# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182710
**Filing Date:** 2025-7
**Character Count:** 706298
**Document Hash:** 6bcda4eb1f341c120ef44c057dbb293e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182710.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182710

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162826

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

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

## Series and Classes Contracts Data

### SIIT Long Duration Credit Fund (Series ID: S000036875)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000112815 | SIIT Long Duration Credit Fund - Class A | SLDAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

- **b. EDGAR series identifier (if any):** S000036875

- **c. LEI of Series:** 05XOXL7DW084I0I72F95

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3020630168.84

**Total Liabilities:** $22677913.33

**Net Assets:** $2997952255.51

**Cash Not Reported:** $171270.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3084.51869231 | **1-Year:** -63138.47132310 | **5-Year:** -268357.15867198 | **10-Year:** -1576428.04711668 | **30-Year:** -1455133.92803544

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

- **3-Month:** -32.82196921 | **1-Year:** -646.14555780 | **5-Year:** -3246.81515752 | **10-Year:** -10963.21103607 | **30-Year:** -6363.85643343

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112815 | -0.99%               | -0.87%               | -1.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8589517.74             | $-30819992.28                              |
| Month 2  | $-7015296.51             | $-36783243.10                              |
| Month 3  | $-11216830.48            | $-42760741.62                              |

**Designated Index Information**

- **Index Name:** Bloomberg Long A+ US Credit Index (USD)

- **Index Identifier:** LCRDLONGHQ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| APPLE INC.                                               | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $6646731.31   | 0.22%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC 8.150000% 06/15/2038                                                   | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1770347.25   | 0.06%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 5.850000% 03/08/2053                                      | CUSIP: 828807DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2437269.88   | 0.08%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8893000 | PA      | $5085011.26   | 0.17%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 4.950000% 09/15/2052                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2018476.51   | 0.07%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 4.000000% 12/01/2046                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $2420073.10   | 0.08%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $400583.23    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                | CHURCH & DWIGHT CO INC 5.000000% 06/15/2052                                       | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    227000 | PA      | $198536.34    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                            | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2334585.80   | 0.08%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 4.400000% 05/15/2042                              | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1063891.32   | 0.04%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.000000% 11/15/2047                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $743818.25    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $4693826.67   | 0.16%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                  | BLACK HILLS CORP 4.200000% 09/15/2046                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $881228.96    | 0.03%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -212 | NC      | $-22935750.00 | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                 | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $3526422.41   | 0.12%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                        | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $932710.85    | 0.03%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1019371.46   | 0.03%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 6.750000% 02/01/2040                                      | CUSIP: 828807CE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2636445.71   | 0.09%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                           | INDIANA MICHIGAN POWER CO 4.250000% 08/15/2048                                    | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $818539.93    | 0.03%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 3.900000% 06/09/2042                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $666390.54    | 0.02%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                    | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $860234.38    | 0.03%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO 4.300000% 03/15/2042                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $5455451.36   | 0.18%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $805604.57    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTH SOUTH FLORIDA, INC.                       | BAPTIST HEALTH SOUTH FLORIDA INC 4.342000% 11/15/2041                             | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $509682.28    | 0.02%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP 5.836000% 06/12/2034                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $552419.98    | 0.02%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $1975362.74   | 0.07%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                          | KLA CORP 5.000000% 03/15/2049                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    562000 | PA      | $504019.10    | 0.02%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                              | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1772977.44   | 0.06%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $6834724.60   | 0.23%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $6155510.10   | 0.21%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 6.350000% 08/15/2038                                      | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1594289.45   | 0.05%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1283711.41   | 0.04%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1446184.11   | 0.05%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $880091.84    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                   | MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125000% 07/01/2052                       | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1840195.14   | 0.06%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3711928.12   | 0.12%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.157000% 04/22/2042                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $880178.41    | 0.03%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3683617.91   | 0.12%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2043694.38   | 0.07%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1197019.09   | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    495000 | PA      | $485766.38    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC 144A 5.673000% 04/01/2035                                    | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   3215000 | PA      | $3223667.38   | 0.11%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC 144A 3.900000% 09/24/2038                                     | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1443118.52   | 0.05%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City of New York                                         | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    570000 | PA      | $588385.64    | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $469267.60    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 4.758000% 09/06/2049                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1046000 | PA      | $839757.78    | 0.03%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2022019.56   | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6320000 | PA      | $4887384.36   | 0.16%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                 | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |   3745000 | PA      | $3499696.70   | 0.12%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 2.100000% 09/01/2040                                            | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $898589.26    | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA 6.600000% 01/15/2038                                          | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5466187.78   | 0.18%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    780000 | PA      | $758080.25    | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T-MOBILE USA INC 3.300000% 02/15/2051                                             | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325116.91    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       125 | NC      | $13523437.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 3.250000% 10/01/2049                                      | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $3071010.02   | 0.10%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND, L.P.              | PROLOGIS TARGETED US LOGISTICS FUND LP 144A 5.250000% 01/15/2035                  | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306162.62    | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1167092.72   | 0.04%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORPORATION                               | TRINITY HEALTH CORP 4.125000% 12/01/2045                                          | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1019767.31   | 0.03%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 4.900000% 05/17/2044                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2360754.95   | 0.08%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA GAS AND ELECTRIC CO 5.800000% 04/01/2055                                 | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1386512.96   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE, INC.                               | NORTHWELL HEALTHCARE INC 4.260000% 11/01/2047                                     | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    670000 | PA      | $513206.99    | 0.02%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2464499.86   | 0.08%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $2370862.42   | 0.08%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1886567.40   | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.606000% 01/15/2044                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    431000 | PA      | $405380.98    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |  10920000 | PA      | $9844625.04   | 0.33%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                 | CELANESE US HOLDINGS LLC 7.200000% 11/15/2033                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153454.04    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 5.800000% 01/15/2055                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163616.95    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                         | EMORY UNIVERSITY 2.969000% 09/01/2050                                             | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1042633.30   | 0.03%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $948250.22    | 0.03%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OHIO ST HOSP FAC REV                                     | OHIO ST HOSP FAC REVENUE STATE OF OHIO                                            | CUSIP: 677561JU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $801434.18    | 0.03%             | 2043-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    855000 | PA      | $709107.11    | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   7665000 | PA      | $4742343.55   | 0.16%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 3.900000% 05/01/2045                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $2553958.04   | 0.09%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1765638.60   | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                               | WARNERMEDIA HOLDINGS INC 5.391000% 03/15/2062                                     | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64373.22     | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1281286.10   | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN'S HOSPITAL-SAN DIEGO                       | RADY CHILDREN'S HOSPITAL-SAN DIEGO 3.154000% 08/15/2051                           | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    865000 | PA      | $549405.56    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                             | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1440000 | PA      | $1459329.12   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    895000 | PA      | $792162.33    | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19685000 | PA      | $18725356.25  | 0.62%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.964000% 11/15/2048                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1160820.93   | 0.04%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.450000% 12/15/2048                                       | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8784000 | PA      | $7002473.30   | 0.23%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 4.250000% 11/30/2046                                      | CUSIP: 828807CZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1811085.57   | 0.06%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1992115.68   | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 3.625000% 10/01/2042                                    | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $915839.91    | 0.03%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                     | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   1160000 | PA      | $1174708.80   | 0.04%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS REV                         | LOS ANGELES CA DEPT OF ARPTS A CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS         | CUSIP: 544445BD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1240472.52   | 0.04%             | 2038-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    820000 | PA      | $795481.97    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2218411.04   | 0.07%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1007245.13   | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                    | REGENCY CENTERS LP 4.650000% 03/15/2049                                           | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1082277.78   | 0.04%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                             | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |   2279000 | PA      | $2483172.88   | 0.08%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                             | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SNK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2708013.80   | 0.09%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2067019.40   | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 5.700000% 02/10/2055                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1202028.24   | 0.04%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                      | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2176060.17   | 0.07%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.516000% 11/19/2055                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3091870.66   | 0.10%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1816191.12   | 0.06%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -314 | NC      | $-35339718.75 | -1.18%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1010413.54   | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.750000% 05/15/2063                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449544.13    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $4726847.33   | 0.16%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                               | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1548912.33   | 0.05%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $588107.03    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 5.000000% 05/17/2053                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3172891.13   | 0.11%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                    | SOLVENTUM CORP 5.900000% 04/30/2054                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4822282.00   | 0.16%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                    | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.067000% 04/01/2052                        | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1642035.93   | 0.05%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 6.000000% 06/15/2055                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    495000 | PA      | $489668.18    | 0.02%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.050000% 03/03/2053                                    | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2271682.95   | 0.08%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                              | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    189000 | PA      | $131100.15    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                     | LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1123327.23   | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5054000 | PA      | $4434565.54   | 0.15%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $540776.13    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.050000% 05/01/2048                       | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1498557.73   | 0.05%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY              | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 4.900000% 04/01/2077                  | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2164057.25   | 0.07%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3775535.06   | 0.13%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                         | PACKAGING CORP OF AMERICA 3.050000% 10/01/2051                                    | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $267160.52    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4175590.77   | 0.14%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                   | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2225000 | PA      | $2034017.57   | 0.07%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $5276000.83   | 0.18%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 3.250000% 09/13/2049                                      | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | PA      | $1525549.77   | 0.05%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 6.500000% 06/15/2037                                       | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $379656.28    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.650000% 03/15/2055                               | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299900.17    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                              | GEORGETOWN UNIVERSITY/THE 4.315000% 04/01/2049                                    | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1368407.07   | 0.05%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC 144A 5.218000% 03/08/2054                                      | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   4309000 | PA      | $4051708.83   | 0.14%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                           | APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3212056.27   | 0.11%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 6.500000% 09/15/2037                                            | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $663331.46    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198673.15    | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                             | NORTHROP GRUMMAN CORP 5.200000% 06/01/2054                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $545809.85    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                 | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1527221.02   | 0.05%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 4.550000% 12/01/2041                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $939532.47    | 0.03%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 6.150000% 03/01/2055                                  | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152833.27    | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 6.625000% 11/15/2037                                       | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1164221.06   | 0.04%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                 | PUGET SOUND ENERGY INC 2.893000% 09/15/2051                                       | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1386753.06   | 0.05%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   4596000 | PA      | $4815442.45   | 0.16%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                           | 7-ELEVEN INC 144A 2.500000% 02/10/2041                                            | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $743949.31    | 0.02%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $260361.09    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1119319.21   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 2.875000% 09/07/2049                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $1988281.54   | 0.07%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1187820.80   | 0.04%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                       | PPL ELECTRIC UTILITIES CORP 3.950000% 06/01/2047                                  | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   3869000 | PA      | $2965486.82   | 0.10%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 4.600000% 05/01/2053                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1067917.65   | 0.04%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                    | UNIV OF CALIFORNIA REVENUES UNIVERSITY OF CALIFORNIA                              | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1076000 | PA      | $853117.04    | 0.03%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18065000 | PA      | $17184331.25  | 0.57%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    735000 | PA      | $447546.82    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 9.950000% 11/10/2038                                             | CUSIP: 02209SAE3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $650876.36    | 0.02%             | 2038-11-10      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL TRANSMISSION COMPANY                       | INTERNATIONAL TRANSMISSION CO 4.625000% 08/15/2043                                | CUSIP: 46051MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2101462.69   | 0.07%             | 2043-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.250000% 03/14/2035                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |   1025000 | PA      | $1021931.85   | 0.03%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 5.450000% 01/16/2035                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $4310193.33   | 0.14%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.900000% 04/01/2044                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1169634.28   | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDICAL CENTER                       | CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH 2.820000% 11/15/2050             | CUSIP: 16876AAC8<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    780000 | PA      | $480827.41    | 0.02%             | 2050-11-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA 144A 5.929000% 03/14/2046                          | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |   2554000 | PA      | $2451169.68   | 0.08%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $880141.20    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   2715000 | PA      | $2660700.00   | 0.09%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP 4.000000% 11/20/2045                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    775000 | PA      | $628918.18    | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                       | TARGET CORP 2.950000% 01/15/2052                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $3424276.37   | 0.11%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                             | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2645000 | PA      | $2916585.96   | 0.10%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC 144A 3.950000% 04/15/2045                                 | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2680000 | PA      | $1853934.54   | 0.06%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    822000 | PA      | $708731.05    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 6.200000% 01/15/2038                                    | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    912000 | PA      | $972336.69    | 0.03%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                             | NEW YORK LIFE GLOBAL FUNDING MTN 5.350000% 01/23/2035                             | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3275763.87   | 0.11%             | 2035-01-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.000000% 02/09/2054                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1225041.19   | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $1624596.10   | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.200000% 01/15/2039                           | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1240000 | PA      | $1558902.06   | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 8.875000% 11/15/2038                               | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $170842.61    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 4.625000% 11/16/2048                                                     | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1102436.18   | 0.04%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                    | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $816119.80    | 0.03%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8808667 | NS      | $8808666.61   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC 2.343000% 08/12/2050                                              | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $931653.37    | 0.03%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.250000% 05/12/2061                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7636000 | PA      | $4862736.67   | 0.16%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 3.450000% 10/06/2046                                                  | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $4408712.83   | 0.15%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    595000 | PA      | $389357.26    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.200000% 04/01/2043                                           | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1516649.68   | 0.05%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                        | MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049                                     | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $1625178.86   | 0.05%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 5.400000% 06/25/2064                                           | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201146.92    | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA 6.600000% 01/15/2038                                          | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $5336169.44   | 0.18%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 2.750000% 12/10/2051                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1027753.85   | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1414431.09   | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 5.300000% 06/25/2054                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3858280.80   | 0.13%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061                               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5941000 | PA      | $3701281.38   | 0.12%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                   | NSTAR ELECTRIC CO 4.950000% 09/15/2052                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    765000 | PA      | $666763.11    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                     | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |    775000 | PA      | $784827.00    | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                        | UNIVERSITY OF SOUTHERN CALIFORNIA 3.841000% 10/01/2047                            | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $986206.20    | 0.03%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE 4.050000% 03/07/2048                                        | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1017666.77   | 0.03%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                     | KIMCO REALTY OP LLC 3.700000% 10/01/2049                                          | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $994347.29    | 0.03%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 6.170000% 05/29/2055               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1577829.57   | 0.05%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                | VISA INC 2.700000% 04/15/2040                                                     | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    685000 | PA      | $508659.08    | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1767773.44   | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168650.29    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1374055.29   | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3809592.81   | 0.13%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.150000% 11/01/2045                       | CUSIP: 74456QBN5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $1685073.42   | 0.06%             | 2045-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4324000 | PA      | $4092725.89   | 0.14%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                      | PECO ENERGY CO 5.250000% 09/15/2054                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    840000 | PA      | $773291.48    | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                           | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362775.51    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1227712.30   | 0.04%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REV                               | KANSAS ST DEV FIN AUTH REVENUE KANSAS DEVELOPMENT FINANCE AUTHORITY               | CUSIP: 485429Z64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2775159.49   | 0.09%             | 2037-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                     | AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRU 3.200000% 06/15/2028           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623834 | PA      | $591192.98    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TEX INTL ARPT REV                      | DALLAS-FORT WORTH TX INTERNATI DALLAS FORT WORTH INTERNATIONAL AIRPORT            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4095000 | PA      | $3380669.02   | 0.11%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  10955000 | PA      | $7121522.00   | 0.24%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.500000% 12/06/2048                                           | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3047673.47   | 0.10%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $1730438.66   | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                         | WISCONSIN ELECTRIC POWER CO 5.050000% 10/01/2054                                  | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1322571.98   | 0.04%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 5.300000% 06/01/2042                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    449000 | PA      | $420138.40    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SHANDS TEACHING HOSPITAL AND CLINICS, INC.               | SHANDS TEACHING HOSPITAL AND CLINICS INC 4.741000% 12/01/2042                     | CUSIP: 819420AB6<br>LEI: 549300VJKZWK0KYJ1043 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1461892.62   | 0.05%             | 2042-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1692807.07   | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 4.300000% 11/15/2044                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $2936946.65   | 0.10%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       169 | NC      | $35056937.50  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                         | WISCONSIN ELECTRIC POWER CO 4.300000% 10/15/2048                                  | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1612132.04   | 0.05%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $4939074.92   | 0.16%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                         | NIAGARA MOHAWK POWER CORP 144A 4.119000% 11/28/2042                               | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $873557.20    | 0.03%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 5.650000% 06/15/2054                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2058225.91   | 0.07%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.100000% 06/15/2048                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    475000 | PA      | $360921.47    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $775302.43    | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                 | PUGET SOUND ENERGY INC 4.223000% 06/15/2048                                       | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779225.95    | 0.03%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 5.850000% 05/15/2055                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997250.60    | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   3990000 | PA      | $3910956.50   | 0.13%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.050000% 09/15/2049                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1062708.28   | 0.04%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD 5.600000% 03/31/2034                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    835000 | PA      | $832712.68    | 0.03%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                | ESSENTIAL UTILITIES INC 4.276000% 05/01/2049                                      | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    485000 | PA      | $365145.68    | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14075000 | PA      | $9814151.96   | 0.33%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                | ASCENSION HEALTH 4.847000% 11/15/2053                                             | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    520000 | PA      | $452827.38    | 0.02%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC 5.813000% 03/03/2055                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |   1885000 | PA      | $1786672.69   | 0.06%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 3.041000% 03/17/2062                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  12523000 | PA      | $7906429.99   | 0.26%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $1789119.99   | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.850000% 08/05/2061                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $3552418.45   | 0.12%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 7.950000% 11/15/2029                                             | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    505000 | PA      | $562064.58    | 0.02%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3307209.98   | 0.11%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $183331.92    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                | AIRBUS SE 144A 3.950000% 04/10/2047                                               | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | NUSS              | FR        |   1650000 | PA      | $1305036.03   | 0.04%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 4.300000% 05/15/2043                              | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1275502.52   | 0.04%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                            | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UCR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3245000 | PA      | $3267517.38   | 0.11%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                           | MARATHON PETROLEUM CORP 5.000000% 09/15/2054                                      | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234511.15    | 0.01%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720827.55    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1630874.28   | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 2.900000% 12/10/2061                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $1291566.43   | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $1940494.48   | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1038503.10   | 0.03%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                 | DUKE ENERGY FLORIDA LLC 4.200000% 07/15/2048                                      | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1560550.38   | 0.05%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $4229715.02   | 0.14%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3133213.87   | 0.10%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DALLAS CNTY TEX HOSP DIST                                | DALLAS CNTY TX HOSP DIST DALLAS COUNTY HOSPITAL DISTRICT                          | CUSIP: 234667JL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2209338.90   | 0.07%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10596000 | PA      | $5833596.33   | 0.19%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 6.250000% 11/01/2052                                     | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272393.98    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $2757429.46   | 0.09%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -34 | NC      | $-3826593.75  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                  | BPCE SA 144A 6.027000% 05/28/2036                                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   2775000 | PA      | $2816182.72   | 0.09%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE 4.600000% 08/01/2043                                        | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3187873.10   | 0.11%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                              | KENVUE INC 5.050000% 03/22/2053                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1552101.38   | 0.05%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                         | MASSACHUSETTS ST COMMONWEALTH OF MASSACHUSETTS                                    | CUSIP: 57582PUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3085000 | PA      | $3086768.32   | 0.10%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.790000% 05/13/2036                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1360000 | PA      | $1369491.90   | 0.05%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   4455000 | PA      | $4083315.47   | 0.14%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   1545000 | PA      | $1514100.00   | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 03/01/2043                       | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   6246000 | PA      | $4914884.77   | 0.16%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                        | ERP OPERATING LP 4.500000% 07/01/2044                                             | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848535.17    | 0.03%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 3.400000% 02/04/2041                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $754487.53    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.109000% 04/22/2041                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $310075.33    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                   | TAMPA ELECTRIC CO 3.450000% 03/15/2051                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $565715.63    | 0.02%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.700000% 01/15/2044                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2750406.86   | 0.09%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH, INC.                          | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 3.970000% 11/01/2048                | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1422550.99   | 0.05%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO 5.400000% 06/01/2053                                | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $507836.52    | 0.02%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $382657.91    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                              | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938083.30    | 0.03%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1398218.08   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                         | EASTERN ENERGY GAS HOLDINGS LLC 5.650000% 10/15/2054                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1603050.84   | 0.05%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                               | ANGLO AMERICAN CAPITAL PLC 144A 3.950000% 09/10/2050                              | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    510000 | PA      | $363597.59    | 0.01%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| THE JOHNS HOPKINS UNIVERSITY                             | JOHNS HOPKINS UNIVERSITY 4.083000% 07/01/2053                                     | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1165248.23   | 0.04%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                    | REPUBLIC OF POLAND 5.500000% 03/18/2054                                           | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4140000 | PA      | $3745147.50   | 0.12%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                            | SUTTER HEALTH 5.547000% 08/15/2053                                                | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1415684.96   | 0.05%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $4253380.25   | 0.14%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2030036.54   | 0.07%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6161805.16   | 0.21%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 4.875000% 02/27/2053                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2467582.02   | 0.08%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                              | PEACEHEALTH OBLIGATED GROUP 3.218000% 11/15/2050                                  | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2010741.90   | 0.07%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.850000% 03/15/2052                                       | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $845057.43    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                      | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WRP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $432128.08    | 0.01%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $734242.71    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   9595000 | PA      | $5821239.96   | 0.19%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3063825.15   | 0.10%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3040713.77   | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.750000% 07/15/2045                                       | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4074219.47   | 0.14%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                           | NNN REIT INC 3.000000% 04/15/2052                                                 | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $353429.68    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA 3.250000% 11/18/2049                                                  | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1059000 | PA      | $711530.57    | 0.02%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                 | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2645000 | PA      | $2661992.80   | 0.09%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                | INVITATION HOMES OPERATING PARTNERSHIP LP 5.500000% 08/15/2033                    | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673068.76    | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.000000% 06/01/2044                       | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194442.61    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                    | OGLETHORPE POWER CORP 4.500000% 04/01/2047                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $980829.42    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                       | SUNCOR ENERGY INC 5.950000% 12/01/2034                                            | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | NUSS              | CA        |   1168000 | PA      | $1182617.11   | 0.04%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 4.875000% 02/27/2053                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $710095.54    | 0.02%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $298151.86    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.664000% 04/17/2036                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2235933.59   | 0.07%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                             | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1073000 | PA      | $989283.45    | 0.03%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                               | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2373154.96   | 0.08%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 4.000000% 03/07/2049                                               | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $427371.06    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1324088.18   | 0.04%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                  | GOLDMAN SACHS CAPITAL I 6.345000% 02/15/2034                                      | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5176242.67   | 0.17%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                               | WARNERMEDIA HOLDINGS INC 5.391000% 03/15/2062                                     | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4887000 | PA      | $3145919.36   | 0.10%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1248336.02   | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                 | ATMOS ENERGY CORP 4.125000% 10/15/2044                                            | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2273457.49   | 0.08%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP 3.700000% 10/15/2049                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $705238.48    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1069481.98   | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42971.49     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1846031.18   | 0.06%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED              | AMERICAN TRANSMISSION SYSTEMS INC 144A 5.000000% 09/01/2044                       | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $532134.14    | 0.02%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP/THE 3.875000% 10/15/2047                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $870818.71    | 0.03%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $455678.83    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                          | GE HEALTHCARE TECHNOLOGIES INC 6.377000% 11/22/2052                               | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453716.22    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE 4.100000% 03/04/2049                                        | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3026432.71   | 0.10%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.400000% 06/14/2046                                         | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    795000 | PA      | $629413.66    | 0.02%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY              | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.729000% 10/15/2070                  | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1455339.27   | 0.05%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 7.008000% 05/01/2064                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1858712.70   | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.750000% 03/14/2055                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |   1691000 | PA      | $1644037.85   | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $927785.01    | 0.03%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                       | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1545163.16   | 0.05%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                              | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $904768.35    | 0.03%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 4.950000% 02/27/2063                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1716014.14   | 0.06%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2074205.44   | 0.07%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                  | CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $814551.44    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                     | BAYER US FINANCE LLC 144A 6.875000% 11/21/2053                                    | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $920668.90    | 0.03%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.450000% 03/15/2053                                     | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $969672.86    | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                          | ASTRAZENECA PLC 6.450000% 09/15/2037                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   1765000 | PA      | $1948632.10   | 0.06%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                          | S&P GLOBAL INC 3.700000% 03/01/2052                                               | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1649682.42   | 0.06%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                               | FARMERS INSURANCE EXCHANGE 144A 7.000000% 10/15/2064                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    830000 | PA      | $811206.06    | 0.03%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $957803.81    | 0.03%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                     | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |    550000 | PA      | $556974.00    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.897000% 01/23/2049                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $3814056.39   | 0.13%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1148941.54   | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                            | BANNER HEALTH 2.907000% 01/01/2042                                                | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1219692.47   | 0.04%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.875000% 03/14/2065                                    | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |   1615000 | PA      | $1572430.13   | 0.05%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA 5.100000% 08/17/2040                                                  | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   2335000 | PA      | $2219470.83   | 0.07%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS LLC 6.700000% 05/15/2036                                       | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $4129844.71   | 0.14%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                               | NIKE INC 3.250000% 03/27/2040                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1749317.44   | 0.06%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71511.90     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                         | NIAGARA MOHAWK POWER CORP 144A 5.664000% 01/17/2054                               | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1346683.43   | 0.04%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 6.200000% 07/01/2037                                  | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $6914344.45   | 0.23%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                | MONONGAHELA POWER CO 144A 5.850000% 02/15/2034                                    | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1422905.61   | 0.05%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV     | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4720000 | PA      | $4651897.01   | 0.16%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.400000% 03/15/2055                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    962000 | PA      | $898764.85    | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD 5.500000% 09/08/2053                                 | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |   1410000 | PA      | $1353730.52   | 0.05%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                   | MEMORIAL SLOAN-KETTERING CANCER CENTER 5.000000% 07/01/2042                       | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218594.73    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP 4.400000% 06/01/2043                                 | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    825000 | PA      | $675181.64    | 0.02%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 3.750000% 11/01/2046                                                     | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1520379.17   | 0.05%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 3.700000% 12/01/2047                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221800.44    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                 | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.745000% 11/15/2052                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    745000 | PA      | $548733.80    | 0.02%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 5.000000% 05/17/2053                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $953209.89    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4128000 | PA      | $3224520.08   | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                   | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $2765986.34   | 0.09%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.250000% 02/01/2049                      | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1385586.79   | 0.05%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3731000 | PA      | $3541856.81   | 0.12%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22565000 | PA      | $15525777.85  | 0.52%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $513257.04    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO 4.100000% 10/15/2044                                 | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $248721.45    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS LLC 3.050000% 12/15/2061                                       | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1124446.35   | 0.04%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                      | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $380203.82    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    435000 | PA      | $385573.95    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.950000% 05/14/2055                                    | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1587330.67   | 0.05%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                   | WASTE MANAGEMENT INC 5.350000% 10/15/2054                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2672724.66   | 0.09%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 6.500000% 06/15/2037                                       | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    885000 | PA      | $946467.07    | 0.03%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                      | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $221358.33    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 5.750000% 03/02/2063                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241078.40    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                   | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   8050000 | PA      | $5160937.92   | 0.17%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE 5.450000% 05/25/2053                                        | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2774080.00   | 0.09%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $503909.67    | 0.02%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 5.250000% 07/17/2054                                                  | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1173330.07   | 0.04%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 6.250000% 09/01/2037                                | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1284371.48   | 0.04%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3037233.02   | 0.10%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.750000% 03/14/2055                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |   2460000 | PA      | $2391681.32   | 0.08%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829327.93    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $267471.73    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 6.050000% 06/01/2041                                           | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2157248.02   | 0.07%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                         | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316305.88    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 4.500000% 06/01/2042                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $914372.52    | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043                                  | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $757704.76    | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |  17465000 | PA      | $16787504.88  | 0.56%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2952266.02   | 0.10%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 4.125000% 06/01/2048                                   | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2171217.33   | 0.07%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC 5.350000% 06/01/2034                                    | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507618.70    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                       | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1596175.75   | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89556.94     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                   | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2375000 | PA      | $1873021.90   | 0.06%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                 | DUKE ENERGY FLORIDA LLC 5.950000% 11/15/2052                                      | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   3756000 | PA      | $3745038.45   | 0.12%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                     | SIEMENS FUNDING BV 144A 5.900000% 05/28/2065                                      | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |    995000 | PA      | $1008933.46   | 0.03%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39452.84     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                     | ALLINA HEALTH SYSTEM 3.887000% 04/15/2049                                         | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1076414.23   | 0.04%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.561000% 11/19/2045                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $6750305.06   | 0.23%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196176.32    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                          | RIO TINTO FINANCE USA LTD 2.750000% 11/02/2051                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |   4135000 | PA      | $2425796.80   | 0.08%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3552000 | PA      | $2449343.55   | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051                             | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $190249.15    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051                            | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $258852.94    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1177580.97   | 0.04%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV  | SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2005000 | PA      | $2055987.55   | 0.07%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                               | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1105280.09   | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                       | HUNTINGTON BANCSHARES INC/OH 6.141000% 11/18/2039                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    830000 | PA      | $827737.37    | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.375000% 03/15/2042                                       | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25030.62     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                      | SOUTHWESTERN PUBLIC SERVICE CO 4.500000% 08/15/2041                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $5879626.02   | 0.20%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 2.525000% 11/19/2041                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $914623.82    | 0.03%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                | ALCON FINANCE CORP 144A 3.800000% 09/23/2049                                      | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $756392.96    | 0.03%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                   | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 4.763000% 08/01/2116                       | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1334429.43   | 0.04%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                             | NORTHROP GRUMMAN CORP 4.030000% 10/15/2047                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11655.77     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $948855.42    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 3.400000% 08/15/2042                                  | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    214000 | PA      | $159801.10    | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                    | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2048266.81   | 0.07%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                   | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2281573.80   | 0.08%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                   | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2298046.96   | 0.08%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.600000% 12/01/2048                               | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1259903.04   | 0.04%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                 | DUKE ENERGY FLORIDA LLC 6.400000% 06/15/2038                                      | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2564098.85   | 0.09%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                    | COCA-COLA CO/THE 2.500000% 03/15/2051                                             | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1212315.43   | 0.04%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $505817.36    | 0.02%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE MTN 4.800000% 07/08/2044                              | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $3705183.43   | 0.12%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                         | NIAGARA MOHAWK POWER CORP 144A 4.278000% 10/01/2034                               | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2112572.07   | 0.07%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68103.52     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.200000% 08/01/2049                       | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $983721.40    | 0.03%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13320000 | PA      | $9287708.99   | 0.31%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $1952910.03   | 0.07%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 4.125000% 08/13/2042                                                  | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1935807.90   | 0.06%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 8.875000% 11/15/2038                               | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2565227.70   | 0.09%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 3.734000% 09/25/2040                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $256908.43    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                      | MOODY'S CORP 4.875000% 12/17/2048                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $1932317.78   | 0.06%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.700000% 08/15/2049                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1210972.06   | 0.04%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.450000% 12/15/2048                                       | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3116993.47   | 0.10%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 5.850000% 05/15/2055                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1914721.15   | 0.06%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                           | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646140CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $882625.90    | 0.03%             | 2036-01-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 3.800000% 07/15/2050                                      | CUSIP: 828807DJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1005984.91   | 0.03%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.000000% 03/01/2048                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1067852.44   | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.875000% 06/15/2047                       | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   5872000 | PA      | $4394688.30   | 0.15%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $821253.69    | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.605000% 04/23/2036                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2837766.50   | 0.09%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 4.375000% 05/11/2045                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9645000 | PA      | $7974297.25   | 0.27%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.000000% 02/09/2054                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3629751.68   | 0.12%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                         | WISCONSIN ELECTRIC POWER CO 3.650000% 12/15/2042                                  | CUSIP: 976656CE6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1732183.35   | 0.06%             | 2042-12-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $766870.89    | 0.03%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 3.150000% 04/15/2050                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1328134.56   | 0.04%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 3.375000% 07/29/2049                                                  | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    580000 | PA      | $407388.46    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3076056.41   | 0.10%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.650000% 01/15/2065                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1128287.72   | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504034.66    | 0.02%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    870000 | PA      | $740889.68    | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 5.600000% 04/01/2054                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    680000 | PA      | $637018.35    | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 5.850000% 09/15/2054                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547998.75    | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC 144A 5.218000% 03/08/2054                                      | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1621999.94   | 0.05%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 5.550000% 02/16/2055                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6074297.87   | 0.20%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.100000% 09/15/2038                                                   | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1667197.90   | 0.06%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.110000% 05/19/2043                        | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   7395000 | PA      | $6893624.77   | 0.23%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                  | PUBLIC SERVICE CO OF NEW HAMPSHIRE 5.150000% 01/15/2053                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    935000 | PA      | $835727.90    | 0.03%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $8115855.24   | 0.27%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                    | OGLETHORPE POWER CORP 6.200000% 12/01/2053                                        | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563491.85    | 0.02%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                     | NEVADA POWER CO 6.000000% 03/15/2054                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    590000 | PA      | $583479.77    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                         | XCEL ENERGY INC 4.800000% 09/15/2041                                              | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1619003.93   | 0.05%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 3.750000% 09/12/2046                                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1546527.07   | 0.05%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $895720.42    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $2336356.21   | 0.08%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 4.050000% 03/15/2042                                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $3957620.57   | 0.13%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.300000% 03/15/2049            | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $2961111.64   | 0.10%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2944115.69   | 0.10%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    570000 | PA      | $434849.60    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 5.400000% 04/15/2035                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697057.44    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.000000% 03/01/2049                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $874099.21    | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5430000 | PA      | $6221040.77   | 0.21%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 2.500000% 05/01/2060                                          | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    428000 | PA      | $227636.82    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8000000 | PA      | $7910000.00   | 0.26%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE HEALTH PROPERTIES, LLC                        | NATIONWIDE HEALTH PROPERTIES INC MTN 6.900000% 10/01/2037                         | CUSIP: 63861QAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1658448.75   | 0.06%             | 2037-10-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.875000% 06/01/2053                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    540000 | PA      | $496615.65    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8463000 | PA      | $4839137.56   | 0.16%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 5.650000% 05/15/2055                                  | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387834.38    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $3670021.07   | 0.12%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $1949034.50   | 0.07%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 6.350000% 11/30/2037                               | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1587914.27   | 0.05%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.650000% 01/15/2065                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2887495.51   | 0.10%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK SHARP & DOHME CORP 5.750000% 11/15/2036                                     | CUSIP: 589331AM9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1266105.18   | 0.04%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                   | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DTN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $434694.96    | 0.01%             | 2036-11-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 2.802000% 01/25/2052                                           | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    765000 | PA      | $460067.48    | 0.02%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                       | PPL ELECTRIC UTILITIES CORP 5.250000% 05/15/2053                                  | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    505000 | PA      | $469590.50    | 0.02%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.664000% 04/17/2036                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762250.09    | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 4.200000% 09/01/2048                                        | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $799414.18    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 4.550000% 10/01/2044                                     | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $574257.69    | 0.02%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD 5.250000% 09/08/2033                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |   2000000 | PA      | $2016719.00   | 0.07%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273413.71   | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $1972501.96   | 0.07%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1583787.96   | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 5.950000% 02/01/2041                            | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167257.66    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                              | EVERGY KANSAS CENTRAL INC 5.700000% 03/15/2053                                    | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476911.49    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 5.875000% 02/07/2042                                     | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1984171.10   | 0.07%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.300000% 03/15/2044                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403189.18    | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 3.750000% 06/01/2047                                  | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1710953.11   | 0.06%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2316390.44   | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.125000% 05/15/2045                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $578194.16    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1946575.32   | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $3831983.87   | 0.13%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1378179.27   | 0.05%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6300817.12   | 0.21%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                       | EVERGY METRO INC 4.200000% 03/15/2048                                             | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $778009.28    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 5.700000% 03/15/2054                                        | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1063775.58   | 0.04%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 4.663000% 06/15/2051                                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $663585.61    | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.800000% 03/15/2065                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1410932.88   | 0.05%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044                             | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3196380.62   | 0.11%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2125599.85   | 0.07%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                    | QUALCOMM INC 4.300000% 05/20/2047                                                 | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2502035.44   | 0.08%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046                            | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2183970.28   | 0.07%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203746.19    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                      | CENOVUS ENERGY INC 6.750000% 11/15/2039                                           | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | NUSS              | CA        |    245000 | PA      | $258057.98    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                | ASCENSION HEALTH 3.945000% 11/15/2046                                             | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1010345.61   | 0.03%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2468025.90   | 0.08%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   6770000 | PA      | $6205173.01   | 0.21%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                    | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1050845 | PA      | $1051870.40   | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1360398.16   | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.500000% 08/15/2039                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1958063.40   | 0.07%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XL Group Public Limited Company.                         | XL GROUP LTD 5.250000% 12/15/2043                                                 | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   2405000 | PA      | $2259362.89   | 0.08%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    870000 | PA      | $843986.97    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $562826.27    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                     | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1068097.09   | 0.04%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 5.500000% 05/15/2054                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2443061.83   | 0.08%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2454324.21   | 0.08%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.875000% 06/15/2054           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    570000 | PA      | $536981.11    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 3.100000% 05/07/2041                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   6815000 | PA      | $4951097.50   | 0.17%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC 4.875000% 11/15/2043                              | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3252920.29   | 0.11%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                         | OCCIDENTAL PETROLEUM CORP 6.450000% 09/15/2036                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2014558.99   | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2646850.75   | 0.09%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.600000% 08/15/2043                                       | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1384766.54   | 0.05%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95321.54     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2362118.64   | 0.08%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2765382.77   | 0.09%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE MTN 6.250000% 06/15/2037                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1308119.65   | 0.04%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FINANCE L.L.C.                       | CARLYLE HOLDINGS II FINANCE LLC 144A 5.625000% 03/30/2043                         | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1169142.23   | 0.04%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 6.250000% 11/01/2052                                     | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2881090.19   | 0.10%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Wisconsin)                | NORTHERN STATES POWER CO/WI 5.650000% 06/15/2054                                  | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948431.38   | 0.06%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                     | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $998768.28    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.500000% 10/15/2040                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2662116.72   | 0.09%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                 | DUKE ENERGY FLORIDA LLC 3.400000% 10/01/2046                                      | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $887998.97    | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                     | UBS AG/LONDON 4.500000% 06/26/2048                                                | CUSIP: 902674A26<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   2235000 | PA      | $1869827.95   | 0.06%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $214522.67    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                     | LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA           | CUSIP: 54438CPC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $555880.80    | 0.02%             | 2036-08-01      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                           | INDIANA MICHIGAN POWER CO 4.550000% 03/15/2046                                    | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    780000 | PA      | $644204.49    | 0.02%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   9190000 | PA      | $6337124.77   | 0.21%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651290.19    | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | VALE OVERSEAS LTD 6.400000% 06/28/2054                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |    480000 | PA      | $458870.78    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                              | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $3683289.94   | 0.12%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                         | ASCENSION HEALTH 3.106000% 11/15/2039                                             | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $565561.01    | 0.02%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.511000% 01/24/2036                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3290805.06   | 0.11%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 6.500000% 09/15/2037                                            | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2060000 | PA      | $2168988.58   | 0.07%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 4.250000% 08/09/2042                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    575000 | PA      | $455593.80    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 5.250000% 05/15/2035                                                  | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641416.81    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                                   | BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC 3.450000% 04/15/2050              | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $356718.13    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 4.900000% 04/28/2035                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8556488.14   | 0.29%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                          | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   3327000 | PA      | $2952249.71   | 0.10%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 3.800000% 06/01/2049                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3030989.59   | 0.10%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    368000 | PA      | $231800.60    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                            | REVVITY INC 3.625000% 03/15/2051                                                  | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    325000 | PA      | $213876.26    | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 4.150000% 05/18/2043                                               | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2250743.27   | 0.08%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD 5.650000% 07/05/2054                                 | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $472314.63    | 0.02%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP 5.424000% 02/12/2036                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    920000 | PA      | $917821.85    | 0.03%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP 4.400000% 05/06/2044                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78379.93     | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 3.860000% 06/21/2047                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    335000 | PA      | $252657.00    | 0.01%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956402.94   | 0.07%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2544743.83   | 0.08%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1765118.49   | 0.06%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.499000% 01/23/2035                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4701526.89   | 0.16%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4359000 | PA      | $2833649.42   | 0.09%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 2.125000% 10/15/2050                                                  | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $1562118.38   | 0.05%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $987607.78    | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 4.375000% 05/11/2045                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $702763.37    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $900063.80    | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORPORATION                                    | ALLEGHANY CORP 4.900000% 09/15/2044                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1177681.64   | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1405730.58   | 0.05%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $4306546.77   | 0.14%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10650000 | PA      | $10228992.19  | 0.34%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                               | KENTUCKY UTILITIES CO 3.300000% 06/01/2050                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $836189.89    | 0.03%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC 5.950000% 08/15/2052                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269476.81    | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 5.850000% 05/15/2055                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3779579.77   | 0.13%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                         | OCCIDENTAL PETROLEUM CORP 4.300000% 08/15/2039                                    | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    462000 | PA      | $354007.50    | 0.01%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2820077.10   | 0.09%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $524600.69    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1049425.67   | 0.04%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO 4.300000% 07/15/2048                                             | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1143950.47   | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2239098.85   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                           | INDIANA MICHIGAN POWER CO 5.625000% 04/01/2053                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    725000 | PA      | $689140.57    | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 6.250000% 06/01/2036                                  | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2119204.98   | 0.07%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -86 | NC      | $-9981375.00  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2086475.96   | 0.07%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052                                  | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $994922.25    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                 | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |   1335000 | PA      | $1211025.01   | 0.04%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    470000 | PA      | $449329.56    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                 | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1866114.32   | 0.06%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.300000% 06/15/2062                                         | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2047007.91   | 0.07%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.400000% 11/01/2048            | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1819959.45   | 0.06%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO 5.400000% 06/01/2053                                | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1270514.63   | 0.04%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                  | CONNECTICUT LIGHT AND POWER CO/THE 5.250000% 01/15/2053                           | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    595000 | PA      | $545204.12    | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                    | NYU LANGONE HOSPITALS 5.750000% 07/01/2043                                        | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1618089.87   | 0.05%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                      | PECO ENERGY CO 4.800000% 10/15/2043                                               | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1318690.48   | 0.04%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 3.800000% 12/15/2042                                     | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $2842468.05   | 0.09%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV     | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $498445.45    | 0.02%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2521275.83   | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $802114.79    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $442364.70    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 6.000000% 06/15/2055                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910090.35    | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                   | EXTRA SPACE STORAGE LP 5.400000% 06/15/2035                                       | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686903.12    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054                             | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1601531.26   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.400000% 03/15/2042                             | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2437594.64   | 0.08%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2215013.87   | 0.07%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2259617.92   | 0.08%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1838340.97   | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC 5.350000% 01/08/2055                                        | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4079779.96   | 0.14%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                  | PRICOA GLOBAL FUNDING I 144A 5.350000% 05/28/2035                                 | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1579980.32   | 0.05%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                    | REGENCY CENTERS LP 4.400000% 02/01/2047                                           | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    965000 | PA      | $784003.08    | 0.03%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $4615657.53   | 0.15%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 10.200000% 02/06/2039                                            | CUSIP: 02209SAH6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1550257.18   | 0.05%             | 2039-02-06      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1831808.12   | 0.06%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1209389.49   | 0.04%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1491884.40   | 0.05%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                     | ALLINA HEALTH SYSTEM 4.805000% 11/15/2045                                         | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1422131.70   | 0.05%             | 2045-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   3443000 | PA      | $3607390.86   | 0.12%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.900000% 02/15/2039                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3299305.44   | 0.11%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $1898431.87   | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.000000% 11/15/2039                           | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   3821000 | PA      | $4757161.12   | 0.16%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                   | SEMPRA 3.800000% 02/01/2038                                                       | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    850000 | PA      | $687622.16    | 0.02%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 3.750000% 05/15/2046                                      | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $552877.40    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO 4.500000% 03/01/2049                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $543742.96    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 5.250000% 07/17/2054                                                  | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    465000 | PA      | $439998.78    | 0.01%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                          | KLA CORP 3.300000% 03/01/2050                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    510000 | PA      | $344497.07    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                 | SMURFIT KAPPA TREASURY ULC 5.777000% 04/03/2054                                   | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   1105000 | PA      | $1050888.15   | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                              | GEORGETOWN UNIVERSITY/THE 5.215000% 10/01/2118                                    | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $997710.68    | 0.03%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        30 | NC      | $3322500.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1812100.52   | 0.06%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                 | MASTERCARD INC 3.950000% 02/26/2048                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $954360.84    | 0.03%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 5.750000% 05/15/2054                                | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1216866.78   | 0.04%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 7.008000% 05/01/2064                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1132319.23   | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.900000% 11/17/2045                                         | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1352602.37   | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 11/15/2034                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6526000 | PA      | $6461759.69   | 0.22%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3046000 | PA      | $2440364.76   | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                   | UNION ELECTRIC CO 5.125000% 03/15/2055                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1823176.31   | 0.06%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    905000 | PA      | $1114226.62   | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $309832.19    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11231000 | PA      | $6421878.05   | 0.21%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 5.900000% 12/01/2052                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1036563.40   | 0.03%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4608219.26   | 0.15%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054                       | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $991612.46    | 0.03%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                    | ENTERGY ARKANSAS LLC 4.200000% 04/01/2049                                         | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1216285.64   | 0.04%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 6.350000% 11/30/2037                               | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1159177.41   | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORPORATION                                 | HORMEL FOODS CORP 3.050000% 06/03/2051                                            | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $830467.65    | 0.03%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 3.095000% 08/16/2049                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    775000 | PA      | $504170.01    | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                 | DIAMONDBACK ENERGY INC 4.250000% 03/15/2052                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1293489.63   | 0.04%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                     | NEVADA POWER CO 5.900000% 05/01/2053                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1098351.81   | 0.04%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP 5.700000% 02/10/2053                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $996088.96    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1310913.52   | 0.04%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 3.950000% 03/01/2048                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2243217.48   | 0.07%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                        | MYMICHIGAN HEALTH 3.409000% 06/01/2050                                            | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1481255.84   | 0.05%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $4289572.33   | 0.14%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                   | NSTAR ELECTRIC CO 4.550000% 06/01/2052                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $823750.19    | 0.03%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 5.650000% 02/22/2064                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    880000 | PA      | $832056.32    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA    | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1337472.61   | 0.04%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1117064.35   | 0.04%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.650000% 03/15/2055                               | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2056458.33   | 0.07%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                        | UNIVERSITY OF SOUTHERN CALIFORNIA 3.028000% 10/01/2039                            | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1822984.99   | 0.06%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052                                  | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164449.96    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                               | ANGLO AMERICAN CAPITAL PLC 144A 6.000000% 04/05/2054                              | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   3480000 | PA      | $3311988.94   | 0.11%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.900000% 04/01/2044                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7186000 | PA      | $6566399.94   | 0.22%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                  | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 01/16/2054                      | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   4640000 | PA      | $4323032.32   | 0.14%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1164652.37   | 0.04%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1697658 | NS      | $1697657.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                | VISA INC 2.000000% 08/15/2050                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5409500 | PA      | $2885149.41   | 0.10%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                     | WEYERHAEUSER CO 4.000000% 03/09/2052                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $743310.43    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                  | PUBLIC SERVICE CO OF NEW HAMPSHIRE 3.600000% 07/01/2049                           | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1122588.35   | 0.04%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.750000% 10/15/2047                                       | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    790000 | PA      | $567160.97    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 5.950000% 04/01/2041                                           | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1574291.39   | 0.05%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 3.400000% 07/15/2046                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $2554551.52   | 0.09%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $298796.55    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043                                  | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    410000 | PA      | $303081.91    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                        | MASS GENERAL BRIGHAM INC 3.765000% 07/01/2048                                     | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $480137.25    | 0.02%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136845.23    | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    415000 | PA      | $253457.64    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 4.950000% 05/15/2053                                           | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164387.80    | 0.01%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC 4.625000% 12/01/2042                                                   | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    505000 | PA      | $409465.86    | 0.01%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                      | OHIO EDISON CO 8.250000% 10/15/2038                                               | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $807052.47    | 0.03%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.700000% 06/15/2035                                                  | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1746332.85   | 0.06%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.200000% 08/14/2064                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1506290.12   | 0.05%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                 | DUKE ENERGY FLORIDA LLC 3.400000% 10/01/2046                                      | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    725000 | PA      | $504940.59    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                     | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $858198.77    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                              | HOUSTON TX CITY OF HOUSTON TX                                                     | CUSIP: 4423313K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1223441.85   | 0.04%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 3.650000% 08/01/2048                                        | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2191925.83   | 0.07%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $343037.97    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 2.900000% 03/15/2051                                        | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    315000 | PA      | $189926.58    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1088866.17   | 0.04%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |   3226000 | PA      | $3500792.39   | 0.12%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 6.750000% 01/15/2053                                  | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2603982.77   | 0.09%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 5.750000% 06/01/2053                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1974067.50   | 0.07%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTUIT INC.                                              | INTUIT INC 5.500000% 09/15/2053                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3982555.31   | 0.13%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 03/15/2043                             | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $482384.02    | 0.02%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                      | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229795.59    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.500000% 05/22/2054                                    | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $975986.67    | 0.03%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2055                       | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3615763.33   | 0.12%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 5.867000% 06/08/2034                                    | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1675023.72   | 0.06%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Sentara Health                                           | SENTARA HEALTH 2.927000% 11/01/2051                                               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    805000 | PA      | $493207.21    | 0.02%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| THE UNIVERSITY OF CHICAGO                                | UNIVERSITY OF CHICAGO/THE 2.761000% 04/01/2045                                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1871096.52   | 0.06%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.950000% 09/15/2052                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1196175.33   | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.850000% 10/29/2041           | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    580000 | PA      | $451460.72    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1175260.50   | 0.04%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 6.200000% 01/15/2038                                    | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1151451.34   | 0.04%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 3.250000% 03/15/2050                                           | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36008.62     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58794.56     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 3.500000% 01/25/2050                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1630000 | PA      | $1130731.00   | 0.04%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Children's Health Care                                   | CHILDREN'S HEALTH CARE 3.448000% 08/15/2049                                       | CUSIP: 16876YAA0<br>LEI: 549300KIIPBGID7OQ807 | Long             | DBT              | CORP              | US        |    815000 | PA      | $570454.21    | 0.02%             | 2049-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                              | ECOLAB INC 2.700000% 12/15/2051                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $1513328.38   | 0.05%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 6.400000% 05/15/2038                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    894000 | PA      | $972988.83    | 0.03%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 6.332000% 03/09/2044                                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1415000 | PA      | $1484942.22   | 0.05%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                | J M SMUCKER CO/THE 6.500000% 11/15/2043                                           | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282237.57    | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                          | AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052                           | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | NUSS              | US        |   1035000 | PA      | $742522.99    | 0.02%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $984791.02    | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO 6.700000% 08/15/2037                                         | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53447.13     | 0.00%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MEDICAL CENTER                           | WILLIS-KNIGHTON MEDICAL CENTER 4.813000% 09/01/2048                               | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1373124.04   | 0.05%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    550000 | PA      | $512457.97    | 0.02%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.550000% 03/15/2054                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835528.74    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                               | NIKE INC 3.250000% 03/27/2040                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $826388.37    | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   9542000 | PA      | $5662282.91   | 0.19%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                 | LAM RESEARCH CORP 2.875000% 06/15/2050                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $2011836.41   | 0.07%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1009897.73   | 0.03%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 6.500000% 08/01/2038                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42988.43     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1698410.47   | 0.06%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2770598.99   | 0.09%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2276178.11   | 0.08%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA COMWLTH UNIV HEALTH SYS AUTH REV                | VIRGINIA ST CMWLTH UNIV HLTH S VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUT | CUSIP: 92778LBL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $433085.72    | 0.01%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $2720304.36   | 0.09%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |  10799000 | PA      | $9735540.83   | 0.32%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                  | NORTHWESTERN UNIVERSITY 3.688000% 12/01/2038                                      | CUSIP: 668444AM4<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $900160.79    | 0.03%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 6.050000% 04/15/2038                                    | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1530336.26   | 0.05%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $2781649.19   | 0.09%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    945000 | PA      | $730731.25    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $390005.84    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                       | PIEDMONT NATURAL GAS CO INC 4.650000% 08/01/2043                                  | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423219.49    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    975000 | PA      | $775268.00    | 0.03%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $6345352.03   | 0.21%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                       | AVISTA CORP 4.000000% 04/01/2052                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    550000 | PA      | $391753.02    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.964000% 11/15/2048                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2581758.93   | 0.09%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                              | AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051                                     | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191773.49    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.450000% 04/01/2053                               | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    740000 | PA      | $683235.10    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 5.700000% 02/15/2055                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    605000 | PA      | $568861.76    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $97912.04     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       278 | NC      | $32265375.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 4.050000% 03/01/2045                                                  | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $996031.16    | 0.03%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.600000% 07/15/2041                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2677302.42   | 0.09%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO 4.000000% 06/15/2050                                     | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $175420.81    | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |  17009000 | PA      | $15333995.18  | 0.51%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ELEC & GAS REV                           | SAN ANTONIO TX ELEC & GAS REVE CITY OF SAN ANTONIO TX ELECTRIC & GAS SYSTEMS REVE | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2780293.04   | 0.09%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                             | KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041                                   | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $1997727.78   | 0.07%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 4.050000% 06/01/2042                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1981155.74   | 0.07%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                          | BAE SYSTEMS PLC 144A 3.000000% 09/15/2050                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |   3821000 | PA      | $2423071.67   | 0.08%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP 5.375000% 09/01/2054                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $955279.52    | 0.03%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                    | HONEYWELL INTERNATIONAL INC 5.350000% 03/01/2064                                  | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1859557.09   | 0.06%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3599064.50   | 0.12%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    415000 | PA      | $283373.53    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.750000% 03/15/2045                                                   | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6580000 | PA      | $5785159.23   | 0.19%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 3.700000% 12/01/2047                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1690082.82   | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 4.100000% 11/15/2048                               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $573589.22    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $417310.60    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                 | UNITED MEXICAN STATES 6.338000% 05/04/2053                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    535000 | PA      | $468579.75    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                             | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4025463.98   | 0.13%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO 3.650000% 04/01/2050                                 | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $250278.53    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.600000% 12/01/2047                       | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $2622359.26   | 0.09%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                               | KIMBERLY-CLARK CORP 5.300000% 03/01/2041                                          | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1273126.89   | 0.04%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $9344590.71   | 0.31%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4255000 | PA      | $3823682.61   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415735.62    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 2.050000% 08/15/2050                                                 | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $1212158.51   | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.150000% 09/01/2043                             | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1216774.41   | 0.04%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                        | AIA GROUP LTD MTN 5.400000% 09/30/2054                                            | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    760000 | PA      | $695940.93    | 0.02%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $2609210.48   | 0.09%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMBINED CYCLE GENERATION LLC                | JOHN SEVIER COMBINED CYCLE GENERATION LLC 4.626000% 01/15/2042                    | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3874146 | PA      | $3648118.74   | 0.12%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                         | PACIFIC LIFECORP 144A 3.350000% 09/15/2050                                        | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    547000 | PA      | $358506.02    | 0.01%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.375000% 02/14/2042                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    790000 | PA      | $595676.45    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1704343.79   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.000000% 01/15/2043                               | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235228.41    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.250000% 01/15/2054                                                  | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1009362.23   | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 3.900000% 03/15/2062                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1328210.43   | 0.04%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $1979769.88   | 0.07%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12268000 | PA      | $7014833.94   | 0.23%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                 | DIAMONDBACK ENERGY INC 4.250000% 03/15/2052                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $364363.28    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC.                                              | INTUIT INC 5.500000% 09/15/2053                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    630000 | PA      | $609722.93    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV               | GRAND PARKWAY TRANSPRTN CORP T GRAND PARKWAY TRANSPORTATION CORP                  | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $314895.00    | 0.01%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 7.750000% 05/14/2038                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1246907.84   | 0.04%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1322182.59   | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1981827.79   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 5.711000% 01/24/2035                                    | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6711444.40   | 0.22%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 3.800000% 06/15/2049                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1342459.69   | 0.04%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4914000 | PA      | $4788078.75   | 0.16%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                             | APTIV SWISS HOLDINGS LTD 3.100000% 12/01/2051                                     | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1065000 | PA      | $609717.18    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 2.550000% 05/28/2040                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $401336.98    | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP 4.700000% 09/18/2054                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2302006.35   | 0.08%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    880000 | PA      | $602886.20    | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                          | RIO TINTO FINANCE USA LTD 5.200000% 11/02/2040                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |   2502000 | PA      | $2403205.70   | 0.08%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136859.62    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1306202.91   | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 3.001000% 03/17/2052                               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $100792.80    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                    | UNIV OF CALIFORNIA REVENUES UNIVERSITY OF CALIFORNIA                              | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $862490.90    | 0.03%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    615000 | PA      | $616201.17    | 0.02%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 6.125000% 07/15/2038                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    295000 | PA      | $311343.88    | 0.01%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US LONG BOND(CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -29 | NC      | $-3270656.25  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.078000% 04/23/2040                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3119520.37   | 0.10%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO 4.250000% 03/01/2049                                    | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $339509.00    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1170110.03   | 0.04%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                     | NEVADA POWER CO 6.000000% 03/15/2054                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2635548.47   | 0.09%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | SOUTHWESTERN ELECTRIC POWER CO 6.200000% 03/15/2040                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1236708.74   | 0.04%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1241908.72   | 0.04%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1418999.76   | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1548340.34   | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10045000 | PA      | $7233969.53   | 0.24%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 2.525000% 11/19/2041                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2204652.94   | 0.07%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                    | ESSEX PORTFOLIO LP 2.650000% 09/01/2050                                           | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $860405.55    | 0.03%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.125000% 03/09/2053                                    | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    190000 | PA      | $169615.21    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 5.300000% 06/25/2054                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2647014.46   | 0.09%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       225 | NC      | $25323046.88  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLEVELAND CLINIC FOUNDATION                          | CLEVELAND CLINIC FOUNDATION/THE 4.858000% 01/01/2114                              | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $987696.43    | 0.03%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156467.88    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                           | POTOMAC ELECTRIC POWER CO 5.500000% 03/15/2054                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1383962.33   | 0.05%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.000000% 11/15/2046                               | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $1874713.53   | 0.06%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    615000 | PA      | $355348.01    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 3.200000% 02/15/2052                            | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $107331.94    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 3.400000% 01/15/2038                                            | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3459166.60   | 0.12%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                             | NORFOLK SOUTHERN CORP 3.700000% 03/15/2053                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $352008.34    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1163881.07   | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2161176.25   | 0.07%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THE ROCKEFELLER FOUNDATION                               | ROCKEFELLER FOUNDATION/THE 2.492000% 10/01/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $2342236.05   | 0.08%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.350000% 02/26/2064                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3573410.74   | 0.12%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.561000% 11/19/2045                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1493684.52   | 0.05%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.900000% 04/01/2044                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $648781.51    | 0.02%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1208626.51   | 0.04%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 3.300000% 02/15/2053                            | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $197964.24    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLLEGE                               | TRUSTEES OF BOSTON COLLEGE 3.042000% 07/01/2057                                   | CUSIP: 89838LAH7<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    680000 | PA      | $409471.93    | 0.01%             | 2057-07-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.050000% 03/03/2053                                    | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2647649.13   | 0.09%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.400000% 01/06/2042                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1769507.24   | 0.06%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    830000 | PA      | $820506.01    | 0.03%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                     | SIEMENS FUNDING BV 144A 5.900000% 05/28/2065                                      | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |    580000 | PA      | $588122.02    | 0.02%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.750000% 08/15/2041                                | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34106.47     | 0.00%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                 | PUGET SOUND ENERGY INC 5.795000% 03/15/2040                                       | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130612.24    | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.690000% 03/01/2040                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   7803000 | PA      | $7948138.30   | 0.27%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3854000 | PA      | $3154858.46   | 0.11%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $609902.92    | 0.02%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.700000% 08/05/2051                                                    | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1549344.38   | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 6.250000% 10/15/2037                                                   | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1307600.36   | 0.04%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2026845.68   | 0.07%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1093515.36   | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2854459.23   | 0.10%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |   2744000 | PA      | $2287328.24   | 0.08%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP 3.750000% 09/01/2047                                  | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $739167.18    | 0.02%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    580000 | PA      | $448491.14    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 4.375000% 03/30/2044                                     | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2376991.12   | 0.08%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $1836137.89   | 0.06%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                            | BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045                                | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $303704.38    | 0.01%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC/THE 5.400000% 03/04/2044                                         | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913593.27    | 0.03%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010458.76   | 0.03%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                             | NORTHERN NATURAL GAS CO 144A 4.300000% 01/15/2049                                 | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1183526.30   | 0.04%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6591000 | PA      | $3999720.47   | 0.13%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CORESTATES CAPITAL III                                   | CORESTATES CAPITAL III 144A VARIABLE RATE 02/15/2027                              | CUSIP: 21869MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374887.47    | 0.01%             | 2027-02-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     16000 | PA      | $15936.25     | 0.00%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                   | WASTE MANAGEMENT INC 5.350000% 10/15/2054                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2184711.24   | 0.07%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $110806.54    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3401092.14   | 0.11%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                             | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 4.375000% 02/02/2052           | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1930000 | PA      | $1452602.73   | 0.05%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 3.700000% 05/15/2050                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $265076.82    | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 5.250000% 04/21/2034                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354743.19    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1746089.62   | 0.06%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                      | SOUTHWESTERN PUBLIC SERVICE CO 4.500000% 08/15/2041                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1708212.73   | 0.06%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 5.250000% 03/15/2054                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2347771.90   | 0.08%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.500000% 03/01/2040                       | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1895607.14   | 0.06%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |   4200000 | PA      | $3873116.77   | 0.13%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.401000% 07/23/2035                         | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3218730.08   | 0.11%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 4.375000% 01/22/2047                                           | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103175.83    | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943795.52   | 0.06%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                               | NEW YORK LIFE INSURANCE CO 144A 5.875000% 05/15/2033                              | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1169500 | PA      | $1213530.81   | 0.04%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 2.900000% 03/15/2051                                        | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $2939339.86   | 0.10%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45375.06     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1258208.62   | 0.04%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   5374000 | PA      | $4844781.59   | 0.16%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 2.800000% 06/15/2050                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $675073.15    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                                  | APPLIED MATERIALS INC 4.350000% 04/01/2047                                        | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1229941.52   | 0.04%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2787278.26   | 0.09%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO 2.900000% 06/15/2050                                | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $653675.59    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.200000% 08/01/2049                       | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1150453.84   | 0.04%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                      | LSEGA FINANCING PLC 144A 3.200000% 04/06/2041                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | NUSS              | GB        |   4214000 | PA      | $3144096.54   | 0.10%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3022550.66   | 0.10%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 4.100000% 06/15/2049                                  | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $996818.28    | 0.03%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO         | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3205000 | PA      | $3264253.72   | 0.11%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC 5.100000% 04/01/2035                                          | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1113992.14   | 0.04%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2061903.62   | 0.07%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2406185.91   | 0.08%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 3.100000% 09/15/2049                               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50938.79     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $457054.56    | 0.02%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP MTN 5.618000% 11/20/2035                                     | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |   1315000 | PA      | $1305405.75   | 0.04%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC 3.550000% 03/15/2052                          | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    730000 | PA      | $475201.98    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | TSY INFL IX N/B 2.125000% 01/15/2035                                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   4695000 | PA      | $4790554.20   | 0.16%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                  | CONNECTICUT LIGHT AND POWER CO/THE 4.150000% 06/01/2045                           | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56072.81     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3021165.17   | 0.10%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                 | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6690000 | PA      | $6613800.90   | 0.22%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2239074.01   | 0.07%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                       | PPL ELECTRIC UTILITIES CORP 4.125000% 06/15/2044                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3194149.06   | 0.11%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 2.700000% 11/15/2051                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1194011.94   | 0.04%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1373560.10   | 0.05%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV     | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $477161.25    | 0.02%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 4.000000% 06/20/2042                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1412266.02   | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 4.875000% 03/01/2053                                                    | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $450961.49    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 4.327000% 03/19/2050                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   6073000 | PA      | $4911182.51   | 0.16%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 2.700000% 07/15/2041                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1440475.85   | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 3.500000% 08/01/2051                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    675000 | PA      | $482846.20    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                   | NSTAR ELECTRIC CO 4.550000% 06/01/2052                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1420258.95   | 0.05%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 3.950000% 04/01/2049                                                | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1741439.26   | 0.06%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 4.000000% 05/10/2046                                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   2180000 | PA      | $1697208.57   | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146008.79    | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                    | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.618000% 06/01/2055                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    705000 | PA      | $703195.04    | 0.02%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2259727.00   | 0.08%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.316000% 03/26/2041                                                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3461563.32   | 0.12%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                 | BOOZ ALLEN HAMILTON INC 5.950000% 04/15/2035                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1048897.62   | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10933000 | PA      | $9593016.43   | 0.32%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                              | ECOLAB INC 2.700000% 12/15/2051                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    605000 | PA      | $361169.10    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 3.800000% 07/15/2048                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4099860.54   | 0.14%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $2989932.03   | 0.10%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2020748.29   | 0.07%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 3.600000% 05/15/2046                                  | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $365993.84    | 0.01%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                          | WEA FINANCE LLC 144A 4.625000% 09/20/2048                                         | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $759650.01    | 0.03%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 5.122000% 01/26/2034                                    | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656862.69    | 0.02%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of Israel                                          | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8085000 | PA      | $7169131.20   | 0.24%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                      | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2005000 | PA      | $1254811.81   | 0.04%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2336599.75   | 0.08%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.400000% 10/15/2044                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332311.63    | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 4.550000% 12/01/2041                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2295204.89   | 0.08%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $3426229.28   | 0.11%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $781270.54    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                          | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2524541.76   | 0.08%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                  | NBCUNIVERSAL MEDIA LLC 4.450000% 01/15/2043                                       | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $969414.78    | 0.03%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV           | SAN DIEGO CNTY CA WTR AUTH FIN SAN DIEGO COUNTY WATER AUTHORITY                   | CUSIP: 79741TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008172.40   | 0.03%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO 5.050000% 09/01/2041                                    | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45056.30     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.700000% 05/14/2045                                                   | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3387999.52   | 0.11%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761692.04    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.500000% 01/15/2040                                            | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2118453.73   | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 3.700000% 12/01/2047                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1587431.37   | 0.05%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4946000 | PA      | $4732152.91   | 0.16%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4008262.91   | 0.13%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE            | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |   1405000 | PA      | $1375858.33   | 0.05%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 5.850000% 11/01/2064                                          | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $635301.38    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2880208.35   | 0.10%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 5.900000% 10/01/2054                                  | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3663043.92   | 0.12%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | SOUTHWESTERN ELECTRIC POWER CO 3.850000% 02/01/2048                               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $931193.13    | 0.03%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 3.250000% 10/01/2049                                      | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $94844.82     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC 144A 5.673000% 04/01/2035                                    | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    620000 | PA      | $621671.47    | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARILION MEDICAL CENTER                                  | CARILION CLINIC OBLIGATED GROUP 3.147000% 07/01/2051                              | CUSIP: 14215GAA4<br>LEI: 549300T34KS1S8BFY317 | Long             | DBT              | CORP              | US        |    535000 | PA      | $335553.55    | 0.01%             | 2051-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                              | EVERGY KANSAS CENTRAL INC 3.450000% 04/15/2050                                    | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $1992850.84   | 0.07%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                         | ASCENSION HEALTH 3.106000% 11/15/2039                                             | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1826609.22   | 0.06%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   7064000 | PA      | $4901499.59   | 0.16%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051                             | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1231782.63   | 0.04%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $948561.58    | 0.03%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 3.800000% 03/15/2052                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1448901.70   | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                               | NIKE INC 3.625000% 05/01/2043                                                     | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $978894.84    | 0.03%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                    | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $3752535.75   | 0.13%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP MTN 3.550000% 08/15/2039                                       | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    890000 | PA      | $728215.42    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                   | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1814807.41   | 0.06%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $798908.51    | 0.03%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC MTN 3.700000% 03/13/2051                                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $930890.18    | 0.03%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 4.850000% 05/15/2041                                            | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   6672000 | PA      | $6373292.69   | 0.21%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 6.750000% 04/01/2038                       | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2131260.64   | 0.07%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621413.23    | 0.02%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $2661835.93   | 0.09%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $814146.51    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 2.850000% 10/15/2050                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    890000 | PA      | $559875.91    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                               | KIMBERLY-CLARK CORP 3.900000% 05/04/2047                                          | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1273290.10   | 0.04%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                      | NATIONWIDE MUTUAL INSURANCE CO 144A 9.375000% 08/15/2039                          | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $2330212.36   | 0.08%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS GROUP AG 144A 5.580000% 05/09/2036                                            | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1155000 | PA      | $1155788.48   | 0.04%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $702553.04    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                          | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2715000 | PA      | $2407444.80   | 0.08%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 3.900000% 03/07/2039                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1159138.36   | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS LLC 4.350000% 11/03/2045                                       | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2422160.69   | 0.08%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $796985.84    | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EAST BAY CALIF MUN UTIL DIST WTR SYS REV                 | EAST BAY CA MUNI UTILITY DIST EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM R  | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1286895.32   | 0.04%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 5.000000% 05/15/2050                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206132.01    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5167683.35   | 0.17%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    860000 | PA      | $568530.58    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 6.170000% 05/29/2055               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    930000 | PA      | $956572.03    | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.700000% 05/15/2046                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480370.04    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV             | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1397616.24   | 0.05%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                  | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    845000 | PA      | $767420.04    | 0.03%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.950000% 10/15/2042                                       | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $5326881.75   | 0.18%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.650000% 05/01/2045                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5984297.15   | 0.20%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC/THE 5.450000% 05/25/2053                                        | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    685000 | PA      | $655256.83    | 0.02%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $5508464.86   | 0.18%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES 5.300000% 05/27/2040                                          | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1520155.07   | 0.05%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA 3.625000% 04/06/2040                                                  | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   2600000 | PA      | $2089663.47   | 0.07%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELM ROAD GENERATING STATION SUPERCRITICAL, LLC           | ELM ROAD GENERATING STATION SUPERCRITICAL LLC 144A 5.848000% 01/19/2041           | CUSIP: 28932MAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027985.88   | 0.03%             | 2041-01-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924030.19    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1912849.49   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                               | CONSTELLATION BRANDS INC 3.750000% 05/01/2050                                     | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    430000 | PA      | $305086.11    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5209000 | PA      | $3450086.03   | 0.12%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                           | PACIFIC LIFE INSURANCE CO 144A 4.300000% 10/24/2067                               | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    388000 | PA      | $297514.29    | 0.01%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12185000 | PA      | $13865817.18  | 0.46%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                     | DOMINION ENERGY SOUTH CAROLINA INC 5.100000% 06/01/2065                           | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $287103.47    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1370328.74   | 0.05%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3439474.83   | 0.11%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                      | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   6507000 | PA      | $7314902.16   | 0.24%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 2.850000% 10/15/2050                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $2639594.76   | 0.09%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE'S COS INC 3.700000% 04/15/2046                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $1535272.37   | 0.05%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC 4.850000% 04/15/2049                          | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169724.61    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC 5.968000% 03/04/2054                                       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |   7635000 | PA      | $7379957.56   | 0.25%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                    | COCA-COLA CO/THE 5.200000% 01/14/2055                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3097905.79   | 0.10%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.850000% 06/15/2044                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202001.00    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD 3.175000% 07/09/2050                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |   1720000 | PA      | $1090174.65   | 0.04%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2181714.42   | 0.07%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 3.800000% 03/01/2045                                         | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1692050.93   | 0.06%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                          | BAE SYSTEMS PLC 144A 3.000000% 09/15/2050                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    950000 | PA      | $602438.65    | 0.02%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       167 | NC      | $34642062.50  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada         | CANADIAN NATIONAL RAILWAY CO 4.400000% 08/05/2052                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    751000 | PA      | $616624.17    | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV     | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2385806.25   | 0.08%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    560000 | PA      | $428469.36    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19502.11     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 4.200000% 03/01/2048                                     | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3097676.94   | 0.10%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                   | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632MV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2170451.88   | 0.07%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    912000 | PA      | $878655.00    | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.200000% 08/14/2064                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    855000 | PA      | $787211.52    | 0.03%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 2 144A 5.125000% 09/24/2080                                   | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | NUSS              | AU        |   2140000 | PA      | $2099446.14   | 0.07%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 5.200000% 02/15/2055                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2637387.33   | 0.09%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada         | CANADIAN NATIONAL RAILWAY CO 6.200000% 06/01/2036                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |   3835000 | PA      | $4107868.99   | 0.14%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                       | BOSTON GAS CO 144A 6.119000% 07/20/2053                                           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447791.24    | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1181884.68   | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP 4.500000% 04/15/2038                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206950.93    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                        | AIA GROUP LTD MTN 4.875000% 03/11/2044                                            | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |   3372000 | PA      | $3063556.48   | 0.10%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 3.500000% 05/13/2040                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $4540958.50   | 0.15%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053                       | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536650.51    | 0.02%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3039977.89   | 0.10%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.450000% 03/15/2054                                     | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173735.04    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                            | BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045                                | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    875000 | PA      | $708643.55    | 0.02%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053                       | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3155306.24   | 0.11%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.550000% 02/20/2048                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1352220.03   | 0.05%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                             | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047                  | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1084135.23   | 0.04%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 4.650000% 02/15/2053                                                  | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2431390.31   | 0.08%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST             | SAN FRANCISCO CA BAY AREA RAPI SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT      | CUSIP: 797661YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $485740.67    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052                                  | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    870000 | PA      | $569715.49    | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.000000% 03/01/2048                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1430159.51   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  16840000 | PA      | $9271211.99   | 0.31%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 2.820000% 09/01/2051                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89496.06     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 4.150000% 03/01/2047                                          | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2071144.57   | 0.07%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2426545.08   | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14295000 | PA      | $13953260.16  | 0.47%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO 144A 7.125000% 08/01/2039                                    | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1278857.08   | 0.04%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.250000% 05/01/2046                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1350166.41   | 0.05%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10406000 | PA      | $10288932.50  | 0.34%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                   | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   5400000 | PA      | $3461995.62   | 0.12%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                 | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1107066.95   | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   6829000 | PA      | $4192185.50   | 0.14%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $980407.06    | 0.03%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $3799874.31   | 0.13%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                         | NIAGARA MOHAWK POWER CORP 144A 4.119000% 11/28/2042                               | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    900000 | PA      | $714728.62    | 0.02%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1857423.80   | 0.06%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                 | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1358754.10   | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2201209.12   | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4941143.34   | 0.16%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9379000 | PA      | $9029485.75   | 0.30%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                    | COCA-COLA CO/THE 5.400000% 05/13/2064                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2575357.96   | 0.09%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of Israel                                          | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3305000 | PA      | $2238581.63   | 0.07%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    910000 | PA      | $695133.54    | 0.02%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   7046000 | PA      | $7149676.46   | 0.24%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                    | NYU LANGONE HOSPITALS 4.368000% 07/01/2047                                        | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1320191.36   | 0.04%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $1457690.25   | 0.05%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                    | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1564008 | PA      | $1553675.16   | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1307669.33   | 0.04%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2109521.88   | 0.07%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485271.82    | 0.02%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    860000 | PA      | $470473.57    | 0.02%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.400000% 11/06/2042                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    635000 | PA      | $545192.91    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                      | FORD FOUNDATION/THE 2.815000% 06/01/2070                                          | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    890000 | PA      | $479666.76    | 0.02%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 3.950000% 06/15/2042                                              | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62934.12     | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $2848350.24   | 0.10%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV                   | BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY                            | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3795000 | PA      | $3902219.38   | 0.13%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $1855259.93   | 0.06%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 2.125000% 10/15/2050                                                  | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $559564.79    | 0.02%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    690000 | PA      | $533050.76    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                   | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $769561.95    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                     | JERSEY CENTRAL POWER & LIGHT CO 6.150000% 06/01/2037                              | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    775000 | PA      | $810235.63    | 0.03%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $663844.11    | 0.02%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1412347.22   | 0.05%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                      | IDAHO POWER CO MTN 4.200000% 03/01/2048                                           | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1213686.15   | 0.04%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.375000% 09/01/2042                             | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $251772.76    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1598693.97   | 0.05%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                      | SOUTHWESTERN PUBLIC SERVICE CO 6.000000% 06/01/2054                               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1249291.37   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC 144A 4.625000% 04/27/2042                                         | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |    320000 | PA      | $277720.40    | 0.01%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 4.875000% 11/13/2043                                                  | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2774168.20   | 0.09%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.300000% 06/15/2043                                                   | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3250797.24   | 0.11%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2274241.33   | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039                            | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1390433.95   | 0.05%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                    | OGLETHORPE POWER CORP 4.200000% 12/01/2042                                        | CUSIP: 677050AJ5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1816048.70   | 0.06%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV     | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $761966.85    | 0.03%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1490488.26   | 0.05%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    790000 | PA      | $616731.05    | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1434851.44   | 0.05%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP.                                   | PACCAR FINANCIAL CORP MTN 5.000000% 03/22/2034                                    | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1830761.11   | 0.06%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    310000 | PA      | $212132.40    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 5.425000% 08/15/2035                                     | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $729989.65    | 0.02%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                    | SOLVENTUM CORP 6.000000% 05/15/2064                                               | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343475.15    | 0.01%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $3582881.70   | 0.12%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | DOMINION ENERGY INC 4.600000% 03/15/2049                                          | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    529000 | PA      | $419194.41    | 0.01%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1958276.78   | 0.07%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.200000% 01/15/2047                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1141631.08   | 0.04%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                              | KAISER FOUNDATION HOSPITALS 3.266000% 11/01/2049                                  | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1530110.70   | 0.05%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    475000 | PA      | $348609.45    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 4.000000% 03/01/2048                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2378898.41   | 0.08%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $768266.74    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                     | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   3136000 | PA      | $1901986.82   | 0.06%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2355955.45   | 0.08%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                             | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $4085958.00   | 0.14%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                               | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    559000 | PA      | $669569.91    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3460199.66   | 0.12%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.500000% 08/01/2054                                                     | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1326403.42   | 0.04%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $633388.49    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO 5.800000% 10/01/2035                                         | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126046.69    | 0.00%             | 2035-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2849020.25   | 0.10%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                       | FORD MOTOR CO 4.750000% 01/15/2043                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    495000 | PA      | $371993.53    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 3.700000% 12/01/2047                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    546000 | PA      | $403676.81    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.500000% 11/15/2052                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823058.37    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada         | CANADIAN NATIONAL RAILWAY CO 4.400000% 08/05/2052                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |   2045000 | PA      | $1679089.79   | 0.06%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.600000% 12/01/2048                               | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $820783.74    | 0.03%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3265261.64   | 0.11%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                                  | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    780000 | PA      | $639006.32    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                      | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1209905.34   | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH AND HOSPITALS CORPORATION                | ADVOCATE HEALTH & HOSPITALS CORP 4.272000% 08/15/2048                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1339606.68   | 0.04%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA GAS AND ELECTRIC CO 5.600000% 04/01/2053                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1097307.70   | 0.04%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                    | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1471956.61   | 0.05%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                  | CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1213796.37   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.700000% 09/15/2063                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    970000 | PA      | $893208.94    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                         | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    680000 | PA      | $691222.70    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1443757.27   | 0.05%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038                            | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2338642.96   | 0.08%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                 | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1136590.12   | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                          | S&P GLOBAL INC 3.900000% 03/01/2062                                               | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    550000 | PA      | $399149.65    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 4.950000% 02/27/2063                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2350824.92   | 0.08%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                    | REGENCY CENTERS LP 5.100000% 01/15/2035                                           | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    690000 | PA      | $680621.28    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.400000% 03/15/2055                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289622.77    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2033360.99   | 0.07%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $1646110.43   | 0.05%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.050000% 06/15/2048                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $700726.82    | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 6.450000% 10/15/2032                                    | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118997.90    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 5.700000% 02/15/2055                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    945000 | PA      | $888552.67    | 0.03%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 6.400000% 11/15/2063                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2558984.21   | 0.09%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                | NORTHERN STATES POWER CO/MN 5.100000% 05/15/2053                                  | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $651993.23    | 0.02%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 5.400000% 03/15/2053                                      | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1116038.04   | 0.04%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.400000% 10/15/2044                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1499556.22   | 0.05%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 05/15/2044                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13725000 | PA      | $11056667.03  | 0.37%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 6.100000% 10/15/2052                                          | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347294.65    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    965000 | PA      | $958693.76    | 0.03%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP ST SALES TAX REV              | NEW YORK ST URBAN DEV CORP SAL EMPIRE STATE DEVELOPMENT CORP                      | CUSIP: 64985TDM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $659878.33    | 0.02%             | 2035-03-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $2479646.77   | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO 4.500000% 04/01/2042                                    | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    312000 | PA      | $258998.27    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3158060.13   | 0.11%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                               | NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050                              | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1407517.32   | 0.05%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 4.500000% 06/01/2042                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2586541.00   | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    950000 | PA      | $696599.11    | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 4.000000% 12/01/2046                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $957832.95    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                     | ORLANDO HEALTH OBLIGATED GROUP 3.327000% 10/01/2050                               | CUSIP: 686514AH3<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    785000 | PA      | $532803.78    | 0.02%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                    | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.618000% 06/01/2055                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    930000 | PA      | $927618.99    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                           | CME GROUP INC 4.150000% 06/15/2048                                                | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1339732.50   | 0.04%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA 3.700000% 04/06/2050                                                  | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   3785000 | PA      | $2757949.94   | 0.09%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.000000% 12/01/2060                       | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $963042.67    | 0.03%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP/THE 4.800000% 08/15/2038                                              | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548697.44    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                 | MEMORIAL HEALTH SERVICES 3.447000% 11/01/2049                                     | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $1905287.07   | 0.06%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.700000% 10/15/2040                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24504.43     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $974339.96    | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC 4.950000% 07/15/2046                                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1021371.59   | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.800000% 02/08/2061                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $804976.40    | 0.03%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                          | ASTRAZENECA PLC 4.375000% 11/16/2045                                              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   3734000 | PA      | $3174345.84   | 0.11%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV   | MASSACHUSETTS ST SCH BLDG AUTH MASSACHUSETTS SCHOOL BUILDING AUTHORITY            | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $826539.90    | 0.03%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.336000% 01/23/2035                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7935000 | PA      | $7984038.22   | 0.27%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1177849.47   | 0.04%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2215836.50   | 0.07%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE NARRAGANSETT ELECTRIC COMPANY                        | NARRAGANSETT ELECTRIC CO/THE 144A 4.170000% 12/10/2042                            | CUSIP: 631005BF1<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785020.12    | 0.03%             | 2042-12-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8043000 | PA      | $5461075.87   | 0.18%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO 3.350000% 05/15/2050                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    550000 | PA      | $361506.07    | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 3.050000% 07/15/2061                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $734802.71    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                        | JAB HOLDINGS BV 144A 4.500000% 04/08/2052                                         | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | NUSS              | LU        |   1270000 | PA      | $942477.13    | 0.03%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                    | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3500085.71   | 0.12%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102013.01    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                              | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $787988.21    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.875000% 06/15/2054           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942072.12    | 0.03%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    430000 | PA      | $331429.20    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                      | WW GRAINGER INC 4.600000% 06/15/2045                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1638645.99   | 0.05%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1329578.61   | 0.04%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $2955162.00   | 0.10%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 5.300000% 02/01/2053                                       | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1774262.64   | 0.06%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3730502.54   | 0.12%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2251974.07   | 0.08%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD 3.025000% 07/09/2040                                 | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $510446.60    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.157000% 04/22/2042                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1605681.11   | 0.05%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2200698.72   | 0.07%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1528159.63   | 0.05%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1170000 | PA      | $1122873.50   | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                        | ERP OPERATING LP 4.500000% 06/01/2045                                             | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    900000 | PA      | $748519.86    | 0.02%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                | SAUDI ARABIAN OIL CO MTN 5.875000% 07/17/2064                                     | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    745000 | PA      | $666286.28    | 0.02%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 4.200000% 08/15/2045                                     | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2734899.48   | 0.09%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARRICK (PD) AUSTRALIA FINANCE PTY LTD                   | BARRICK PD AUSTRALIA FINANCE PTY LTD 5.950000% 10/15/2039                         | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | NUSS              | CA        |   2345000 | PA      | $2365010.40   | 0.08%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2685517.18   | 0.09%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                         | SHARP HEALTHCARE 2.680000% 08/01/2050                                             | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $886883.09    | 0.03%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 4.350000% 01/30/2047                                     | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1051775.13   | 0.04%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                    | BG ENERGY CAPITAL PLC 144A 5.125000% 10/15/2041                                   | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | NUSS              | US        |   1600000 | PA      | $1496789.39   | 0.05%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5947000 | PA      | $3650743.47   | 0.12%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 5.850000% 05/15/2055                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5888764.79   | 0.20%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                  | INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    988000 | PA      | $810668.44    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                     | SNAP-ON INC 4.100000% 03/01/2048                                                  | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |   4686000 | PA      | $3670039.68   | 0.12%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 4.650000% 07/30/2045                                                | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $970747.95    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   5404000 | PA      | $3775634.84   | 0.13%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV          | MISSOURI ST HLTH & EDUCTNL FAC HEALTH & EDUCATIONAL FACILITIES AUTHORITY OF THE S | CUSIP: 60636AEE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $513423.63    | 0.02%             | 2047-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                      | MOODY'S CORP 2.750000% 08/19/2041                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170704.17    | 0.01%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    717000 | PA      | $683106.51    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 2.900000% 06/15/2051                                           | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   3724000 | PA      | $2268020.20   | 0.08%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    907000 | PA      | $868449.33    | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9448000 | PA      | $9074508.75   | 0.30%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC 6.700000% 11/15/2053                                                 | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |   1175000 | PA      | $1231567.25   | 0.04%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $5079130.38   | 0.17%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.500000% 04/01/2044                      | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424915.77    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a rl                         | GREENSAIF PIPELINES BIDCO SARL 144A 6.102700% 08/23/2042                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | NUSS              | SA        |   1100000 | PA      | $1081587.10   | 0.04%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1218842.36   | 0.04%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3050302.12   | 0.10%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 5.550000% 02/16/2055                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5592000 | PA      | $5217737.90   | 0.17%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 4.800000% 04/01/2044                                          | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $667360.67    | 0.02%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                      | HOAG MEMORIAL HOSPITAL PRESBYTERIAN 3.803000% 07/15/2052                          | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1001387.70   | 0.03%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1307046.01   | 0.04%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042                              | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4951245.42   | 0.17%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4156250.84   | 0.14%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63756.26     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC 4.200000% 05/01/2050                            | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    535000 | PA      | $381953.33    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6910000 | PA      | $5652962.79   | 0.19%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.900000% 07/01/2050                      | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    910000 | PA      | $562709.12    | 0.02%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.300000% 05/15/2053                                            | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334618.82    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA    | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1137507.35   | 0.04%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC 5.750000% 04/15/2054                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1429222.20   | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                            | ALIMENTATION COUCHE-TARD INC 144A 4.500000% 07/26/2047                            | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |    735000 | PA      | $582286.64    | 0.02%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                      | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1826758.26   | 0.06%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2832648.03   | 0.09%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261333.78    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.400000% 10/15/2044                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70616.22     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.300000% 03/15/2044                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    975000 | PA      | $786218.90    | 0.03%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    695000 | PA      | $423756.14    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.125000% 03/15/2051                                       | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $722261.44    | 0.02%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                        | BARRICK NORTH AMERICA FINANCE LLC 5.750000% 05/01/2043                            | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2650000 | PA      | $2599328.13   | 0.09%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.872000% 09/15/2034                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1387210.23   | 0.05%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $814814.10    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    825000 | PA      | $671507.67    | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                            | NISOURCE INC 5.800000% 02/01/2042                                                 | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865099.15    | 0.03%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.200000% 09/15/2048                                                   | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $899310.41    | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV  | JOBSOHIO BEVERAGE SYS STWD LIQ JOBSOHIO BEVERAGE SYSTEM                           | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $371033.15    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                      | EOG RESOURCES INC 4.950000% 04/15/2050                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1380494.32   | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                   | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2220000 | PA      | $2401012.14   | 0.08%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 6.050000% 05/14/2065                                    | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1247184.15   | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2468586.05   | 0.08%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                | VISA INC 2.000000% 08/15/2050                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    840000 | PA      | $448012.85    | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                | SAUDI ARABIAN OIL CO MTN 5.750000% 07/17/2054                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   4630000 | PA      | $4198947.00   | 0.14%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                      | NATIONWIDE MUTUAL INSURANCE CO 144A 4.350000% 04/30/2050                          | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1707154.55   | 0.06%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050                       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $857329.04    | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.050000% 06/15/2048                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $810953.52    | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.750000% 12/07/2046                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $3793478.70   | 0.13%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                      | ENTERGY TEXAS INC 3.550000% 09/30/2049                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $919422.51    | 0.03%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                     | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $272392.73    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.350000% 02/26/2064                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    540000 | PA      | $505803.88    | 0.02%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5631456.56   | 0.19%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 6.400000% 05/15/2038                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1714158.18   | 0.06%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                      | EOG RESOURCES INC 5.650000% 12/01/2054                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    660000 | PA      | $624678.31    | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 3.100000% 01/22/2061                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000 | PA      | $294920.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                   | NSTAR ELECTRIC CO 3.100000% 06/01/2051                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $1682113.57   | 0.06%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.700000% 06/03/2060                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $3686978.66   | 0.12%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| City of New York                                         | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1373855.23   | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO 3.500000% 08/15/2046                                | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $3555368.42   | 0.12%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $4212280.04   | 0.14%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 3.625000% 03/03/2037                                            | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    790000 | PA      | $693025.43    | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                    | UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST 5.450000% 02/15/2037           | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1417555 | PA      | $1408073.78   | 0.05%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                      | SOUTHWESTERN PUBLIC SERVICE CO 5.150000% 06/01/2052                               | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    440000 | PA      | $368092.21    | 0.01%             | 2052-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 4.200000% 08/15/2048                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1292791.44   | 0.04%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 3.750000% 09/12/2046                                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6094000 | PA      | $4563939.93   | 0.15%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3418033.78   | 0.11%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.350000% 03/15/2044                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    765000 | PA      | $731982.83    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2048798.30   | 0.07%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 5.500000% 05/15/2054                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    889000 | PA      | $799956.52    | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 3.950000% 03/15/2043                                | CUSIP: 744448CJ8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2557554.23   | 0.09%             | 2043-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1535335.98   | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                         | NIAGARA MOHAWK POWER CORP 144A 3.025000% 06/27/2050                               | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $299797.98    | 0.01%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                 | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $788690.60    | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $1887804.64   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2165640.95   | 0.07%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO 5.200000% 06/01/2041                                             | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143143.27    | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 4.200000% 04/01/2050                                        | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1112119.71   | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $5121748.90   | 0.17%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1768213.91   | 0.06%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 3.150000% 09/15/2049                                      | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1133279.40   | 0.04%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 4.500000% 06/01/2042                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    740000 | PA      | $640147.27    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   3962000 | PA      | $2621682.78   | 0.09%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3143472.08   | 0.10%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $378968.88    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    550000 | PA      | $450372.51    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                   | TOTALENERGIES CAPITAL INTERNATIONAL SA 2.986000% 06/29/2041                       | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   1320000 | PA      | $944991.46    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1451676.27   | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063                        | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   3708000 | PA      | $3334392.93   | 0.11%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 4.000000% 04/01/2047                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $1831497.97   | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 2.750000% 08/15/2051                                      | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    405000 | PA      | $238404.57    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.516000% 11/19/2055                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1291058.47   | 0.04%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 5.250000% 06/15/2053                                                  | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3512000 | PA      | $3212354.51   | 0.11%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 4.900000% 03/15/2049                                     | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $311775.46    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    875000 | PA      | $642175.30    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                       | PPL ELECTRIC UTILITIES CORP 4.750000% 07/15/2043                                  | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331478.06   | 0.04%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $1890656.98   | 0.06%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO 3.250000% 05/01/2051                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1080946.38   | 0.04%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $828172.35    | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1197439.79   | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1307448.10   | 0.04%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.650000% 05/01/2045                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1201764.59   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                             | CITY OF HOPE 5.623000% 11/15/2043                                                 | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    920000 | PA      | $863026.48    | 0.03%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                         | PARAMOUNT GLOBAL 4.375000% 03/15/2043                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1407251.64   | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC 144A 3.875000% 04/27/2051                                    | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1560000 | PA      | $1097924.79   | 0.04%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | DOMINION ENERGY INC 5.250000% 08/01/2033                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19779.31     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC 3.875000% 08/21/2042                              | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $750159.10    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12524000 | PA      | $9334287.24   | 0.31%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA 4.800000% 11/08/2043                                                  | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    899000 | PA      | $805970.95    | 0.03%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $971185.99    | 0.03%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        58 | NC      | $6731625.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                               | ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052                              | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   3870000 | PA      | $3105402.24   | 0.10%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $982932.36    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 3.200000% 03/01/2050                                | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $734209.22    | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                    | STARBUCKS CORP 3.350000% 03/12/2050                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    905000 | PA      | $591097.16    | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC 144A 5.106000% 04/03/2034                                         | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |   1345000 | PA      | $1343929.55   | 0.04%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 4.281000% 04/24/2048                                                | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $5240840.89   | 0.17%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                               | ENI SPA 144A 5.700000% 10/01/2040                                                 | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |   2285000 | PA      | $2163908.92   | 0.07%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1085134.37   | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 3.550000% 03/15/2042                                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $817480.46    | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 2.973000% 09/16/2062                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $1578757.37   | 0.05%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                  | AMEREN ILLINOIS CO 5.625000% 03/01/2055                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1299566.47   | 0.04%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                 | PUGET SOUND ENERGY INC 5.685000% 06/15/2054                                       | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    395000 | PA      | $377180.82    | 0.01%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 5.200000% 02/15/2064                                         | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3308537.97   | 0.11%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 4.500000% 02/01/2045                                          | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1838460.76   | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                      | NOVANT HEALTH INC 3.168000% 11/01/2051                                            | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $1669121.68   | 0.06%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                     | JERSEY CENTRAL POWER & LIGHT CO 5.100000% 01/15/2035                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1198808.69   | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 2.500000% 09/22/2041                                                  | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3601000 | PA      | $2486744.41   | 0.08%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $801596.20    | 0.03%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.500000% 09/15/2050                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2026662.09   | 0.07%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.400000% 06/14/2046                                         | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $4002120.84   | 0.13%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.078000% 04/23/2040                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1642522.97   | 0.05%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| State of California                                      | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $665695.78    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3250415.88   | 0.11%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $1986848.75   | 0.07%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                          | S&P GLOBAL INC 3.250000% 12/01/2049                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $1611883.98   | 0.05%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                | SOUTHWEST GAS CORP 3.180000% 08/15/2051                                           | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $654619.23    | 0.02%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034                               | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1362306.86   | 0.05%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                   | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    131000 | PA      | $138680.96    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC 5.813000% 03/03/2055                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |   2244000 | PA      | $2126946.16   | 0.07%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC 5.250000% 03/14/2054                                        | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2577815.15   | 0.09%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1271246.65   | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                          | ASTRAZENECA PLC 6.450000% 09/15/2037                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   2584000 | PA      | $2852841.56   | 0.10%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                     | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UD96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1699153.73   | 0.06%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7408768 | NS      | $7408768.27   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP 3.950000% 10/01/2046                                 | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    240000 | PA      | $178473.95    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $2230681.25   | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 5.850000% 03/08/2053                                      | CUSIP: 828807DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1687265.66   | 0.06%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206870.23    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.575000% 01/29/2036                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    580000 | PA      | $583859.69    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                 | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    935000 | PA      | $954701.54    | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 6.200000% 06/15/2036                       | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68783.63     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 2.650000% 09/22/2051                                                  | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $3034677.42   | 0.10%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                       | INDIANAPOLIS POWER & LIGHT CO 144A 4.650000% 06/01/2043                           | CUSIP: 455434BQ2<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1439258.78   | 0.05%             | 2043-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                   | UNION ELECTRIC CO 5.450000% 03/15/2053                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2044908.94   | 0.07%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.250000% 05/12/2061                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $3629858.44   | 0.12%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 3.500000% 08/01/2051                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    575000 | PA      | $411313.43    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 5.050000% 03/15/2035                                     | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1534507.03   | 0.05%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 5.700000% 03/15/2054                                        | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1478791.17   | 0.05%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3159000 | PA      | $1989831.77   | 0.07%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                    | OGLETHORPE POWER CORP 5.250000% 09/01/2050                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1606276.61   | 0.05%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                    | OGLETHORPE POWER CORP 5.375000% 11/01/2040                                        | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1731072.21   | 0.06%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.950000% 03/01/2048                      | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $756092.56    | 0.03%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 5.330000% 01/05/2054                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3915000 | PA      | $3590838.00   | 0.12%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                             | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS 6.375000% 02/25/2055           | CUSIP: 472140AC6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $999070.50    | 0.03%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 4.500000% 09/09/2052                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1658883.29   | 0.06%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                            | FIRSTENERGY TRANSMISSION LLC 144A 4.550000% 04/01/2049                            | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293776.76    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                   | ORBIA ADVANCE CORP SAB DE CV 144A 7.500000% 05/13/2035                            | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | NUSS              | MX        |    715000 | PA      | $719647.50    | 0.02%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 3.200000% 06/01/2050           | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $2162738.86   | 0.07%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO 4.850000% 12/01/2048                                     | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1544406.85   | 0.05%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 3.600000% 09/15/2047                                     | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1318277.31   | 0.04%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 7.750000% 05/14/2038                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $526862.47    | 0.02%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                 | PUGET SOUND ENERGY INC 4.223000% 06/15/2048                                       | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1145462.15   | 0.04%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                | ARTHUR J GALLAGHER & CO 5.550000% 02/15/2055                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2030296.22   | 0.07%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                              | KENVUE INC 5.100000% 03/22/2043                                                   | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548084.19    | 0.02%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $7933444.41   | 0.26%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1845576.24   | 0.06%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3227454 | NS      | $3227454.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                             | CUMMINS INC 5.450000% 02/20/2054                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2618178.96   | 0.09%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.000000% 03/01/2049                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $241130.82    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 5.350000% 10/01/2052                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    396000 | PA      | $361358.85    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.650000% 09/01/2042                       | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $969858.44    | 0.03%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $882646.32    | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $990093.10    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                   | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    945000 | PA      | $956337.84    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | TREASURY BILL 0.000000% 07/24/2025                                                | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4410000 | PA      | $4383074.00   | 0.15%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                           | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2748865.75   | 0.09%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $2595943.58   | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                              | KAISER FOUNDATION HOSPITALS 4.150000% 05/01/2047                                  | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    960000 | PA      | $764985.30    | 0.03%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    790000 | PA      | $755256.08    | 0.03%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 4.450000% 04/15/2042                                  | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1139881.62   | 0.04%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO 4.550000% 06/01/2052                                | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    594000 | PA      | $482775.05    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.950000% 12/15/2036                                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $995036.57    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2259724.90   | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP 3.950000% 10/01/2046                                 | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    560000 | PA      | $416439.22    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                               | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $996534.31    | 0.03%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO 5.900000% 04/15/2055                                     | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1713197.43   | 0.06%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $1613833.76   | 0.05%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1507273.68   | 0.05%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    735000 | PA      | $582629.40    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1378794.97   | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                           | NEW YORK ST URBAN DEV CORP REV EMPIRE STATE DEVELOPMENT CORP                      | CUSIP: 650035TD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1582438.86   | 0.05%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 6.150000% 10/01/2038                         | CUSIP: 708696BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104402.11    | 0.00%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                        | MASS GENERAL BRIGHAM INC 3.342000% 07/01/2060                                     | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $638925.88    | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.000000% 06/01/2044                       | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $540550.45    | 0.02%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                 | ALLSTATE CORP/THE 4.500000% 06/15/2043                                            | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    528000 | PA      | $445396.34    | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1479069.99   | 0.05%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO 3.850000% 12/01/2042                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   7684000 | PA      | $5989279.05   | 0.20%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8880000 | PA      | $5451253.07   | 0.18%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $708977.88    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1020856.73   | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211606.03    | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1911225.97   | 0.06%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1456200.84   | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                            | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   4160000 | PA      | $3750333.35   | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                      | MOODY'S CORP 3.250000% 05/20/2050                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $272821.22    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                       | PIEDMONT NATURAL GAS CO INC 3.640000% 11/01/2046                                  | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $911043.91    | 0.03%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                 | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    855000 | PA      | $599345.45    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                       | EVERGY METRO INC 5.300000% 10/01/2041                                             | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141499.92    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 4.100000% 02/01/2042                                                   | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1537571.82   | 0.05%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.200000% 09/01/2052                                          | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    790000 | PA      | $628589.57    | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2245781.41   | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $401600.77    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.750000% 07/15/2045                                       | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196245.13    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 4.050000% 10/01/2044                                     | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1662783.84   | 0.06%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC 5.250000% 03/14/2054                                        | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1969619.20   | 0.07%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                     | WISCONSIN PUBLIC SERVICE CORP 2.850000% 12/01/2051                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $596179.95    | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 2.875000% 03/11/2041                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |   3160000 | PA      | $2280342.96   | 0.08%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 3.300000% 03/15/2051                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    820000 | PA      | $517687.81    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       762 | NC      | $82438875.00  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS LLC 3.050000% 12/15/2061                                       | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $713934.19    | 0.02%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                        | DOLLAR TREE INC 3.375000% 12/01/2051                                              | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $666942.63    | 0.02%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                      | PECO ENERGY CO 4.600000% 05/15/2052                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1188777.48   | 0.04%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                                  | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $995375.23    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $356711.88    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061                               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $4765999.42   | 0.16%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 4.550000% 08/12/2043                                         | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1542959.72   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1284923.58   | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                | TWDC ENTERPRISES 18 CORP MTN 4.125000% 06/01/2044                                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1512242.17   | 0.05%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038                                    | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2249582.86   | 0.08%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3641000 | PA      | $3514679.00   | 0.12%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.400000% 05/15/2044                                                   | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $861174.23    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 2.450000% 12/15/2050                               | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    540000 | PA      | $293465.21    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 4.700000% 01/15/2044                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1796967.38   | 0.06%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $1791532.40   | 0.06%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3976224.92   | 0.13%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    260000 | PA      | $162957.67    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC 5.350000% 01/08/2055                                        | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1258604.99   | 0.04%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.157000% 04/22/2042                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $740233.72    | 0.02%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2557896.20   | 0.09%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    759000 | PA      | $597904.68    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                      | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $793914.52    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO 4.200000% 08/15/2048                                    | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    950000 | PA      | $717715.64    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 5.700000% 02/10/2055                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $5813008.56   | 0.19%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 3.750000% 03/03/2047                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314902.64    | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 3.700000% 03/15/2045                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1484165.17   | 0.05%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2490677.41   | 0.08%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1382761.73   | 0.05%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                         | CATERPILLAR INC 4.750000% 05/15/2064                                              | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409490.95    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 4.500000% 06/01/2052                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2495135.76   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1212570.98   | 0.04%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP 4.950000% 08/15/2035                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1697080.20   | 0.06%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                               | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1132940.83   | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 6.250000% 10/15/2037                                                   | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1721070.82   | 0.06%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 4.500000% 05/15/2058                       | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    930000 | PA      | $722745.82    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.500000% 08/15/2039                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1451870.66   | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4738000 | PA      | $2785873.45   | 0.09%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 3.750000% 11/13/2047                                                    | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $127136.59    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175997.55    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T-MOBILE USA INC 5.500000% 01/15/2055                                             | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2182490.01   | 0.07%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 3.900000% 03/15/2039                                                   | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1782762.22   | 0.06%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4920941.23   | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 5.700000% 02/10/2055                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3485881.89   | 0.12%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $1715720.85   | 0.06%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                  | MULTICARE HEALTH SYSTEM 2.803000% 08/15/2050                                      | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1282379.18   | 0.04%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TTX COMPANY                                              | TTX CO 144A 4.600000% 02/01/2049                                                  | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2380419.38   | 0.08%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1166668.68   | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 4.500000% 04/15/2053                                                  | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4319000 | PA      | $3713299.55   | 0.12%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1801224.38   | 0.06%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3370000 | PA      | $2435614.86   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502918.27    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4095000 | PA      | $4048931.25   | 0.14%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                            | FORD MOTOR CREDIT CO LLC 6.500000% 02/07/2035                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2194014.87   | 0.07%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP 5.875000% 03/15/2041                                 | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99282.84     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.964000% 11/15/2048                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3206816.35   | 0.11%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                               | FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057                              | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    310000 | PA      | $247847.82    | 0.01%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   6055000 | PA      | $5942051.42   | 0.20%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                         | CINCINNATI FINANCIAL CORP 6.125000% 11/01/2034                                    | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1952697.96   | 0.07%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 4.300000% 01/15/2049                                   | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $944262.89    | 0.03%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 4.150000% 05/15/2039                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2756035.17   | 0.09%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2348671.42   | 0.08%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                       | EVERGY METRO INC 4.200000% 06/15/2047                                             | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394098.40    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 3.875000% 03/15/2046                                    | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    915000 | PA      | $693997.78    | 0.02%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $5391074.96   | 0.18%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV            | DIST OF COLUMBIA WTR & SWR AUT DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY       | CUSIP: 254845JZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $439048.29    | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    885000 | PA      | $806797.37    | 0.03%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                         | EASTERN ENERGY GAS HOLDINGS LLC 6.200000% 01/15/2055                              | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    787000 | PA      | $786503.27    | 0.03%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3870809.64   | 0.13%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO 5.300000% 08/01/2054                           | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1594717.41   | 0.05%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.500000% 04/15/2064                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1544919.53   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 6.170000% 05/29/2055               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606857.53    | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 4.900000% 03/15/2049                                     | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2096360.62   | 0.07%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 7.000000% 03/10/2055                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110799.37    | 0.00%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 4.300000% 12/15/2042                                                     | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413543.76    | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1328277.19   | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 6.332000% 03/09/2044                                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $524714.57    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 3.800000% 06/01/2049                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $344843.13    | 0.01%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2297362.86   | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                    | ENTERGY ARKANSAS LLC 3.350000% 06/15/2052                                         | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $1757564.00   | 0.06%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA    | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $3932035.99   | 0.13%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC 4.100000% 03/15/2043                                     | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    860000 | PA      | $693706.05    | 0.02%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                       | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204815.86    | 0.01%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1145318.08   | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $1700317.00   | 0.06%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.800000% 05/01/2065                                                | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291060.46    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 3.100000% 06/15/2041                                        | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2315890.48   | 0.08%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                 | DUKE ENERGY INDIANA LLC 6.450000% 04/01/2039                                      | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4605403.29   | 0.15%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 2.750000% 09/15/2051                                           | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $1960626.45   | 0.07%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 3.500000% 05/13/2040                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1292828.15   | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                    | UNIV OF CALIFORNIA REVENUES UNIVERSITY OF CALIFORNIA                              | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $832183.38    | 0.03%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $2946304.57   | 0.10%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $241727.11    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.700000% 09/15/2053                                     | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1848496.77   | 0.06%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2818335.94   | 0.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8506000 | PA      | $6055621.80   | 0.20%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                            | AMERICA MOVIL SAB DE CV 6.125000% 03/30/2040                                      | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |    105000 | PA      | $106625.49    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1085393.16   | 0.04%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $795695.26    | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3100513.35   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $4247969.85   | 0.14%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                       | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    890000 | PA      | $733437.45    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 2.900000% 12/15/2051                                     | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $712432.07    | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1471720.78   | 0.05%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1007461.43   | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.050000% 05/15/2048                                          | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    797000 | PA      | $624226.25    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 4.600000% 08/15/2045                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $973293.83    | 0.03%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81415.40     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.875000% 02/06/2041                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509453.02    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                   | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280557.66    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280897.06    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State of Israel                                          | STATE OF ISRAEL 4.125000% 01/17/2048                                              | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1245000 | PA      | $915075.00    | 0.03%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051                                      | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $410761.00    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1921156.58   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3720332.10   | 0.12%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5461662.77   | 0.18%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC 4.250000% 09/21/2048                                | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1435969.80   | 0.05%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA 5.950000% 08/26/2036                                          | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5584034.11   | 0.19%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $117201.75    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |    345000 | PA      | $287583.18    | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 5.950000% 06/01/2055                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    915000 | PA      | $916353.43    | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                            | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1649446.87   | 0.06%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL III                                    | CITIGROUP CAPITAL III 7.625000% 12/01/2036                                        | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |    890000 | PA      | $972872.09    | 0.03%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                      | PECO ENERGY CO 3.050000% 03/15/2051                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1199507.78   | 0.04%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM, INC.                 | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP 3.129000% 06/01/2050           | CUSIP: 956708AB7<br>LEI: 549300VG6M2WRQ7E7O46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $553441.78    | 0.02%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 08/15/2042                            | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3568260.39   | 0.12%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC 4.125000% 03/04/2043                              | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    586000 | PA      | $478484.85    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 4.500000% 05/02/2043                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81307.67     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1509421.65   | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $3850732.33   | 0.13%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 5.300000% 06/25/2054                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1557342.43   | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $626009.82    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.200000% 09/15/2048                                                   | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $3797980.56   | 0.13%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.450000% 04/01/2053                               | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1320305.67   | 0.04%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $3741465.35   | 0.12%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO 3.800000% 07/15/2048                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   8880000 | PA      | $6489618.82   | 0.22%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    885000 | PA      | $737871.11    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORPORATION                               | NESTLE CAPITAL CORP 144A 5.100000% 03/12/2054                                     | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924488.19    | 0.03%             | 2054-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                   | UNION ELECTRIC CO 5.125000% 03/15/2055                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2933129.62   | 0.10%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 3.250000% 04/06/2050                                         | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    160000 | PA      | $105953.37    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                 | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $715153.63    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 4.721000% 12/15/2044                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2916739.49   | 0.10%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                | TWDC ENTERPRISES 18 CORP 4.125000% 12/01/2041                                     | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1224268.17   | 0.04%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.875000% 06/15/2054           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2248000 | PA      | $2117778.13   | 0.07%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA    | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2206134.50   | 0.07%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3073696.63   | 0.10%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 4.457000% 04/22/2039                                               | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3393217.44   | 0.11%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2194456.22   | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 4.625000% 12/01/2054                       | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $834394.64    | 0.03%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  14932810 | NS      | $14932810.43  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 6.000000% 06/01/2026                                  | CUSIP: 797440BH6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344546.67    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $939410.73    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                   | DUKE ENERGY OHIO INC 4.300000% 02/01/2049                                         | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    670000 | PA      | $521066.80    | 0.02%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |   2552000 | PA      | $1593158.68   | 0.05%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POMONA COLLEGE                                           | POMONA COLLEGE 2.888000% 01/01/2051                                               | CUSIP: 73211PAA4<br>LEI: 549300MR1BYTPTMF0I60 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $761519.77    | 0.03%             | 2051-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                              | COMMONWEALTH EDISON CO 3.125000% 03/15/2051                                       | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $2300418.59   | 0.08%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.516000% 11/19/2055                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $3901759.73   | 0.13%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.500000% 11/15/2054                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7855000 | PA      | $7332151.56   | 0.24%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1413291.42   | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4849000 | PA      | $4353197.99   | 0.15%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                             | CUMMINS INC 2.600000% 09/01/2050                                                  | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $1536158.35   | 0.05%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.750000% 05/15/2063                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1195490.99   | 0.04%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 06/15/2040                       | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40032.92     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                          | ASTRAZENECA PLC 3.000000% 05/28/2051                                              | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   1873000 | PA      | $1211336.34   | 0.04%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    614000 | PA      | $379440.02    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3080916.88   | 0.10%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                        | GLP CAPITAL LP / GLP FINANCING II INC 6.750000% 12/01/2033                        | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    755000 | PA      | $793193.19    | 0.03%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV  | SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025430.20   | 0.03%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada         | CANADIAN NATIONAL RAILWAY CO 4.500000% 11/07/2043                                 | CUSIP: 136375BZ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |   1720000 | PA      | $1450064.99   | 0.05%             | 2043-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    720000 | PA      | $516694.13    | 0.02%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                      | COMMONSPIRIT HEALTH 4.187000% 10/01/2049                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    805000 | PA      | $604690.81    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                      | SOUTHWESTERN PUBLIC SERVICE CO 3.700000% 08/15/2047                               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1259445.78   | 0.04%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2041476.80   | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP 5.600000% 02/15/2041                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2476607.31   | 0.08%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4080668.30   | 0.14%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.400000% 01/06/2042                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    989000 | PA      | $972245.92    | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1362414.50   | 0.05%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                            | FLORIDA POWER & LIGHT CO 5.650000% 02/01/2037                                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032506.80   | 0.03%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046                            | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $3651598.30   | 0.12%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 2.800000% 01/15/2051                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $202038.20    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1442906.53   | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                             | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $934868.67    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 4.114000% 03/01/2046                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    985000 | PA      | $788242.21    | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   1942000 | PA      | $1454997.96   | 0.05%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.750000% 05/12/2035                                                    | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4067306.60   | 0.14%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer