%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.  | National Rural Utilities Cooperative Finance Corp.                                       | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5268000 | PA      | $4400800.80   | 0.20%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp.                               | Southern Copper Corp.                                                                    | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1777352.63   | 0.08%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                        | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $2725743.07   | 0.13%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hungary                                             | Hungary Government Bond                                                                  | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     68000 | PA      | $74132.75     | 0.00%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                   | ONEOK Partners LP                                                                        | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81493.58     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                          | NIKE, Inc.                                                                               | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2229654.23   | 0.10%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                 | General Mills, Inc.                                                                      | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145586.89    | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                                        | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    151000 | PA      | $145581.50    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                          | PacifiCorp                                                                               | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    338000 | PA      | $279781.33    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                                | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $337588.74    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30671200 | PA      | $31738011.81  | 1.46%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                                         | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     67000 | PA      | $51531.55     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                                        | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1458019.85   | 0.07%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                   | Italian Republic Government Bond                                                         | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     60000 | PA      | $57445.39     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority               | Metropolitan Transportation Authority                                                    | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    580000 | PA      | $500540.99    | 0.02%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                            | European Investment Bank                                                                 | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2846000 | PA      | $3027125.42   | 0.14%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                                          | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48800.91     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                                                    | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1552539.42   | 0.07%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                       | Chevron Corp.                                                                            | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2101191.81   | 0.10%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                           | Rio Tinto Finance USA plc                                                                | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1399000 | PA      | $1215910.63   | 0.06%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $2819838.25   | 0.13%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                          | PacifiCorp                                                                               | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7791000 | PA      | $5164431.08   | 0.24%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                                      | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94587800 | PA      | $67300912.82  | 3.10%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                                      | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $719383.65    | 0.03%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                         | Republic of Philippines                                                                  | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3380000 | PA      | $2450871.80   | 0.11%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer