# EDGAR Filing Document

**Accession Number:** 0001021882
**File Stem:** 0001752724-23-016417
**Filing Date:** 2023-1
**Character Count:** 1552039
**Document Hash:** 04d204beb1ac76fd636eeef8c83ff940
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016417.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016417

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD SCOTTSDALE FUNDS
- **CENTRAL INDEX KEY:** 0001021882
- **IRS NUMBER:** 232439140
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07803
- **FILM NUMBER:** 23561760

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TREASURY FUND
- **DATE OF NAME CHANGE:** 19960829

## Series and Classes Contracts Data

### Vanguard Long-Term Corporate Bond Index Fund (Series ID: S000026864)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000080856 | Admiral Shares       | VLTCX           |
| C000080857 | Institutional Shares | VLCIX           |
| C000080858 | ETF Shares           | VCLT            |

## Nport-Ex

Vanguard<sup>®</sup> Long-Term Corporate Bond Index Fund

Schedule of Investments (unaudited)

As of November 30, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (0.2%)** | **U.S. Government and Agency Obligations (0.2%)** | **U.S. Government and Agency Obligations (0.2%)** | **U.S. Government and Agency Obligations (0.2%)** | **U.S. Government and Agency Obligations (0.2%)** | **U.S. Government and Agency Obligations (0.2%)** |
| **U.S. Government Securities (0.2%)** | **U.S. Government Securities (0.2%)** | **U.S. Government Securities (0.2%)** | **U.S. Government Securities (0.2%)** | **U.S. Government Securities (0.2%)** | **U.S. Government Securities (0.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/42 | 10750 | &nbsp;&nbsp;&nbsp; 10799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp; 1493 |
| **Total U.S. Government and Agency Obligations (Cost $12,287)** | **Total U.S. Government and Agency Obligations (Cost $12,287)** | **Total U.S. Government and Agency Obligations (Cost $12,287)** | **Total U.S. Government and Agency Obligations (Cost $12,287)** | **Total U.S. Government and Agency Obligations (Cost $12,287)** | &nbsp;&nbsp;&nbsp;&nbsp;**12292** |
| **Corporate Bonds (98.5%)** | **Corporate Bonds (98.5%)** | **Corporate Bonds (98.5%)** | **Corporate Bonds (98.5%)** | **Corporate Bonds (98.5%)** | **Corporate Bonds (98.5%)** |
| **Communications (12.5%)** | **Communications (12.5%)** | **Communications (12.5%)** | **Communications (12.5%)** | **Communications (12.5%)** | **Communications (12.5%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp; 2827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 2.500% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2564 | &nbsp;&nbsp;&nbsp; 1631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.900% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp; 2580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.050% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;7958 | &nbsp;&nbsp;&nbsp; 5006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.250% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp; 1204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.375% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp; 2753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 2.550% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 5.250% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;7488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 5.350% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.100% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.650% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 5.150% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 5.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.550% | 3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;5669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 5.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;19826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | &nbsp;&nbsp;&nbsp;22760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 12/1/57 | &nbsp;&nbsp;&nbsp;17347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.850% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 2/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp; 2132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;1877 | &nbsp;&nbsp;&nbsp; 1577 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp; 408 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.650% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp; 1248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.384% | 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;2897 | &nbsp;&nbsp;&nbsp; 2846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2803 | &nbsp;&nbsp;&nbsp; 2404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3142 | &nbsp;&nbsp;&nbsp; 2131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp; 3373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;5646 | &nbsp;&nbsp;&nbsp; 5317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp; 2556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp; 3863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.125% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp; 3038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.700% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.900% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.250% | 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.834% | 10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;5273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.850% | 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.950% | 6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.500% | 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 7.050% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.200% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 5.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.500% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.200% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.450% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.950% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.900% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 6.550% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.750% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.650% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.969% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.999% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.450% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.800% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.937% | 11/1/56 | &nbsp;&nbsp;&nbsp;16980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.950% | 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;10514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.000% | 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 6.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.875% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.200% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.300% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.650% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2584 | &nbsp;&nbsp;&nbsp; 1652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 2.950% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp; 3734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. | 5.576% | 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp; 1431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.625% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp; 2556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.000% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp; 1748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.125% | 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.250% | 5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp; 1688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp; 295 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp; 4966 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp; 3809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 6.400% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 4.450% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange SA | 5.375% | 1/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange SA | 5.500% | 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 5.500% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 6.875% | 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 5.900% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.850% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.375% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 5.850% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 5.250% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.900% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.600% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 7.500% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.450% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.000% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.300% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.350% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.700% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 7.045% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.213% | 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;5933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.895% | 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;4544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.520% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TELUS Corp. | 4.600% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TELUS Corp. | 4.300% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.500% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.850% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.650% | 11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.550% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;3489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 7.300% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.750% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.500% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.200% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.375% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.000% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.300% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;7806 | &nbsp;&nbsp;&nbsp; 5421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.400% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5637 | &nbsp;&nbsp;&nbsp; 3934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.650% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp; 3665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp; 4159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp; 1502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp; 1231 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp; 564 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp; 1239 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp; 1509 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp; 6304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 6.400% | 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.400% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp; 5803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.850% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.272% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.250% | 3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;7936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.400% | 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.850% | 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.850% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 6.550% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.500% | 3/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.522% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.000% | 3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;7638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.550% | 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.012% | 8/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.672% | 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.987% | 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;9056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.250% | 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;2238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.000% | 5/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.375% | 2/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.250% | 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;6309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.875% | 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;5148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.250% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.125% | 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.550% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.200% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.400% | 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.650% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.625% | 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 5.400% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 7.750% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.700% | 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3899 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp; 2076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;5373 | &nbsp;&nbsp;&nbsp; 4261 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 13460 | &nbsp;&nbsp;&nbsp; 10748 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 15968 | &nbsp;&nbsp;&nbsp; 12367 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;9554 | &nbsp;&nbsp;&nbsp; 7386 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**656745** |
| **Consumer Discretionary (6.0%)** | **Consumer Discretionary (6.0%)** | **Consumer Discretionary (6.0%)** | **Consumer Discretionary (6.0%)** | **Consumer Discretionary (6.0%)** | **Consumer Discretionary (6.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp; 1682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;3032 | &nbsp;&nbsp;&nbsp; 2405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp; 1584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp; 2818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp; 2496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp; 1879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.800% | 12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.875% | 8/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;9844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.875% | 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.950% | 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.050% | 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;9237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.500% | 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;5142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.100% | 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.250% | 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.700% | 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp;4566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.250% | 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;5721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.100% | 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American University | 3.672% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptiv plc | 4.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptiv plc | 5.400% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptiv plc | 3.100% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptiv plc | 4.150% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BorgWarner Inc. | 4.375% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Brown University | 2.924% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brunswick Corp. | 4.400% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brunswick Corp. | 5.100% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;California Endowment | 2.498% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Institute of Technology | 4.321% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Institute of Technology | 4.700% | 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Institute of Technology | 3.650% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;1874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Case Western Reserve University | 5.405% | 6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Claremont Mckenna College | 3.775% | 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | 4.858% | 1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 4.550% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke University | 2.682% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke University | 2.832% | 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 4.000% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 3.650% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Emory University | 2.969% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Foundation | 2.415% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Foundation | 2.815% | 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc. | 4.500% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 6.600% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.150% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 6.250% | 10/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 6.750% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.950% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp; 2340 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;George Washington University | 4.300% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;George Washington University | 4.868% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp; 847 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;George Washington University | 4.126% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp; 992 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgetown University | 4.315% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp; 907 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgetown University | 2.943% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp; 522 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgetown University | 5.215% | 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 4.625% | 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hasbro Inc. | 6.350% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hasbro Inc. | 5.100% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.875% | 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;8188 | &nbsp;&nbsp;&nbsp; 8896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp; 2735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.400% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp; 2885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.200% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.875% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.400% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;6399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.375% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.625% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Howard University | 5.209% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com Inc. | 4.125% | 1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.083% | 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Johns Hopkins University | 2.813% | 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kohl's Corp. | 5.550% | 7/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lear Corp. | 5.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lear Corp. | 3.550% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 3.647% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 2.413% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.500% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.800% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.650% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.375% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.700% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.050% | 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;2743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.550% | 4/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.125% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.000% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.500% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.625% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.750% | 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Masco Corp. | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Masco Corp. | 3.125% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.959% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp; 1082 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.989% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp; 785 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.294% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.067% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 5.600% | 7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp; 2430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 4.678% | 7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp; 1640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.885% | 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp; 307 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.700% | 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp; 3012 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp; 1865 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp; 1023 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.700% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp; 1637 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp; 833 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp; 2222 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp; 1269 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.600% | 5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;6089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.150% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 6.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIKE Inc. | 3.250% | 3/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;4283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIKE Inc. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIKE Inc. | 3.875% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northeastern University | 2.894% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern University | 4.643% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern University | 2.640% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern University | 3.662% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Owens Corning | 7.000% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Owens Corning | 4.300% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Owens Corning | 4.400% | 1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.150% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 2.517% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.745% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.300% | 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.375% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.000% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rockefeller Foundation | 2.492% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snap-on Inc. | 4.100% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.100% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 5.200% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.850% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.750% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.300% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.500% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.450% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.350% | 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Jefferson University | 3.847% | 11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of Boston College | 3.129% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of Boston University | 4.061% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of Princeton University | 5.700% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of Princeton University | 2.516% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of Princeton University | 4.201% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp; 938 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp; 521 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Chicago | 2.547% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp; 1054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of Chicago | 3.000% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp; 621 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Chicago | 4.003% | 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp; 951 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Miami | 4.063% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp; 1128 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.438% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp; 1360 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.394% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp; 293 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 3.028% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp; 1012 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 3.841% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp; 1079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 2.805% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp; 549 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 2.945% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 5.250% | 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;University of Southern California | 3.226% | 10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Washington University | 3.524% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington University | 4.349% | 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.500% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.600% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.574% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.774% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Yale University | 2.402% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**312282** |
| **Consumer Staples (7.8%)** | **Consumer Staples (7.8%)** | **Consumer Staples (7.8%)** | **Consumer Staples (7.8%)** | **Consumer Staples (7.8%)** | **Consumer Staples (7.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.800% | 2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;4577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.250% | 8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.500% | 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.875% | 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.700% | 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 6.200% | 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.000% | 2/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;11677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;23713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | &nbsp;&nbsp;&nbsp;&nbsp;3177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;4106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;4137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;8655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;5928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3193 | &nbsp;&nbsp;&nbsp; 2979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4471 | &nbsp;&nbsp;&nbsp; 3531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.734% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp; 3213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.758% | 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp; 2047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.282% | 4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp; 2004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.984% | 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp; 2074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.650% | 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.000% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.500% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.800% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.125% | 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.875% | 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.200% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.600% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.750% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.700% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.300% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.500% | 5/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.100% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 5.250% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.750% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delhaize America LLC | 9.000% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.875% | 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 7.450% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dollar General Corp. | 5.500% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 3.375% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;5433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 5.400% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 4.700% | 4/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 3.000% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hershey Co. | 3.375% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hershey Co. | 3.125% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 3.050% | 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.900% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J M Smucker Co. | 4.250% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.750% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.550% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp; 357 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp; 5117 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA | 4.375% | 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp; 1773 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA | 6.500% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp; 3745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kellogg Co. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp; 1255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp; 1231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp; 2189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp; 1869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp; 2133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 6.625% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp; 2399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 5.300% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.900% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.875% | 2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.875% | 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.500% | 2/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.200% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.375% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 6.900% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 5.400% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 5.000% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 5.150% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 4.450% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 4.650% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 3.950% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 4.200% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 5.000% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 4.200% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 9/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;1864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.250% | 10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.450% | 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;2774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.450% | 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.375% | 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.625% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.200% | 7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.875% | 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 6.375% | 5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;4449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.375% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.500% | 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.875% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.125% | 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.875% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.800% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.550% | 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.550% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp; 2437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.500% | 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp; 1998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.600% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.700% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2891 | &nbsp;&nbsp;&nbsp; 2669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp; 1887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds American Inc. | 6.150% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2722 | &nbsp;&nbsp;&nbsp; 2442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.850% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5673 | &nbsp;&nbsp;&nbsp; 4951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 5.375% | 9/21/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp; 3833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 4.850% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp; 1253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 4.450% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sysco Corp. | 3.150% | 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 6.500% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 7.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 4.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 3.625% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 3.900% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Corp. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.875% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.550% | 6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.100% | 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;4533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.625% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;2568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 5.250% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 6.200% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;3847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 5.000% | 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 2.500% | 9/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 4.000% | 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 3.625% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 4.050% | 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;2914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 2.950% | 9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 2.650% | 9/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 4.500% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**408780** |
| **Energy (8.7%)** | **Energy (8.7%)** | **Energy (8.7%)** | **Energy (8.7%)** | **Energy (8.7%)** | **Energy (8.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 5.125% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.080% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.060% | 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;2363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.000% | 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.772% | 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;6304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.379% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp; 1548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.800% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp; 1786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp; 1303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp; 1988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.750% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp; 1479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp; 2164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 3.078% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA Inc. | 5.250% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp; 2658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA Inc. | 2.343% | 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp; 3105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips | 6.500% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp; 3013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips | 4.875% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.758% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.025% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.900% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.600% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.750% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.000% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.400% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.900% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.500% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.375% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.500% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.500% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.400% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.625% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.800% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 7.500% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.100% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.350% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.125% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.400% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.000% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp; 932 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.650% | 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 7.550% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp; 2956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.125% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp; 2427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.450% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.950% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp; 2070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2881 | &nbsp;&nbsp;&nbsp; 2619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.450% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp; 2551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp; 2993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.100% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp; 3643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.250% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp; 1396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.800% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3246 | &nbsp;&nbsp;&nbsp; 2853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.200% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;3853 | &nbsp;&nbsp;&nbsp; 3079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.300% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.950% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.900% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.950% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.995% | 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.567% | 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;7287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.095% | 8/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.327% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.452% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 4.850% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 6.700% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 7.450% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 4.500% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 4.750% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halliburton Co. | 5.000% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 7.125% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 6.000% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 5.600% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 5.800% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.300% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.550% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.050% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.250% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.600% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.450% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.150% | 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp; 632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.250% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp; 954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.200% | 10/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.850% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp; 902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp; 2730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.600% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp; 1256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 5.200% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 6.500% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2781 | &nbsp;&nbsp;&nbsp; 2382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.500% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp; 1346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.000% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp; 1244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp; 2633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp; 1340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp; 2720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.700% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 5.500% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;6073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.900% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOV Inc. | 3.950% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.000% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.450% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.500% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 7.150% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.650% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.850% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.200% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.625% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 5.875% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 4.875% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 3.300% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.680% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.900% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 6.650% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 5.150% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.300% | 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.700% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.125% | 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 6.375% | 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 5.500% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.625% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.550% | 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;4606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;8763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.000% | 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.125% | 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;3712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 5.950% | 9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.500% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.950% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.800% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp; 2294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp; 4096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.850% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp; 1634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.200% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp; 1874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.950% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp; 2532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.986% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp; 1461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.461% | 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp; 1559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.127% | 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp;8001 | &nbsp;&nbsp;&nbsp; 5794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp; 2067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp; 2364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp; 2739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 6.625% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.000% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.800% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.400% | 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.750% | 6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.900% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.100% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.850% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.300% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**454433** |
| **Financials (14.5%)** | **Financials (14.5%)** | **Financials (14.5%)** | **Financials (14.5%)** | **Financials (14.5%)** | **Financials (14.5%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.400% | 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 4.000% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alleghany Corp. | 4.900% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.250% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 5.350% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 5.550% | 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 4.500% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 4.200% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 3.850% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. | 6.500% | 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 4.050% | 12/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;1747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial Group Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 3.875% | 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.700% | 7/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 6.250% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.500% | 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp; 2549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Corp. | 6.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp; 1667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Corp. | 2.900% | 8/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Corp. | 3.900% | 2/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp; 1617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp; 1823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 5.031% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp; 1148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 7.350% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 3.635% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp; 1944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | 5.144% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.500% | 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp; 1835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.050% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.950% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.450% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.110% | 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.244% | 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 7.750% | 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.078% | 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp;&nbsp;10397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.875% | 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.000% | 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;5567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.750% | 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.443% | 1/20/48 | &nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.330% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7654 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp;&nbsp;15982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13112 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.483% | 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America NA | 6.000% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 3.811% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 3.330% | 11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 5.250% | 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 4.950% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 4.500% | 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 4.700% | 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 3.850% | 12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.700% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.500% | 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.625% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance LLC | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.950% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Corp. | 6.000% | 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;2541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Corp. | 6.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 6.700% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.150% | 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp; 1189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 2.850% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.050% | 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp; 1352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CI Financial Corp. | 4.100% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.125% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp; 1250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp; 1813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.000% | 10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;2077 | &nbsp;&nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.125% | 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;1633 | &nbsp;&nbsp;&nbsp; 1670 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp; 2296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 8.125% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5206 | &nbsp;&nbsp;&nbsp; 6519 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.316% | 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp; 2076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp;&nbsp; 4758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.904% | 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.675% | 9/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.300% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.750% | 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.281% | 4/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | 5.300% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;6029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.750% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.875% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.200% | 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 8.250% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Republic Bank | 4.375% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.950% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GATX Corp. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GATX Corp. | 3.100% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | &nbsp;&nbsp;&nbsp;19903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.150% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.950% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | 6.345% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.450% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.750% | 10/1/37 | &nbsp;&nbsp;&nbsp;14735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15961 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.017% | 10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;4413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.908% | 7/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.436% | 2/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;6098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.800% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;7133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.150% | 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;3526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp; 477 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.875% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp; 489 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.625% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp; 677 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 7.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp; 2519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.113% | 11/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp; 7554 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;5099 | &nbsp;&nbsp;&nbsp; 4885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp; 425 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp; 3434 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2911 | &nbsp;&nbsp;&nbsp; 2883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.100% | 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp; 3064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;3853 | &nbsp;&nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6251 | &nbsp;&nbsp;&nbsp; 6072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.650% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp; 2908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.250% | 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 4.000% | 11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.250% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.500% | 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 6.400% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.500% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.400% | 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;5287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.157% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.625% | 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.850% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.950% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.260% | 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;6218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.032% | 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.897% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legg Mason Inc. | 5.625% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National Corp. | 6.300% | 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National Corp. | 7.000% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.350% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 5.300% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.369% | 12/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.344% | 1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loews Corp. | 4.125% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.375% | 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Markel Corp. | 4.300% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Markel Corp. | 4.150% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Markel Corp. | 3.450% | 5/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.750% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp; 2436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp; 1452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.950% | 2/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp; 1650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.650% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp; 1437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.850% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp; 4696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp; 1335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 6.500% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 6.375% | 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp; 1403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.700% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3116 | &nbsp;&nbsp;&nbsp; 3284 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 6.400% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp; 1330 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 10.750% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.875% | 2/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp; 4158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;2537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.721% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.050% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.600% | 5/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;2129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;6817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;7893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 6.375% | 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.375% | 1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.597% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.250% | 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | 6.750% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Trust Corp. | 6.125% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.850% | 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.250% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.050% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.250% | 6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 6.050% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.625% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.350% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.300% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 6.625% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 6.250% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 4.350% | 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 3.700% | 1/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 4.125% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 3.950% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.000% | 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.200% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.100% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.600% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.905% | 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp; 2038 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.418% | 3/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp; 1353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;4231 | &nbsp;&nbsp;&nbsp; 3358 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.350% | 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp; 1261 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 3.750% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3717 | &nbsp;&nbsp;&nbsp; 2761 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Regions Bank | 6.450% | 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial Corp. | 7.375% | 12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | 5.375% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp; 1039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transatlantic Holdings Inc. | 8.000% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.750% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp; 1935 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp; 1242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 5.350% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.300% | 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.000% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.050% | 3/7/48 | &nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.100% | 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 2.550% | 4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.050% | 6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | 6.375% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unum Group | 5.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unum Group | 4.500% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unum Group | 4.125% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 4.150% | 12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 2.700% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 4.300% | 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 3.650% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voya Financial Inc. | 5.700% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.800% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.750% | 8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.000% | 5/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.150% | 9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wachovia Corp. | 7.500% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wachovia Corp. | 5.500% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp;&nbsp;12488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;8172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.606% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.900% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.900% | 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;5024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.750% | 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;2918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | &nbsp;&nbsp;&nbsp;10872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10213 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.950% | 8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.850% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 6.600% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.421% | 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;3083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.133% | 11/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 5.050% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.250% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.500% | 3/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp; 836 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**762274** |
| **Health Care (14.7%)** | **Health Care (14.7%)** | **Health Care (14.7%)** | **Health Care (14.7%)** | **Health Care (14.7%)** | **Health Care (14.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp; 3425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.150% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp; 1820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.000% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp; 1602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 5.300% | 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp; 1900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp; 2258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;7783 | &nbsp;&nbsp;&nbsp; 7818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.550% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3576 | &nbsp;&nbsp;&nbsp; 3402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.500% | 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;6162 | &nbsp;&nbsp;&nbsp; 5839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.300% | 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;6086 | &nbsp;&nbsp;&nbsp; 5640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp; 7746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1417 | &nbsp;&nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.400% | 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.850% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.750% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.700% | 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.450% | 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;6751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.875% | 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;5821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | &nbsp;&nbsp;&nbsp;15197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13055 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | 2.795% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adventist Health System | 3.630% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 6.625% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 6.750% | 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 4.500% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 4.125% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 4.750% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aetna Inc. | 3.875% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 5.024% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 2.780% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allina Health System | 2.902% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.250% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 6.375% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 6.400% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.150% | 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 5.750% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 2.800% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.950% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 5.150% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 5.650% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.563% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.663% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;9357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;4174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.875% | 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 2.770% | 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ascension Health | 3.106% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ascension Health | 3.945% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ascension Health | 4.847% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 6.450% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp; 7502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp; 2108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp; 2431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 8/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp; 2287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 2.125% | 8/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.000% | 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banner Health | 2.907% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp; 538 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Banner Health | 3.181% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banner Health | 2.913% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1523 | &nbsp;&nbsp;&nbsp; 1003 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp; 390 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxalta Inc. | 5.250% | 6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp; 1996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BayCare Health System Inc. | 3.831% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 4.185% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 3.967% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 2.839% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.685% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.794% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BHSH System Obligated Group | 3.487% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biogen Inc. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biogen Inc. | 3.250% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.550% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 7.375% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.700% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;8477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.600% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.500% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.900% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.368% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Children's Health System of Texas | 2.511% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital | 2.928% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 4.115% | 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 2.585% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | 4.268% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 6.125% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.875% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2703 | &nbsp;&nbsp;&nbsp; 2136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.900% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;7508 | &nbsp;&nbsp;&nbsp; 6933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp; 2615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp; 1911 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Hope | 5.623% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp; 760 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp; 888 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.350% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.817% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp; 2056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.187% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp; 704 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Community Health Network Inc. | 3.099% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp; 845 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | 3.304% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.875% | 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;2237 | &nbsp;&nbsp;&nbsp; 2146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | 11253 | &nbsp;&nbsp;&nbsp; 10416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.125% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.125% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.700% | 8/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.300% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.125% | 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.050% | 3/25/48 | &nbsp;&nbsp;&nbsp;20467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.250% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danaher Corp. | 4.375% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danaher Corp. | 2.600% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danaher Corp. | 2.800% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.250% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.400% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dignity Health | 4.500% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dignity Health | 5.267% | 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke University Health System Inc. | 3.920% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.950% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.850% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.625% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.375% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.700% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.600% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.700% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.950% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.950% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 4.150% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE Healthcare Holding LLC | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.600% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.000% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.600% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 5.650% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.800% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.750% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp; 2382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.800% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4031 | &nbsp;&nbsp;&nbsp; 2665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp; 8643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp; 1300 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 852 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp; 1106 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | 3.447% | 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 5.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp; 2800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp; 2482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 5.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp; 2565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp; 4611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp; 2178 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humana Inc. | 5.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humana Inc. | 4.625% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humana Inc. | 4.950% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humana Inc. | 4.800% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IHC Health Services Inc. | 4.131% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inova Health System Foundation | 4.068% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Iowa Health System | 3.665% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.950% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.375% | 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.625% | 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;3627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.950% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.400% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.850% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.100% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.850% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.750% | 3/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.500% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 2.810% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.150% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.266% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.002% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 6.875% | 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 5.000% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.765% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.192% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 4.117% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.342% | 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mayo Clinic | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mayo Clinic | 4.128% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mayo Clinic | 3.196% | 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | 4.386% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp; 862 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MedStar Health Inc. | 3.626% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.375% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp; 5544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.625% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;&nbsp; 3224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Memorial Health Services | 3.447% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp; 1262 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp; 1190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp; 472 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 6.500% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp; 2634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.900% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.350% | 6/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;3272 | &nbsp;&nbsp;&nbsp; 2334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.600% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp; 1283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.150% | 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.700% | 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;5056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.000% | 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.450% | 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck Sharp & Dohme Corp. | 5.750% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Methodist Hospital | 2.705% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 5.246% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 4.287% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MultiCare Health System | 2.803% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mylan Inc. | 5.400% | 11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mylan Inc. | 5.200% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MyMichigan Health | 3.409% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.256% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.024% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.063% | 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.606% | 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 3.954% | 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.979% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 4.260% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.809% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Memorial Healthcare Obligated Group | 2.633% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novant Health Inc. | 2.637% | 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.168% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.318% | 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.700% | 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.400% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.000% | 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;3281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 5.750% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.784% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.368% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 3.380% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.834% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OhioHealth Corp. | 3.042% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 4.089% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 3.327% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 4.787% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 3.218% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3989 | &nbsp;&nbsp;&nbsp; 3708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.100% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp; 3423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.900% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp; 4326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 7.200% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;4621 | &nbsp;&nbsp;&nbsp; 5707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp; 1177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.300% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp; 4315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.125% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp; 1564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.200% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp; 1637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp; 2982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.700% | 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;3061 | &nbsp;&nbsp;&nbsp; 2181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.864% | 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Presbyterian Healthcare Services | 4.875% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.700% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Queen's Health Systems | 4.810% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.700% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.300% | 9/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.550% | 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;3621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.350% | 9/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Seattle Children's Hospital | 2.719% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sentara Healthcare | 2.927% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sharp HealthCare | 2.680% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Stanford Health Care | 3.795% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanford Health Care | 3.027% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stryker Corp. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stryker Corp. | 4.375% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stryker Corp. | 4.625% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stryker Corp. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summa Health | 3.511% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sutter Health | 3.161% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sutter Health | 4.091% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sutter Health | 3.361% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;6281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Health Resources | 2.328% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Texas Health Resources | 4.330% | 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trinity Health Corp. | 2.632% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trinity Health Corp. | 4.125% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trinity Health Corp. | 3.434% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.800% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.500% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.875% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp; 2553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.700% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp; 2901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.950% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp; 737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.050% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp; 1981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.950% | 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp; 1727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp; 1818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp; 3772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp; 2971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp; 1943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp; 2597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.450% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.900% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.875% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.125% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.950% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viatris Inc. | 3.850% | 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viatris Inc. | 4.000% | 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WakeMed | 3.286% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 4.813% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 3.065% | 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyeth LLC | 6.500% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyeth LLC | 6.000% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyeth LLC | 5.950% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;2426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.450% | 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;2961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**767764** |
| **Industrials (8.4%)** | **Industrials (8.4%)** | **Industrials (8.4%)** | **Industrials (8.4%)** | **Industrials (8.4%)** | **Industrials (8.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.875% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.125% | 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 4.000% | 9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABB Finance USA Inc. | 4.375% | 5/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.600% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 6.625% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp; 452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.500% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp; 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 6.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp; 2929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.875% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp; 1912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp; 5939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.650% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp; 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp; 1286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.850% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.900% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp; 651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.750% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp; 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | 14587 | &nbsp;&nbsp;&nbsp; 13759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.825% | 3/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.950% | 8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.930% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp;&nbsp; 8410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.250% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.200% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.375% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.500% | 11/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | 8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;2666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.650% | 2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.450% | 1/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.000% | 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.100% | 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.125% | 9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.577% | 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 6.050% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.200% | 5/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.803% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.300% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;4887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.750% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crane Holdings Co. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 6.000% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp; 2535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 6.220% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp; 1570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 5.500% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp; 3136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.400% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp; 1962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3711 | &nbsp;&nbsp;&nbsp; 2975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.300% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp; 1141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2934 | &nbsp;&nbsp;&nbsp; 2169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 3.950% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 2.500% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.650% | 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cummins Inc. | 4.875% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cummins Inc. | 2.600% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deere & Co. | 3.900% | 6/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;3052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deere & Co. | 2.875% | 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deere & Co. | 3.750% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 3.915% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaton Corp. | 4.700% | 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 5.250% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.750% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.800% | 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;2528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.900% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 3.900% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.750% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.550% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.400% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.050% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 4.950% | 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;3094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 5.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortive Corp. | 4.300% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.850% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.600% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co. | 5.875% | 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co. | 6.875% | 1/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co. | 4.500% | 3/11/44 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co. | 4.350% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp; 1397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp; 1988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp; 1008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.812% | 11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp; 2483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 4.875% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.900% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp; 2360 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp; 693 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp; 2 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp; 1373 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.625% | 7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp; 2340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.500% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp; 294 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.950% | 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp; 1064 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Southern | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Southern | 4.950% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Southern | 4.700% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Southern | 3.500% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Southern | 4.200% | 11/15/69 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.854% | 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 6.150% | 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.600% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 6.150% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.720% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.850% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.070% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.800% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.090% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.150% | 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.700% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.900% | 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.837% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.950% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.650% | 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.942% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.150% | 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.400% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.050% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.700% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.550% | 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.155% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.150% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.050% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.750% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.850% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.030% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.112% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.362% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.200% | 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 6.250% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.450% | 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.100% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp; 1595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.000% | 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.900% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp; 1813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 5.400% | 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.050% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;2217 | &nbsp;&nbsp;&nbsp; 2386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.125% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp; 2585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp; 2194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp; 1221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.700% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;&nbsp; 1629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.500% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp; 6852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.800% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp; 2199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp; 3545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.750% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.350% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.050% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.625% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;2904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.820% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.030% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.375% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 6.200% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 5.700% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 4.200% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 7.125% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.500% | 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.375% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.891% | 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.600% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.200% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.050% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.350% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.000% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;3858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.950% | 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.950% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.500% | 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.875% | 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.973% | 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 5.150% | 1/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.100% | 9/15/67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.200% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp; 1599 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp; 791 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp; 2024 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.250% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp; 2858 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp; 1580 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp; 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.000% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp; 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.250% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp; 734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.050% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2582 | &nbsp;&nbsp;&nbsp; 1812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp; 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.950% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp; 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Management Inc. | 4.150% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp; 1746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.600% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 |
| &nbsp;&nbsp;&nbsp;&nbsp;WW Grainger Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 |
| &nbsp;&nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.200% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Xylem Inc. | 4.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**439403** |
| **Materials (3.5%)** | **Materials (3.5%)** | **Materials (3.5%)** | **Materials (3.5%)** | **Materials (3.5%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.800% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.450% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.650% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA | 7.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.750% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Barrick Gold Corp. | 6.450% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.750% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
| &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
| &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;6208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.150% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
| &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Inc. | 4.950% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 |
| &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.375% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.250% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 9.400% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.250% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.625% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.550% | 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 3.600% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.900% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
| &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 |
| &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.419% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.800% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.650% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.750% | 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 |
| &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.400% | 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 5.000% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 6.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp; 1357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp; 1079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 4.400% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 4.350% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lafarge SA | 7.125% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linde Inc. | 3.550% | 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linde Inc. | 2.000% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lubrizol Corp. | 6.500% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp; 558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance BV | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance BV | 4.875% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp; 1809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2951 | &nbsp;&nbsp;&nbsp; 2136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp; 3386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp; 2370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.625% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp; 1467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.800% | 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 4.625% | 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.200% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mosaic Co. | 5.450% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mosaic Co. | 5.625% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 5.875% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 4.875% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 5.450% | 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 5.200% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 2.979% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.875% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.625% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.900% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.250% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.000% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3.950% | 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.050% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.750% | 3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.125% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International Inc. | 5.250% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International Inc. | 4.250% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.000% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.550% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.800% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.300% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.900% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoco Products Co. | 5.750% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper Corp. | 7.500% | 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper Corp. | 6.750% | 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.250% | 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.875% | 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 6.000% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.200% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.400% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp; 1207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 8.250% | 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp; 5716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp; 3167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp; 2014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.700% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 2.875% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 5.000% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp; 2133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 4.375% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp; 1036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp; 2191 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**185177** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 3.375% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.300% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 3.700% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 3.100% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.900% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 4.350% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Properties LP | 2.450% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.900% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.150% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.250% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equinix Inc. | 3.000% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equinix Inc. | 2.950% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equinix Inc. | 3.400% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.000% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 4.500% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 6.750% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwoods Realty LP | 2.600% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.500% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.650% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.600% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.125% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.875% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.800% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp; 2174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.000% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp; 875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 4.625% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp; 1568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.800% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.650% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp; 1184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regency Centers LP | 4.400% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regency Centers LP | 4.650% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 6.750% | 2/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.800% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2949 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UDR Inc. | 1.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UDR Inc. | 3.100% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventas Realty LP | 5.700% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.375% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welltower Inc. | 6.500% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welltower Inc. | 4.950% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WP Carey Inc. | 2.250% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**73989** |
| **Technology (9.1%)** | **Technology (9.1%)** | **Technology (9.1%)** | **Technology (9.1%)** | **Technology (9.1%)** | **Technology (9.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.500% | 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.375% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;7092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.450% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.375% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.650% | 2/23/46 | &nbsp;&nbsp;&nbsp;11644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.250% | 2/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;4983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.950% | 9/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.400% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;4963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.950% | 8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.550% | 8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.800% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;3247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.100% | 8/8/62 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.100% | 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.850% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials Inc. | 4.350% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp; 2268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials Inc. | 2.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.300% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;4316 | &nbsp;&nbsp;&nbsp; 3835 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4858 | &nbsp;&nbsp;&nbsp; 3669 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.419% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp; 5509 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.469% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;9169 | &nbsp;&nbsp;&nbsp; 7294 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp; 6479 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.187% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp; 4989 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.926% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp; 5130 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;6601 | &nbsp;&nbsp;&nbsp; 4777 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.750% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp; 3046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.900% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp; 5836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.500% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4743 | &nbsp;&nbsp;&nbsp; 4993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 4.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 5.750% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 5.350% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 3.900% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 4.375% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 5.850% | 11/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corning Inc. | 5.450% | 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell Inc. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 8.100% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 3.375% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 8.350% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 3.450% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.100% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 4.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.400% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | 5.500% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | 6.000% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.000% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.600% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 2.800% | 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.250% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.734% | 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.250% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;7647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;4103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.100% | 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.200% | 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 5.050% | 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.875% | 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.150% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;6993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.600% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.850% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.700% | 2/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;8046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.430% | 2/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.900% | 7/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 7.125% | 12/1/96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp; 1064 |
| &nbsp;&nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 5.950% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1984 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 3.300% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;&nbsp; 1975 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 4.950% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3086 | &nbsp;&nbsp;&nbsp; 2987 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 5.250% | 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp; 2572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 4.100% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.875% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp; 2208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lam Research Corp. | 2.875% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp; 1119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.125% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp; 1283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.477% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp; 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.500% | 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp; 1544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.200% | 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp; 3760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.450% | 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.100% | 2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.500% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 5.300% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.500% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.750% | 2/12/45 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.450% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.700% | 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;8583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.250% | 2/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.525% | 6/1/50 | &nbsp;&nbsp;&nbsp;18842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.921% | 3/17/52 | &nbsp;&nbsp;&nbsp;15104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.950% | 8/8/56 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.675% | 6/1/60 | &nbsp;&nbsp;&nbsp;11362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.041% | 3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 2.750% | 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 5.250% | 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 2.550% | 8/18/60 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 3.100% | 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 5.500% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
| &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 |
| &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.700% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 |
| &nbsp;&nbsp;&nbsp;&nbsp;NXP BV | 5.000% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
| &nbsp;&nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 |
| &nbsp;&nbsp;&nbsp;&nbsp;NXP BV | 3.125% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| &nbsp;&nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;1627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.300% | 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.900% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.800% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 6.125% | 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 5.375% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.500% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.125% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/50 | &nbsp;&nbsp;&nbsp;12588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.950% | 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp; 6589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.375% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp; 4703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp; 2734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 4.100% | 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp; 4381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 5.400% | 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.650% | 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;5211 | &nbsp;&nbsp;&nbsp; 5072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.800% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp; 1544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.300% | 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp; 837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp; 3588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 6.000% | 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp; 2047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanta Services Inc. | 3.050% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp; 873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.250% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2394 | &nbsp;&nbsp;&nbsp; 1770 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp; 1833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.300% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.900% | 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.900% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.050% | 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 3.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.125% | 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.250% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.500% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Workday Inc. | 3.800% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**474550** |
| **Utilities (11.9%)** | **Utilities (11.9%)** | **Utilities (11.9%)** | **Utilities (11.9%)** | **Utilities (11.9%)** | **Utilities (11.9%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.800% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Texas Inc. | 4.150% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Texas Inc. | 5.250% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.800% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.500% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.125% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.000% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.850% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.450% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.125% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.000% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.150% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 2.900% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.250% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 6.593% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp; 1721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp; 2183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp; 1565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.250% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 7.000% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp; 1774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp; 1373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.450% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp; 757 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 6.350% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 5.050% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.500% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.250% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.350% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.650% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.500% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.300% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.375% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.850% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.750% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avista Corp. | 4.350% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avista Corp. | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;4619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.350% | 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.200% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp; 451 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp; 1343 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp; 1760 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 3.700% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp; 1067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 5.900% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp; 1317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 6.450% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp; 1893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.600% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.700% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp; 1254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.650% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.200% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.000% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.125% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.750% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.300% | 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.150% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.750% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.600% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.250% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.350% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.750% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp; 1430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.100% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp; 1054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.500% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp; 1254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.650% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp; 1754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.500% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayton Power & Light Co. | 3.950% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp; 806 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp; 898 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.250% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp; 512 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 7.000% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp; 498 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.300% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp; 1524 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.900% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.700% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.600% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.850% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.000% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.300% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.950% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.250% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.650% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.100% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.050% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.000% | 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.750% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.875% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.200% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.450% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.300% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.950% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.200% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.350% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.400% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.650% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.850% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 4.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp; 1642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.000% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.950% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.120% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp; 1324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.350% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp; 1296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.450% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp; 1831 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 4.900% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp; 1544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp; 343 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 2.750% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.700% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 4.300% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp; 1325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 6.300% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp; 1594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp; 1549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.375% | 3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.150% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.200% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.900% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Paso Electric Co. | 6.000% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Paso Electric Co. | 5.000% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emera US Finance LP | 4.750% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 4.200% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.350% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.000% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.100% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.900% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.750% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 3.850% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 3.500% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 3.550% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 4.276% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.351% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 5.300% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.125% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.250% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 5.300% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.125% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 5.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 5.100% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.625% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.950% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp; 2172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.650% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1047 | &nbsp;&nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.960% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.690% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp; 2061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.125% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp; 1839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp; 1789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp; 1007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1772 | &nbsp;&nbsp;&nbsp; 1496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp; 1524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.990% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.150% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.875% | 12/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.750% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co. | 5.125% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberdrola International BV | 6.750% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Power Co. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 6.050% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.550% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.750% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.250% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.250% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 6.250% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.700% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.500% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.100% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 5.300% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 5.125% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 4.375% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 3.300% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 4.250% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.750% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.800% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.800% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.400% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.150% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 2.700% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mississippi Power Co. | 4.250% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mississippi Power Co. | 3.100% | 7/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid USA | 5.803% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.650% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.750% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.125% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nevada Power Co. | 5.900% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 5.950% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 5.250% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 4.800% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp; 1790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 5.650% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp; 2319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 4.375% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2187 | &nbsp;&nbsp;&nbsp; 1855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 3.950% | 3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp; 1942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NiSource Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.200% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 5.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.400% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.125% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.900% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.600% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.200% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NorthWestern Corp. | 4.176% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.400% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.950% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.375% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.050% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.150% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.000% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.900% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.600% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.658% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.500% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.200% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.750% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.300% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.950% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.950% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 5.250% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp; 2001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.250% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp; 1927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.100% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp; 1304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.750% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.350% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.100% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp; 2322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 3.300% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 2.900% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp; 2760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 5.950% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.150% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.900% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.000% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.800% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.050% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.850% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.600% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 6.500% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 4.150% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 6.250% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.750% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.125% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.000% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progress Energy Inc. | 6.000% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.500% | 8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.600% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.300% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.800% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.050% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.200% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 2.700% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 3.600% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.800% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.500% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.950% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.800% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.800% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 4.050% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.850% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.150% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.050% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 6.274% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp; 1006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.757% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.795% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp; 1369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.638% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.300% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.223% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 3.250% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp; 1020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 2.893% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 6.000% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.500% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp; 494 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.750% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp; 1818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp; 631 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.100% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp; 1364 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.320% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp; 287 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 2.950% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 3.800% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 6.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 4.000% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.750% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.350% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.625% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.550% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.050% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.650% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.600% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.125% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.875% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.950% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.450% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 5.125% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.300% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.950% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas Co. | 6.350% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.250% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Power Co. | 5.150% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Power Co. | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern Power Co. | 4.950% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.800% | 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 6.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.900% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp; 929 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.850% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.250% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.500% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.400% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.700% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp; 294 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.400% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp; 927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.750% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp; 938 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp; 801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.100% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.350% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.300% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.450% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp; 1360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.625% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.450% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toledo Edison Co. | 6.150% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.850% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 5.300% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.650% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 2.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.350% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 8.875% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.650% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.450% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.200% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.600% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.300% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.796% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.650% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.625% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.700% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.300% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 6.375% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.671% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 4.752% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.300% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 2.850% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 6.500% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**625472** |
| **Total Corporate Bonds (Cost $6,477,426)** | **Total Corporate Bonds (Cost $6,477,426)** | **Total Corporate Bonds (Cost $6,477,426)** | **Total Corporate Bonds (Cost $6,477,426)** | **Total Corporate Bonds (Cost $6,477,426)** | **5160869** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $10,083)** | 3.877% | 100859 | &nbsp;&nbsp;&nbsp; **10085** |
| **Total Investments (98.9%) (Cost $6,499,796)** | **Total Investments (98.9%) (Cost $6,499,796)** | **Total Investments (98.9%) (Cost $6,499,796)** |  | **5183246** |
| **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**56000** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | **5239246** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At November 30, 2022, the aggregate value was $130,027,000, representing 2.5% of net assets. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of November 30, 2022. |
| 4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

DAC—Designated Activity Company.

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| Long U.S. Treasury Bond | March 2023 | 75 | 9525 | &nbsp;&nbsp;(54) |
| Ultra Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;13 | 1772 | &nbsp;&nbsp;(13) |
|  |  |  |  | &nbsp;&nbsp;(67) |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5160869 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5160869 |
| Temporary Cash Investments | 10085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10085 |
| Total | 10085 | &nbsp;&nbsp;&nbsp;5173161 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5183246 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD SCOTTSDALE FUNDS

- **b. Investment Company Act file number:** 811-07803

- **c. CIK number of Registrant:** 0001021882

- **d. LEI of Registrant:** 549300Y88GQ3VLJIBX57

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD LONG-TERM CORPORATE BOND INDEX FUND

- **b. EDGAR series identifier (if any):** S000026864

- **c. LEI of Series:** ZIWMTR5KXH6IQX7B0013

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5242851943.46

**Total Liabilities:** $7200674.13

**Net Assets:** $5235651269.33

**Cash Not Reported:** $1500891.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5451.47847284 | **1-Year:** -110658.13849410 | **5-Year:** -454368.65871517 | **10-Year:** -2968847.58031565 | **30-Year:** -3124937.67024887

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

- **3-Month:** -126.49399603 | **1-Year:** -2486.49540998 | **5-Year:** -9695.87694074 | **10-Year:** -51043.03560269 | **30-Year:** -50237.13638231

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080857 | -8.62%               | -2.40%               | 9.07%                |
| Class ID C000080856 | -8.69%               | -2.26%               | 9.06%                |
| Class ID C000080858 | -8.71%               | -2.26%               | 9.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-65945769.10            | $-400059323.85                             |
| Month 2  | $-36749265.31            | $-83152206.50                              |
| Month 3  | $-42829206.80            | $460329635.35                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $481918.66    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4159195.02   | 0.08%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $829301.96    | 0.02%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2563370.10   | 0.05%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | TUCSON ELEC PWR                | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $906192.50    | 0.02%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4280000 | PA      | $4534244.37   | 0.09%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    174000 | PA      | $182440.83    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1377115.51   | 0.03%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1731325.29   | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    398000 | PA      | $395936.32    | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1130820.58   | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2453586.56   | 0.05%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1042386.26   | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1253686.70   | 0.02%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1524242.69   | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1323461.98   | 0.03%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    672000 | PA      | $472042.80    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    888000 | PA      | $698959.51    | 0.01%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $2610058.71   | 0.05%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2382993.49   | 0.05%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1174485.99   | 0.02%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                       | CINCINNATI FINL                | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1250373.35   | 0.02%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1731208.59   | 0.03%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | APTIV PLC                      | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2097000 | PA      | $1307276.34   | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1502725.27   | 0.03%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $1175808.06   | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1136482.04   | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $2878968.88   | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3152817.83   | 0.06%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    560000 | PA      | $495823.11    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $1693405.83   | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $852434.92    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $2744873.03   | 0.05%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $805591.87    | 0.02%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4384000 | PA      | $3747797.87   | 0.07%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11253000 | PA      | $10416027.74  | 0.20%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    467000 | PA      | $364941.99    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $947645.77    | 0.02%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2551858.38   | 0.05%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2194303.62   | 0.04%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $164959.99    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4242000 | PA      | $3336735.27   | 0.06%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1506701.33   | 0.03%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1649452.66   | 0.03%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                    | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1327000 | PA      | $844540.57    | 0.02%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    585000 | PA      | $474843.51    | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    452000 | PA      | $336461.27    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3504000 | PA      | $2969438.17   | 0.06%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1647010.55   | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2545500.14   | 0.05%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5420000 | PA      | $3586788.25   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    537000 | PA      | $387479.15    | 0.01%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    698000 | PA      | $455434.54    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                          | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    918000 | PA      | $643411.74    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $2786241.67   | 0.05%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6405000 | PA      | $5153730.02   | 0.10%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    769000 | PA      | $750450.67    | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4239000 | PA      | $3694625.37   | 0.07%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3078812.32   | 0.06%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2171860.01   | 0.04%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                        | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    455000 | PA      | $289343.17    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1240562.20   | 0.02%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1090485.89   | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    905000 | PA      | $950966.60    | 0.02%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1278122.75   | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $398740.89    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2655072.53   | 0.05%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1163000 | PA      | $1182372.94   | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3665276.65   | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $3129319.23   | 0.06%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1255000 | PA      | $1137757.15   | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3382000 | PA      | $2827759.02   | 0.05%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1618929.91   | 0.03%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7092000 | PA      | $6334393.98   | 0.12%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6073000 | PA      | $5485638.33   | 0.10%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                    | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    439000 | PA      | $375859.22    | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                               | PLACER DOME INC                | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |   1701000 | PA      | $1797312.47   | 0.03%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $912775.10    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4174000 | PA      | $3445418.83   | 0.07%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2021703.56   | 0.04%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2114180.17   | 0.04%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $994059.18    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    671000 | PA      | $530996.98    | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    516000 | PA      | $357461.82    | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                            | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $3045517.41   | 0.06%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2644137.55   | 0.05%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2764209.71   | 0.05%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4268443.64   | 0.08%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5056000 | PA      | $4257034.85   | 0.08%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                     | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1164091.02   | 0.02%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4994000 | PA      | $3373428.37   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $703688.83    | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust                                   | FEDEX 2020-1 AA                | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1187763 | PA      | $967258.62    | 0.02%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1193337.81   | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375BZ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $173614.66    | 0.00%             | 2043-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $323788.83    | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2047037.57   | 0.04%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                      | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1332165.56   | 0.03%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1492572.19   | 0.03%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2042719.43   | 0.04%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1214218.08   | 0.02%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $4494912.78   | 0.09%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3080405.89   | 0.06%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    699000 | PA      | $577864.85    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4716000 | PA      | $3458587.35   | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    983000 | PA      | $826107.99    | 0.02%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $710282.72    | 0.01%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2737000 | PA      | $2395877.81   | 0.05%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1649695.17   | 0.03%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                             | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $1253561.88   | 0.02%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    915000 | PA      | $650622.20    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $757895.56    | 0.01%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2708618.74   | 0.05%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3858000 | PA      | $2878231.12   | 0.05%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                   | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $227912.20    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3734150.75   | 0.07%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    819000 | PA      | $701459.33    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2369966.19   | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                   | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1488503.89   | 0.03%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                     | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1299495.17   | 0.02%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3694150.86   | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2950862.24   | 0.06%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    878000 | PA      | $913410.87    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                                             | ABB FINANCE USA                | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1087991.91   | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1563766.51   | 0.03%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1253939.36   | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LORAL CORP                     | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    714000 | PA      | $762746.83    | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                             | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572310.90    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    956000 | PA      | $1008202.30   | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269875.14    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | ST PAUL TRAVELER               | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1935125.83   | 0.04%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $2181547.25   | 0.04%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                       | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    930000 | PA      | $737260.79    | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $1834823.32   | 0.04%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $3896961.56   | 0.07%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $351197.83    | 0.01%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                 | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1320651.65   | 0.03%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1165030.06   | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                              | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $671051.55    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668577.22    | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1391718.30   | 0.03%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9925000 | PA      | $8814794.26   | 0.17%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $1901776.31   | 0.04%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1260394.46   | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $5130180.35   | 0.10%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    222000 | PA      | $167712.95    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    899000 | PA      | $818846.15    | 0.02%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $733716.48    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1360074.78   | 0.03%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1103293.52   | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3605000 | PA      | $2329463.90   | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                 | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    710000 | PA      | $624475.32    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1702773.81   | 0.03%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2234558.63   | 0.04%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $921784.34    | 0.02%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1016643.82   | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2717000 | PA      | $2071851.96   | 0.04%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1079100.15   | 0.02%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $910747.66    | 0.02%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2182868.05   | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1431149.14   | 0.03%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1509713.74   | 0.03%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                         | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $968015.26    | 0.02%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $3805220.13   | 0.07%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2285228.83   | 0.04%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5544011.51   | 0.11%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2525123.06   | 0.05%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2024334.64   | 0.04%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Summa Health                                                                    | SUMMA HEALTH                   | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    905000 | PA      | $613508.11    | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    471000 | PA      | $483437.44    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    434000 | PA      | $343337.72    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    915000 | PA      | $754414.70    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1099693.97   | 0.02%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1141781.98   | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $2212438.76   | 0.04%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3759726.57   | 0.07%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                  | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2726517.01   | 0.05%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1068657.90   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $2690551.15   | 0.05%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1363171.69   | 0.03%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $3466225.82   | 0.07%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2169680.44   | 0.04%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4954000 | PA      | $5057754.00   | 0.10%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2257000 | PA      | $1898306.03   | 0.04%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $7852974.10   | 0.15%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    761000 | PA      | $643751.72    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1224453.92   | 0.02%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1131907.09   | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    645000 | PA      | $564299.01    | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $1729435.79   | 0.03%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lafarge SA                                                                      | LAFARGE SA                     | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $722100.96    | 0.01%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    372000 | PA      | $277318.82    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $1989733.11   | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   8046000 | PA      | $6862729.25   | 0.13%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   1754000 | PA      | $1095884.15   | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                 | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1360192.76   | 0.03%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    955000 | PA      | $775580.86    | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                        | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    876000 | PA      | $783014.61    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4604752.12   | 0.09%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1670545.30   | 0.03%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8230000 | PA      | $7177351.40   | 0.14%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $445373.08    | 0.01%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    552000 | PA      | $441955.99    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23713000 | PA      | $22216746.46  | 0.42%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1537944.19   | 0.03%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    530000 | PA      | $442740.88    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $2745890.72   | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW GRAINGER INC                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1837325.30   | 0.04%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2692605.71   | 0.05%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $5101732.42   | 0.10%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1339933.64   | 0.03%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $785061.55    | 0.01%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1178854.83   | 0.02%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                              | TECK RESOURC                   | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   1375000 | PA      | $1207080.26   | 0.02%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6745000 | PA      | $6046619.46   | 0.12%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1362567.51   | 0.03%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1788477.01   | 0.03%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    375000 | PA      | $238824.37    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4248689.26   | 0.08%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                 | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $936930.56    | 0.02%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2539457.31   | 0.05%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $800518.87    | 0.02%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    345000 | PA      | $375353.16    | 0.01%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2441585.85   | 0.05%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $2776105.62   | 0.05%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2760114.34   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  22760000 | PA      | $15984807.07  | 0.31%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4676000 | PA      | $4509948.13   | 0.09%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   4317000 | PA      | $3255877.30   | 0.06%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337261.84    | 0.01%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    940000 | PA      | $737908.76    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2020705.86   | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $3104975.71   | 0.06%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  14087000 | PA      | $13287186.06  | 0.25%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1506000 | PA      | $1565249.44   | 0.03%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1151063.91   | 0.02%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $806120.77    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   4629000 | PA      | $3178126.79   | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3753000 | PA      | $3183643.55   | 0.06%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                             | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1395266.64   | 0.03%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | MARATHON OIL COR               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1087080.20   | 0.02%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2168374.38   | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $1816019.10   | 0.03%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1200144.23   | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2221567.22   | 0.04%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6601000 | PA      | $4776984.29   | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    429000 | PA      | $474322.32    | 0.01%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  18967000 | PA      | $17565764.89  | 0.34%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $2293637.65   | 0.04%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1127680.07   | 0.02%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $929022.76    | 0.02%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2230000 | PA      | $2067446.56   | 0.04%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    899000 | PA      | $697051.54    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $2765275.73   | 0.05%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    693000 | PA      | $582900.54    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1279160.61   | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1368778.74   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2814000 | PA      | $2869376.93   | 0.05%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2134245.18   | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | SONOCO PRODUCTS                | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1184012.70   | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                   | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1244536.31   | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2525548.72   | 0.05%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    692000 | PA      | $579317.94    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4574166.98   | 0.09%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $7654053.64   | 0.15%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5869000 | PA      | $4775049.15   | 0.09%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $1932497.73   | 0.04%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1777238.27   | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $3639086.42   | 0.07%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158673.50    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3812000 | PA      | $2909679.02   | 0.06%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $694496.60    | 0.01%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $1434841.56   | 0.03%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    577000 | PA      | $404847.41    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    410000 | PA      | $330225.42    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $3598794.21   | 0.07%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $4311164.62   | 0.08%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    752000 | PA      | $475550.89    | 0.01%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1000974.54   | 0.02%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $2563161.45   | 0.05%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                      | MONTEFIORE OBL                 | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1347000 | PA      | $834944.42    | 0.02%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                               | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $959181.78    | 0.02%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $400628.01    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1617345.33   | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $953292.86    | 0.02%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    637000 | PA      | $536988.69    | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    732000 | PA      | $647359.99    | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    552000 | PA      | $401139.77    | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $3780264.37   | 0.07%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6903000 | PA      | $5027553.13   | 0.10%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                            | FEMSA                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   5433000 | PA      | $3844244.92   | 0.07%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2065912.59   | 0.04%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2472000 | PA      | $1909241.31   | 0.04%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1266431.05   | 0.02%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1324103.95   | 0.03%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    466000 | PA      | $518740.02    | 0.01%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $934813.12    | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $3203113.78   | 0.06%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1820305.50   | 0.03%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1498760.41   | 0.03%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1483350.46   | 0.03%             | 2062-03-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2866000 | PA      | $2682465.57   | 0.05%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                           | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1328479.79   | 0.03%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2691706.92   | 0.05%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    381000 | PA      | $392421.15    | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   6993000 | PA      | $6166001.04   | 0.12%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3604000 | PA      | $3232965.39   | 0.06%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2017854.60   | 0.04%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3883000 | PA      | $3229045.18   | 0.06%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    579000 | PA      | $487745.88    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    832000 | PA      | $746934.21    | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1007467.69   | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1295865.58   | 0.02%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1459940.05   | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8205000 | PA      | $7142511.41   | 0.14%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $885711.90    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                       | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1425623.90   | 0.03%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1324042.14   | 0.03%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1579318.49   | 0.03%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1535000 | PA      | $1038843.90   | 0.02%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1843358.21   | 0.04%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1893584.42   | 0.04%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    990000 | PA      | $753083.77    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   7783000 | PA      | $7817940.07   | 0.15%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2184673.63   | 0.04%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4325000 | PA      | $3959536.25   | 0.08%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5053000 | PA      | $4164276.19   | 0.08%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1809448.21   | 0.03%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1410966.53   | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2209417.92   | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    429000 | PA      | $401662.73    | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                 | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1120338.77   | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1325574.27   | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2545000 | PA      | $2752947.73   | 0.05%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                  | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    374000 | PA      | $323452.23    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    252000 | PA      | $218205.76    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   6394000 | PA      | $6681119.37   | 0.13%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                    | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    767000 | PA      | $759891.26    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1733992.57   | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    905000 | PA      | $673044.68    | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   4887000 | PA      | $3792954.15   | 0.07%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4198000 | PA      | $3482611.68   | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   2680000 | PA      | $2339640.08   | 0.04%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  15197000 | PA      | $13055327.67  | 0.25%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    132000 | PA      | $103939.56    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $3947678.07   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    396000 | PA      | $278230.76    | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    977000 | PA      | $731915.90    | 0.01%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1617093.37   | 0.03%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1567776.90   | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1741378.14   | 0.03%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    939000 | PA      | $1069054.60   | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1631000 | PA      | $1093656.84   | 0.02%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1818898.68   | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    474000 | PA      | $340607.55    | 0.01%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   4533000 | PA      | $4303537.41   | 0.08%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3066000 | PA      | $3540384.55   | 0.07%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1770898.27   | 0.03%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1185718.71   | 0.02%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7173000 | PA      | $7554164.54   | 0.14%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1056487.80   | 0.02%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                             | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   1789000 | PA      | $1910146.95   | 0.04%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $983919.99    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    277000 | PA      | $280494.08    | 0.01%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $1772207.13   | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston University                                                   | BOSTON UNIVERSTY               | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    793000 | PA      | $666275.27    | 0.01%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $630117.06    | 0.01%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $845942.37    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                             | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    322000 | PA      | $238526.85    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $813459.72    | 0.02%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                           | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $358311.96    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    981000 | PA      | $905512.58    | 0.02%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $2630541.70   | 0.05%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2180380.89   | 0.04%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2692000 | PA      | $2114790.16   | 0.04%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4301729.44   | 0.08%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5152000 | PA      | $4865814.85   | 0.09%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2214836.36   | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    716000 | PA      | $782509.98    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1726602.33   | 0.03%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $209461.64    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $1848355.20   | 0.04%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN               | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2420000 | PA      | $1773365.30   | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $906529.56    | 0.02%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5182053.02   | 0.10%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    604000 | PA      | $696470.18    | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    870000 | PA      | $1063543.27   | 0.02%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1100537.47   | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $3382205.81   | 0.06%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    771000 | PA      | $660819.68    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2192273.61   | 0.04%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    437000 | PA      | $443361.54    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2252457.76   | 0.04%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1375709.09   | 0.03%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   1039000 | PA      | $916250.11    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $818030.31    | 0.02%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $763108.37    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1515329.66   | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                          | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1000677.37   | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1192315.04   | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                        | INGERSOLL-RND GL               | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1302178.31   | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2993392.95   | 0.06%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1930787.70   | 0.04%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $4347516.87   | 0.08%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    763000 | PA      | $784875.79    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7638000 | PA      | $4952739.73   | 0.09%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1524000 | PA      | $1236024.90   | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2294144.97   | 0.04%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                        | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $862115.03    | 0.02%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2205012.65   | 0.04%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2075580.37   | 0.04%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    843000 | PA      | $634944.39    | 0.01%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    320000 | PA      | $205407.40    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    988000 | PA      | $839140.45    | 0.02%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1650234.08   | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1013071.66   | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1523873.54   | 0.03%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2632959.48   | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1056224.09   | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2380826.71   | 0.05%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1073426.17   | 0.02%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2722437.50   | 0.05%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $5071868.85   | 0.10%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $309632.63    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $2397815.27   | 0.05%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                               | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    662000 | PA      | $631212.84    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $4069256.41   | 0.08%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    689000 | PA      | $745772.75    | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4137000 | PA      | $3639660.66   | 0.07%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $506590.33    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1298144.03   | 0.02%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    871000 | PA      | $967199.69    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                    | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    515000 | PA      | $489014.23    | 0.01%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1642855.64   | 0.03%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2720149.82   | 0.05%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $954056.23    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1581508.60   | 0.03%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1668585.92   | 0.03%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $345784.33    | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $1973737.82   | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $987088.53    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1500098.60   | 0.03%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    825000 | PA      | $587620.76    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                        | TRANE TECH LUX                 | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $253587.52    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $809018.90    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    728000 | PA      | $658406.51    | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    922000 | PA      | $633073.29    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1377373.04   | 0.03%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    528000 | PA      | $469545.29    | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1019684.73   | 0.02%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | MARATHON OIL COR               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1255518.43   | 0.02%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6399000 | PA      | $5675691.72   | 0.11%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    593000 | PA      | $643302.93    | 0.01%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                            | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $4291153.05   | 0.08%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $877265.96    | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                      | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $796621.85    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $938590.43    | 0.02%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                    | WALGREENS BOOTS                | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2207524.22   | 0.04%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1048319.54   | 0.02%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                      | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $884823.63    | 0.02%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $450492.48    | 0.01%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1092514.54   | 0.02%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1830279.53   | 0.03%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4257198.33   | 0.08%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2174139.23   | 0.04%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1656234.45   | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BHSH System Obligated Group                                                     | SPECTRUM HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $851244.94    | 0.02%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    465000 | PA      | $511097.73    | 0.01%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $3184557.13   | 0.06%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $912186.07    | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1641635.15   | 0.03%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    392000 | PA      | $320448.82    | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $3662219.13   | 0.07%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1331144.30   | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XLIT Ltd                                                                        | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    997000 | PA      | $993611.40    | 0.02%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   4208000 | PA      | $2970713.72   | 0.06%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    454000 | PA      | $492804.24    | 0.01%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045050.52   | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    374000 | PA      | $301926.88    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5619000 | PA      | $5260062.10   | 0.10%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1700650.07   | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3621000 | PA      | $2422992.48   | 0.05%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC               | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $858376.36    | 0.02%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1107542.20   | 0.02%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2436084.02   | 0.05%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                  | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2562104.93   | 0.05%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12685000 | PA      | $8745989.99   | 0.17%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                 | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $689802.31    | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    374000 | PA      | $356395.51    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                  | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $647840.31    | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2605608.29   | 0.05%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                            | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $938187.60    | 0.02%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $677802.42    | 0.01%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3840000 | PA      | $2745508.53   | 0.05%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1332275.74   | 0.03%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $873761.98    | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2089670.25   | 0.04%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    967000 | PA      | $780983.51    | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                     | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $563373.16    | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $713106.63    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1690906.22   | 0.03%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1831430.09   | 0.03%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2961000 | PA      | $2605896.03   | 0.05%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    513000 | PA      | $451203.10    | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $4268815.35   | 0.08%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1849070.99   | 0.04%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                         | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    740000 | PA      | $490329.12    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    481000 | PA      | $423333.05    | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6239000 | PA      | $5269864.62   | 0.10%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                              | WEST VA HEALTH                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $603191.67    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1669733.39   | 0.03%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                        | XLIT LTD                       | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $835565.59    | 0.02%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1818307.79   | 0.03%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4269847.22   | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1628734.82   | 0.03%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2618880.20   | 0.05%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1169380.89   | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2433815.47   | 0.05%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    955000 | PA      | $728098.49    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                           | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1191927.05   | 0.02%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   6580000 | PA      | $7502024.54   | 0.14%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1286002.12   | 0.02%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1354607.88   | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1946815.43   | 0.04%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4387000 | PA      | $3698102.20   | 0.07%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   4049000 | PA      | $3154067.99   | 0.06%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $1961658.60   | 0.04%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                          | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    454000 | PA      | $288962.67    | 0.01%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1734164.04   | 0.03%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2165520.81   | 0.04%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1893896.63   | 0.04%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1184410.39   | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5337000 | PA      | $3911907.38   | 0.07%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2980655.26   | 0.06%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2441000 | PA      | $2762667.83   | 0.05%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $788014.57    | 0.02%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1135429.09   | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5633000 | PA      | $5326483.29   | 0.10%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1790402.18   | 0.03%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    581000 | PA      | $534711.56    | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                        | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    872000 | PA      | $642885.38    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1294410.65   | 0.02%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3576000 | PA      | $3265561.65   | 0.06%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1109000 | PA      | $1160182.16   | 0.02%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4449000 | PA      | $4621757.29   | 0.09%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $4261147.97   | 0.08%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2133412.88   | 0.04%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    540000 | PA      | $465148.45    | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2074307.39   | 0.04%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1090487.03   | 0.02%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $1529368.72   | 0.03%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1313437.69   | 0.03%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2658311.63   | 0.05%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    981000 | PA      | $851732.98    | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2565410.16   | 0.05%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    545000 | PA      | $564031.40    | 0.01%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1118082.51   | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1333742.33   | 0.03%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3550333.56   | 0.07%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    341000 | PA      | $295597.39    | 0.01%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1849744.77   | 0.04%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                       | BRIGHTHOUSE FINA               | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    365000 | PA      | $231334.09    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8583000 | PA      | $7604794.55   | 0.15%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1196948.17   | 0.02%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $901039.99    | 0.02%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                          | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $851285.66    | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2057043.20   | 0.04%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6981000 | PA      | $6080283.11   | 0.12%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1119355.65   | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1408212.71   | 0.03%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $983427.24    | 0.02%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    512000 | PA      | $429246.89    | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $236218.87    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                              | TECK RESOURCES                 | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   1789000 | PA      | $1703655.20   | 0.03%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1474391.53   | 0.03%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1005977.28   | 0.02%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2015000 | PA      | $1558508.98   | 0.03%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7509000 | PA      | $6892156.45   | 0.13%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    461000 | PA      | $460563.27    | 0.01%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1109810.29   | 0.02%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6208000 | PA      | $6166614.74   | 0.12%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $2614952.87   | 0.05%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1114993.88   | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1708417.07   | 0.03%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2754234.70   | 0.05%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   2575000 | PA      | $1985385.10   | 0.04%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3351000 | PA      | $3104261.48   | 0.06%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    364000 | PA      | $315995.33    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $985296.14    | 0.02%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    903000 | PA      | $710415.28    | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $969857.32    | 0.02%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                            | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    488000 | PA      | $449172.99    | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $3972259.33   | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2073662.82   | 0.04%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1611453.63   | 0.03%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    855000 | PA      | $567147.59    | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    952000 | PA      | $774036.27    | 0.01%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $3262459.46   | 0.06%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                     | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   3426000 | PA      | $2497230.62   | 0.05%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3425435.50   | 0.07%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                             | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $1918899.13   | 0.04%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $941989.23    | 0.02%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5637000 | PA      | $3934437.56   | 0.08%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1833697.45   | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    256000 | PA      | $211674.03    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                     | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $307836.95    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $974858.92    | 0.02%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4927000 | PA      | $4752252.56   | 0.09%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $296549.49    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                         | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $440440.83    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3295636.23   | 0.06%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $1702270.76   | 0.03%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2353792.50   | 0.04%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2073368.19   | 0.04%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2436000 | PA      | $2207088.79   | 0.04%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4983000 | PA      | $4244332.89   | 0.08%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2146017.88   | 0.04%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1295507.38   | 0.02%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $822721.13    | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2327400.06   | 0.04%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1613376.09   | 0.03%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $957661.89    | 0.02%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2061428.98   | 0.04%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $2897613.17   | 0.06%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1344600.39   | 0.03%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1382035.85   | 0.03%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    520000 | PA      | $473564.01    | 0.01%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $8643286.57   | 0.17%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2479977.23   | 0.05%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3040000 | PA      | $2490503.68   | 0.05%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6029000 | PA      | $6187708.30   | 0.12%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $3760162.23   | 0.07%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938632.75    | 0.02%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                          | CHURCH & DWIGHT                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1471591.72   | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1330866.20   | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $480519.26    | 0.01%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2273016.17   | 0.04%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                    | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1030125.93   | 0.02%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                            | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1142248.51   | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $4960188.31   | 0.09%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR INC                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1303000 | PA      | $1399511.69   | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU               | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1089352.28   | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1405566.02   | 0.03%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2227237.58   | 0.04%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2687870.21   | 0.05%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1396243.79   | 0.03%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1095416.76   | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2605888.73   | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $2733930.33   | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1571507.94   | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    884000 | PA      | $973771.61    | 0.02%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                   | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $953692.33    | 0.02%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3063000 | PA      | $2786725.15   | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $672441.45    | 0.01%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                              | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $710996.28    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                              | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $1965011.18   | 0.04%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1056900.40   | 0.02%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $2267274.39   | 0.04%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1797000 | PA      | $1456095.57   | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1980890.14   | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    744000 | PA      | $754316.88    | 0.01%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1784477.22   | 0.03%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1472383.97   | 0.03%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5110268.68   | 0.10%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $3012486.81   | 0.06%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $3899442.86   | 0.07%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4427000 | PA      | $3212523.82   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1376089.21   | 0.03%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1544011.68   | 0.03%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2056163.97   | 0.04%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    658000 | PA      | $728742.58    | 0.01%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    496000 | PA      | $511312.65    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $925213.23    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2493555.00   | 0.05%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    852000 | PA      | $722387.79    | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $7489957.58   | 0.14%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $4220798.84   | 0.08%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2546000 | PA      | $1792779.34   | 0.03%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1771021.12   | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    891000 | PA      | $996023.69    | 0.02%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4802000 | PA      | $4325988.50   | 0.08%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1260978.94   | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $992356.34    | 0.02%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1014000 | PA      | $1089163.93   | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7806000 | PA      | $5421021.97   | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3408456.33   | 0.07%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3666000 | PA      | $3358251.36   | 0.06%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    603000 | PA      | $667415.79    | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    734000 | PA      | $498531.24    | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    795000 | PA      | $575362.35    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                     | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1164326.30   | 0.02%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                   | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    710000 | PA      | $631602.09    | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2476453.14   | 0.05%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1856000 | PA      | $2100053.79   | 0.04%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                         | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1174624.98   | 0.02%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1210525.46   | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   2582000 | PA      | $1812173.99   | 0.03%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1080234.33   | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5619000 | PA      | $4880051.72   | 0.09%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2001259.45   | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   4544000 | PA      | $3552989.41   | 0.07%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    465000 | PA      | $300143.98    | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1444249.32   | 0.03%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2386390.24   | 0.05%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1980538.96   | 0.04%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   7287000 | PA      | $6389304.56   | 0.12%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   6030000 | PA      | $6229140.27   | 0.12%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $585797.23    | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                   | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $2730366.91   | 0.05%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    807000 | PA      | $691818.24    | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                          | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1047072.34   | 0.02%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    287000 | PA      | $247009.85    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6617000 | PA      | $6797285.66   | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP               | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2107167.11   | 0.04%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1055893.69   | 0.02%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2160081.81   | 0.04%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    617000 | PA      | $501864.38    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1468026.09   | 0.03%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    515000 | PA      | $377037.77    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1052030.30   | 0.02%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1816112.30   | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                     | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $846303.32    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    840000 | PA      | $720499.72    | 0.01%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                            | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    110000 | PA      | $135125.06    | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1678041.43   | 0.03%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    745000 | PA      | $631072.27    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2238000 | PA      | $2288521.64   | 0.04%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    471000 | PA      | $479129.53    | 0.01%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1419675.22   | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1018641.90   | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   1667000 | PA      | $1248452.06   | 0.02%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                        | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    865000 | PA      | $556573.39    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1364238.07   | 0.03%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    865000 | PA      | $699513.92    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1621283.23   | 0.03%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1078624.86   | 0.02%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1104000 | PA      | $861904.52    | 0.02%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2268601.39   | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1715372.81   | 0.03%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    428000 | PA      | $367187.53    | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    980000 | PA      | $556378.87    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1113109.02   | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2564471.21   | 0.05%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1515147.80   | 0.03%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6837361.68   | 0.13%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1432513.14   | 0.03%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $1835842.88   | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $3145685.55   | 0.06%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $308600.60    | 0.01%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $857506.89    | 0.02%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $2964832.75   | 0.06%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    956000 | PA      | $748875.21    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   3609000 | PA      | $2847146.81   | 0.05%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1114159.43   | 0.02%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $252059.54    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                        | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465464.54    | 0.01%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $5880809.94   | 0.11%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $800998.27    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1601087.14   | 0.03%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                  | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $851603.47    | 0.02%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1449685.75   | 0.03%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $3354297.85   | 0.06%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                    | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    490000 | PA      | $403516.80    | 0.01%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1617109.39   | 0.03%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2241872.63   | 0.04%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1147182.43   | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3875923.99   | 0.07%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3191209.54   | 0.06%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1540000 | PA      | $1085834.00   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1133939.17   | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1149470.13   | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $294075.75    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2126186.12   | 0.04%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   4024000 | PA      | $3234688.50   | 0.06%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $997205.71    | 0.02%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                   | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $537719.24    | 0.01%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1361680.72   | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1339309.23   | 0.03%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1610462.69   | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $888774.28    | 0.02%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $813165.39    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $659384.84    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $2735562.82   | 0.05%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $940840.18    | 0.02%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1430144.77   | 0.03%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6309000 | PA      | $5693402.29   | 0.11%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $147242.09    | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2005772.50   | 0.04%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1728000 | PA      | $1748418.70   | 0.03%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6218000 | PA      | $5300241.48   | 0.10%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    487000 | PA      | $306352.02    | 0.01%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    530000 | PA      | $606344.22    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1323179.47   | 0.03%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    848000 | PA      | $738633.36    | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $1790768.11   | 0.03%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1096132.21   | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2070300.86   | 0.04%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2686000 | PA      | $2999472.15   | 0.06%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1817698.51   | 0.03%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1293050.73   | 0.02%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $970321.36    | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   2052000 | PA      | $1479420.12   | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2129000 | PA      | $1836841.50   | 0.04%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    930000 | PA      | $810838.34    | 0.02%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    718000 | PA      | $799389.30    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    805000 | PA      | $724917.39    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1037807.93   | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    735000 | PA      | $476715.28    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $265227.63    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2230500 | PA      | $1437534.88   | 0.03%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2442294.22   | 0.05%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    516000 | PA      | $569374.66    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2375016.38   | 0.05%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    402000 | PA      | $326499.91    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   2542000 | PA      | $2555580.74   | 0.05%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2211852.20   | 0.04%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1564761.12   | 0.03%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    646000 | PA      | $507412.28    | 0.01%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3730000 | PA      | $2847955.93   | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1350704.17   | 0.03%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                   | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1885991.99   | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $907732.51    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2188577.55   | 0.04%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1459195.42   | 0.03%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4513000 | PA      | $2792424.71   | 0.05%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1048092.99   | 0.02%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1345076.23   | 0.03%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    643000 | PA      | $626050.36    | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    975000 | PA      | $604542.15    | 0.01%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $1854904.01   | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    416000 | PA      | $416628.19    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 448055AD5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1723000 | PA      | $1786135.54   | 0.03%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1293469.71   | 0.02%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    983000 | PA      | $643706.59    | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1335429.00   | 0.03%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    980000 | PA      | $569904.42    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    714000 | PA      | $638261.35    | 0.01%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                             | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    925000 | PA      | $787059.15    | 0.02%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2147391.92   | 0.04%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    824000 | PA      | $574503.50    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1694024.04   | 0.03%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1197322.00   | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $1872090.43   | 0.04%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $3183910.25   | 0.06%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3497000 | PA      | $2956826.10   | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $1999225.61   | 0.04%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    978000 | PA      | $835450.92    | 0.02%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3967095.06   | 0.08%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                           | COTHEA 3.304 11/01/49          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |   1344000 | PA      | $964959.57    | 0.02%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1847152.10   | 0.04%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5418000 | PA      | $3537176.68   | 0.07%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1368609.53   | 0.03%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    242000 | PA      | $192840.15    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2229466.73   | 0.04%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                               | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2405207.08   | 0.05%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5024000 | PA      | $4433368.81   | 0.08%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    840000 | PA      | $579881.54    | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC               | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    808000 | PA      | $729592.96    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $619749.27    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                 | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1486696.42   | 0.03%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1827452.11   | 0.03%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1034591.32   | 0.02%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7647000 | PA      | $5369542.01   | 0.10%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                       | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1270732.87   | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5238357.74   | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                        | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1147947.91   | 0.02%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $3180372.42   | 0.06%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $1793139.09   | 0.03%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8188000 | PA      | $8895854.24   | 0.17%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2817000 | PA      | $2382149.88   | 0.05%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2616000 | PA      | $2228223.86   | 0.04%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $741367.66    | 0.01%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    885000 | PA      | $715005.22    | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                  | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1106333.98   | 0.02%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                    | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    816000 | PA      | $623365.91    | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2310013.21   | 0.04%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    808000 | PA      | $599835.68    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                          | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1173264.95   | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $3802216.99   | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3916605.98   | 0.07%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $2963902.80   | 0.06%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    865000 | PA      | $552299.59    | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    560000 | PA      | $471964.18    | 0.01%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1051393.13   | 0.02%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1568291.32   | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    471000 | PA      | $435417.70    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10397000 | PA      | $7245148.51   | 0.14%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $868925.23    | 0.02%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                    | ADVENTHEALTH                   | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $653048.34    | 0.01%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    736000 | PA      | $785358.25    | 0.02%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2533127.05   | 0.05%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2044148.50   | 0.04%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1427242.19   | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    952000 | PA      | $996844.15    | 0.02%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1080348.00   | 0.02%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5099000 | PA      | $4884648.90   | 0.09%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                  | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    990000 | PA      | $830660.30    | 0.02%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1654234.66   | 0.03%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1581468.97   | 0.03%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1265963.66   | 0.02%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1315393.64   | 0.03%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2867000 | PA      | $2929985.78   | 0.06%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4392000 | PA      | $3435737.17   | 0.07%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2709021.76   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2258018.05   | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1352827.24   | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                 | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    840000 | PA      | $791036.90    | 0.02%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                            | THOMSON REUTERS                | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1272036.83   | 0.02%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $952410.62    | 0.02%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1353298.31   | 0.03%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1511987.34   | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2108693.70   | 0.04%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    351000 | PA      | $294251.64    | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1491262.32   | 0.03%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1864799.97   | 0.04%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    527000 | PA      | $387230.10    | 0.01%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268934.69    | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $672378.76    | 0.01%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    990000 | PA      | $635093.48    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    920000 | PA      | $783169.06    | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    881000 | PA      | $803294.99    | 0.02%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1259979.36   | 0.02%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    726000 | PA      | $769533.28    | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                     | DAYTON PWR & LT                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $930906.90    | 0.02%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2138547.85   | 0.04%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $1868696.62   | 0.04%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $3545017.80   | 0.07%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2584943.52   | 0.05%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2149316.59   | 0.04%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    825000 | PA      | $760988.60    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1938000 | PA      | $1984934.39   | 0.04%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1394036.13   | 0.03%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2895861.22   | 0.06%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2482224.99   | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6162000 | PA      | $5838595.13   | 0.11%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4510000 | PA      | $3385528.33   | 0.06%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3800983.79   | 0.07%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1352941.94   | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1143631.29   | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                | BERKLEY (WR)                   | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $983936.80    | 0.02%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $744772.97    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   3093000 | PA      | $3167481.98   | 0.06%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $1817936.74   | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3957000 | PA      | $3772377.66   | 0.07%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELECTRIC CO                | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $846296.90    | 0.02%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1558842.61   | 0.03%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1220970.68   | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $949994.31    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2205356.56   | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1414572.25   | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1192929.58   | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1837149.68   | 0.04%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1332237.26   | 0.03%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                                          | FIRST REP BANK                 | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   1381500 | PA      | $1071221.61   | 0.02%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3086832.82   | 0.06%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    302000 | PA      | $250234.54    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1553671.02   | 0.03%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crane Holdings Co                                                               | CRANE CO                       | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    959000 | PA      | $687986.22    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1076689.88   | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   3177000 | PA      | $2732027.25   | 0.05%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1304186.93   | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1450978.79   | 0.03%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    253000 | PA      | $211029.57    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1220211.21   | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $1516076.60   | 0.03%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1448030.56   | 0.03%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1859158.57   | 0.04%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2296117.58   | 0.04%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    371000 | PA      | $361873.13    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1955068.04   | 0.04%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    721000 | PA      | $577129.84    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1201917.78   | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4149612.76   | 0.08%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2962000 | PA      | $2153171.46   | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2318883.51   | 0.04%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502296.88    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1460723.52   | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    720000 | PA      | $605319.90    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    502000 | PA      | $412028.10    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $2601409.36   | 0.05%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                          | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    667000 | PA      | $748169.88    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2169019.35   | 0.04%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3363787.48   | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                               | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1335352.16   | 0.03%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    806000 | PA      | $871545.69    | 0.02%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $999614.71    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2897000 | PA      | $2846358.18   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3456552.99   | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1093693.08   | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1749552.41   | 0.03%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                   | BAYLOR SCOTT & W               | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    958000 | PA      | $791440.45    | 0.02%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    310000 | PA      | $219548.13    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $2752521.89   | 0.05%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1259268.04   | 0.02%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $2851691.85   | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2585902.79   | 0.05%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    485000 | PA      | $334618.53    | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2552000 | PA      | $1981738.20   | 0.04%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2548751.27   | 0.05%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1580207.51   | 0.03%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2549270.12   | 0.05%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2195295.50   | 0.04%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1275946.48   | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1341307.39   | 0.03%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1332833.50   | 0.03%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15982000 | PA      | $13112063.04  | 0.25%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                               | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    325000 | PA      | $221235.93    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1767776.42   | 0.03%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $1469576.41   | 0.03%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3711000 | PA      | $2974813.49   | 0.06%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP               | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $2074992.37   | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    666000 | PA      | $705428.33    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $2205210.26   | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                             | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1128424.39   | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2282883.65   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1567660.49   | 0.03%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1176474.63   | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2674320.01   | 0.05%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    520000 | PA      | $437107.74    | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1089273.82   | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $2697924.48   | 0.05%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   2460000 | PA      | $2131755.26   | 0.04%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5133366.88   | 0.10%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3395000 | PA      | $2240007.93   | 0.04%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    660000 | PA      | $438379.10    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                            | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   4604000 | PA      | $4607238.32   | 0.09%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3344541.71   | 0.06%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                   | RICE UNIVERSITY                | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    423000 | PA      | $344189.42    | 0.01%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1964000 | PA      | $2046605.29   | 0.04%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2461058.08   | 0.05%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $515443.67    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $441237.65    | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                  | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $871095.83    | 0.02%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    991000 | PA      | $864423.28    | 0.02%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $633624.82    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2695750.27   | 0.05%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    933000 | PA      | $846758.15    | 0.02%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $2420289.47   | 0.05%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $3681536.88   | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1048485.34   | 0.02%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1488261.62   | 0.03%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2371000 | PA      | $2169465.00   | 0.04%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1053221.34   | 0.02%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1808097.18   | 0.03%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    930000 | PA      | $669412.38    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1264738.75   | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $315917.14    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3519000 | PA      | $3444654.02   | 0.07%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    410000 | PA      | $306970.94    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MultiCare Health System                                                         | MULTICARE HEALTH               | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    975000 | PA      | $583952.36    | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                 | MT SINAI HOSP                  | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1009404.58   | 0.02%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $2579887.16   | 0.05%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $1997405.25   | 0.04%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2420515.09   | 0.05%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    675000 | PA      | $737696.62    | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    484000 | PA      | $336906.17    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    428000 | PA      | $460873.97    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3979000 | PA      | $2949201.02   | 0.06%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1789474.53   | 0.03%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                              | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $757874.14    | 0.01%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2725000 | PA      | $2589326.07   | 0.05%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    962000 | PA      | $808732.57    | 0.02%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                  | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $562175.62    | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205548.45    | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    704000 | PA      | $543099.37    | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    419000 | PA      | $389033.33    | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $2974403.27   | 0.06%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1868167.69   | 0.04%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2560207.39   | 0.05%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1646927.96   | 0.03%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48549.37     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1015980.40   | 0.02%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6751000 | PA      | $5950442.86   | 0.11%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1240701.05   | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5677842.38   | 0.11%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                   | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1103080.69   | 0.02%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   3371000 | PA      | $3224005.56   | 0.06%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2705000 | PA      | $1907406.41   | 0.04%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1105172.96   | 0.02%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                      | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2438 | PA      | $2029.97      | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    713000 | PA      | $456495.28    | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $242438.04    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1241136.94   | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    578000 | PA      | $421232.83    | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1567462.18   | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1386533.26   | 0.03%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1763304.66   | 0.03%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1390949.36   | 0.03%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234952.66    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $825702.63    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3794000 | PA      | $3869309.46   | 0.07%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1476070.04   | 0.03%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $2825375.80   | 0.05%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   2984000 | PA      | $3050986.38   | 0.06%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1815499.71   | 0.03%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1456000 | PA      | $1240507.30   | 0.02%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1637079.24   | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2921000 | PA      | $2666264.03   | 0.05%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $754346.13    | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1114298.06   | 0.02%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1583680.17   | 0.03%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                       | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $501597.81    | 0.01%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2175105.56   | 0.04%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1636508.61   | 0.03%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE               | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $903818.89    | 0.02%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1204026.87   | 0.02%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    341000 | PA      | $347272.92    | 0.01%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                              | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    380000 | PA      | $281978.70    | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $756689.63    | 0.01%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2531588.75   | 0.05%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1628709.23   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5169000 | PA      | $4789335.76   | 0.09%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1718572.09   | 0.03%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1150828.01   | 0.02%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    800000 | PA      | $658275.56    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    684000 | PA      | $737009.12    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1175230.99   | 0.02%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1655000 | PA      | $1300926.95   | 0.02%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1139010.21   | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2211645.98   | 0.04%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $822323.01    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1973895.77   | 0.04%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6278000 | PA      | $5802679.31   | 0.11%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   3055000 | PA      | $1879330.66   | 0.04%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                             | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    345000 | PA      | $265087.33    | 0.01%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1190414.54   | 0.02%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2709362.96   | 0.05%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $854784.37    | 0.02%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1331644.58   | 0.03%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $791098.81    | 0.02%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1189279.92   | 0.02%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2082481.88   | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5559000 | PA      | $4133256.75   | 0.08%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELEC CAP CRP               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1154540.40   | 0.02%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                          | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    917500 | PA      | $527284.79    | 0.01%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2489645.82   | 0.05%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $647461.68    | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                         | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $717099.54    | 0.01%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6417000 | PA      | $5556140.46   | 0.11%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    816000 | PA      | $725046.49    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                     | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    813000 | PA      | $684820.21    | 0.01%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5781000 | PA      | $5267529.90   | 0.10%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $1336568.54   | 0.03%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9030000 | PA      | $8440461.46   | 0.16%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    376000 | PA      | $366439.31    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                            | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    767000 | PA      | $618863.30    | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2360333.66   | 0.05%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1542298.27   | 0.03%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS               | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $2216717.57   | 0.04%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    896000 | PA      | $904513.85    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2391792.38   | 0.05%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    750000 | PA      | $625904.96    | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                          | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1278500 | PA      | $1037197.58   | 0.02%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2741000 | PA      | $2270793.48   | 0.04%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1638506.31   | 0.03%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $1569867.59   | 0.03%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $2847935.26   | 0.05%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1964791.47   | 0.04%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2081577.74   | 0.04%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                          | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   2758000 | PA      | $1943917.91   | 0.04%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1328839.93   | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $2838030.56   | 0.05%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1913310.82   | 0.04%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $1652478.49   | 0.03%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY I               | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1289468.06   | 0.02%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1900366.46   | 0.04%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    642000 | PA      | $698141.04    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $923136.87    | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2471000 | PA      | $1584088.47   | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4217914.73   | 0.08%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                    | LYONDELLBASELL                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    311000 | PA      | $246387.62    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    741000 | PA      | $643523.10    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2355588.49   | 0.04%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1596863.48   | 0.03%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    877000 | PA      | $833335.78    | 0.02%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $882925.91    | 0.02%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    867000 | PA      | $707992.73    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                               | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    385000 | PA      | $291223.02    | 0.01%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2965000 | PA      | $2139839.85   | 0.04%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    459000 | PA      | $428684.95    | 0.01%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                    | HSBC BANK USA NA               | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    715000 | PA      | $677344.22    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6127500.66   | 0.12%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3449000 | PA      | $2707547.12   | 0.05%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5281000 | PA      | $4808483.85   | 0.09%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $2961525.36   | 0.06%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    809000 | PA      | $823332.54    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   8655000 | PA      | $8871097.61   | 0.17%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    761000 | PA      | $786281.47    | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $3655667.57   | 0.07%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   2080000 | PA      | $1633539.13   | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                       | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    811000 | PA      | $608477.09    | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1454720.27   | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $943904.95    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5993000 | PA      | $4515432.74   | 0.09%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4566000 | PA      | $2890910.80   | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1893139.62   | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1016042.86   | 0.02%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                            | THOMSON CORP                   | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   1295000 | PA      | $1248253.54   | 0.02%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ               | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $1631107.42   | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1622926.52   | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                           | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1029920.62   | 0.02%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2270189.26   | 0.04%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2265000 | PA      | $1753417.99   | 0.03%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $345376.38    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $2519430.92   | 0.05%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1788777.76   | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4769000 | PA      | $3772588.32   | 0.07%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $994797.70    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    533000 | PA      | $420152.42    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  11362000 | PA      | $7650261.39   | 0.15%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | CAMPBELL SOUP CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    896000 | PA      | $814325.90    | 0.02%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2074167.46   | 0.04%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1103839.57   | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    679000 | PA      | $612814.94    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                    | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    860000 | PA      | $620358.32    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $2982097.23   | 0.06%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    977000 | PA      | $1058172.77   | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5175479.57   | 0.10%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    927000 | PA      | $1022585.07   | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2252638.60   | 0.04%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    927000 | PA      | $789371.55    | 0.02%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    935000 | PA      | $812226.20    | 0.02%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1684730.74   | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Howard University                                                               | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $681362.34    | 0.01%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | NATIONAL RETAIL                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $846049.66    | 0.02%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    353000 | PA      | $340918.20    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3853000 | PA      | $3376293.62   | 0.06%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3170000 | PA      | $2651850.63   | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4946000 | PA      | $4379096.95   | 0.08%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5386000 | PA      | $4696265.12   | 0.09%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2130000 | PA      | $1295370.30   | 0.02%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN               | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3820000 | PA      | $3745202.03   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1680190.02   | 0.03%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $706483.09    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269646.76    | 0.01%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1133013.40   | 0.02%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4641000 | PA      | $4758400.08   | 0.09%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7703851.68   | 0.15%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1539262.37   | 0.03%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2403577.85   | 0.05%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $940919.21    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $3727604.53   | 0.07%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2430118.18   | 0.05%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7958000 | PA      | $5005545.31   | 0.10%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    527000 | PA      | $489742.92    | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    811000 | PA      | $795839.94    | 0.02%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $326909.72    | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1475167.02   | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1813296.63   | 0.03%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American University/The                                                         | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $928370.66    | 0.02%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    737000 | PA      | $429661.54    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    303000 | PA      | $227000.67    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    867000 | PA      | $845901.78    | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $807391.17    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $892824.37    | 0.02%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2947000 | PA      | $2891979.83   | 0.06%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    649000 | PA      | $478620.86    | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4616000 | PA      | $4314510.11   | 0.08%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1351947.32   | 0.03%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2122697.88   | 0.04%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1538185.92   | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    563000 | PA      | $400138.73    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2555739.66   | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1695714.08   | 0.03%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $958666.05    | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3029968.70   | 0.06%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                             | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    970000 | PA      | $681123.86    | 0.01%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2119475.45   | 0.04%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    971000 | PA      | $741803.33    | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    620000 | PA      | $462558.02    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                  | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1049070.47   | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2429512.95   | 0.05%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   1877000 | PA      | $1576527.70   | 0.03%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    762000 | PA      | $663908.95    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                    | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $894709.80    | 0.02%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1574891.74   | 0.03%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                       | UNIV OF CHICAGO                | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    905000 | PA      | $620772.34    | 0.01%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1176677.23   | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                       | GE HEALTHCARE                  | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2779652.18   | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2435647.68   | 0.05%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1184531.46   | 0.02%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $2853382.08   | 0.05%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    974000 | PA      | $749954.73    | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    530000 | PA      | $461880.67    | 0.01%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    929000 | PA      | $840675.08    | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4610506.90   | 0.09%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    395000 | PA      | $287085.57    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $342953.99    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2840614.63   | 0.05%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $452413.20    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2911000 | PA      | $2883193.05   | 0.06%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4132632.11   | 0.08%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3104236.79   | 0.06%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DE4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    936000 | PA      | $857467.80    | 0.02%             | 2035-07-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1117062.12   | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    895000 | PA      | $905010.76    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    649000 | PA      | $707475.77    | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1108720.59   | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3276602.57   | 0.06%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    217000 | PA      | $159874.82    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2637000 | PA      | $2430676.11   | 0.05%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1629648.60   | 0.03%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1241526.57   | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1708372.31   | 0.03%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    665000 | PA      | $600439.68    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1012001.32   | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $3694593.31   | 0.07%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                             | TRINITY HEALTH                 | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $809023.13    | 0.02%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1004789.71   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $3046300.18   | 0.06%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1315442.69   | 0.03%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| IHC Health Services Inc                                                         | IHC HEALTH SERV                | CUSIP: 45174XAA0<br>LEI: UHH3GVKP4EW0MPCVT846 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222223.70    | 0.00%             | 2048-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1751809.66   | 0.03%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $539043.42    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                         | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1066783.40   | 0.02%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1082399.64   | 0.02%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2299597.27   | 0.04%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $877216.43    | 0.02%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1059944.45   | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2551329.95   | 0.05%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    767000 | PA      | $674577.21    | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1510439.36   | 0.03%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $2809603.02   | 0.05%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    428000 | PA      | $372734.14    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    379000 | PA      | $418841.03    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2571201.74   | 0.05%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2240255.42   | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                 | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $949554.89    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2415177.11   | 0.05%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    612000 | PA      | $452031.16    | 0.01%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                   | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    435000 | PA      | $380043.64    | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2166107.92   | 0.04%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1309997 | PA      | $1286853.01   | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1101250.61   | 0.02%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3587735.83   | 0.07%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348533.71    | 0.01%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                          | APTIV PLC                      | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2390000 | PA      | $1804707.36   | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                               | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    605000 | PA      | $380800.27    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6249000 | PA      | $5914661.94   | 0.11%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | IDAHO POWER CO                 | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $959706.96    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $302603.66    | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2594000 | PA      | $2188522.96   | 0.04%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1710004.80   | 0.03%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $1939687.95   | 0.04%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1895000 | PA      | $1295796.74   | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $875062.92    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2136084.89   | 0.04%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    625000 | PA      | $682749.93    | 0.01%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1653481.87   | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2191291.73   | 0.04%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1340379.12   | 0.03%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2398770.97   | 0.05%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   3258000 | PA      | $3593480.82   | 0.07%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1353370.61   | 0.03%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    544000 | PA      | $470851.12    | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1667042.19   | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1509114.45   | 0.03%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2521038.84   | 0.05%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1624720.54   | 0.03%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    756000 | PA      | $720801.90    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $1966838.31   | 0.04%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3468000 | PA      | $3516161.47   | 0.07%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1447675.49   | 0.03%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1310174.01   | 0.03%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    969000 | PA      | $805737.79    | 0.02%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   3032000 | PA      | $2404575.14   | 0.05%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    377000 | PA      | $395752.61    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1026941.85   | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $627699.08    | 0.01%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $848966.17    | 0.02%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    915000 | PA      | $796742.18    | 0.02%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1598990.60   | 0.03%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                       | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826292 | PA      | $794908.98    | 0.02%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                        | TRANE TECH LUX                 | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    981000 | PA      | $848377.76    | 0.02%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1253371.08   | 0.02%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4728000 | PA      | $3348659.80   | 0.06%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1459547.54   | 0.03%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222648.40    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    361000 | PA      | $356093.86    | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $771586.07    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    850000 | PA      | $569272.66    | 0.01%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $8974554.86   | 0.17%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   3251000 | PA      | $2495588.15   | 0.05%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $4472250.69   | 0.09%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1359583.26   | 0.03%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1204291.87   | 0.02%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                            | THOMSON REUTERS                | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $613121.79    | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELEC CAP CRP               | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1194585.63   | 0.02%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1717622.73   | 0.03%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    538000 | PA      | $353114.26    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $990206.79    | 0.02%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1150667.50   | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                       | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1605435.76   | 0.03%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1622841.69   | 0.03%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1435947.16   | 0.03%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330106.60    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    597000 | PA      | $544246.98    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    463000 | PA      | $410532.28    | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    534000 | PA      | $705254.57    | 0.01%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                    | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $444826.51    | 0.01%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1463447.98   | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3903000 | PA      | $3493557.27   | 0.07%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1398774.18   | 0.03%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    568000 | PA      | $502332.55    | 0.01%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1180000 | PA      | $1208410.55   | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $1821651.46   | 0.03%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1594865.41   | 0.03%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12488000 | PA      | $9259524.69   | 0.18%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    610000 | PA      | $362684.53    | 0.01%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $811382.98    | 0.02%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                          | NBCUNIVERSAL MED               | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $443505.94    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2206256.18   | 0.04%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5071000 | PA      | $4035631.47   | 0.08%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2053705.85   | 0.04%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                     | KOHL'S CORP                    | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $696341.48    | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3116000 | PA      | $3283688.16   | 0.06%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    461000 | PA      | $485669.81    | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $4999632.20   | 0.10%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2291140.30   | 0.04%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $1841886.38   | 0.04%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1015244.55   | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    595000 | PA      | $583052.72    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $992816.62    | 0.02%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1204091.29   | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2534869.29   | 0.05%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1532741.55   | 0.03%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3806000 | PA      | $3444208.15   | 0.07%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1488215.51   | 0.03%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $1846165.03   | 0.04%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2437267.35   | 0.05%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2547674.91   | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    784000 | PA      | $673372.83    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $2233496.96   | 0.04%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                   | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1473628.61   | 0.03%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2478501.06   | 0.05%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                       | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $667735.78    | 0.01%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    790000 | PA      | $839188.00    | 0.02%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $770086.35    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2666000 | PA      | $1983049.77   | 0.04%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $1738818.50   | 0.03%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    347000 | PA      | $277538.38    | 0.01%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    913000 | PA      | $666003.96    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                             | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1297933.19   | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1651864.83   | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2555521.82   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2986036.24   | 0.06%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                             | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $972714.56    | 0.02%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    455000 | PA      | $386034.79    | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BayCare Health System Inc                                                       | BAYCARE HEALTH                 | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1104125.19   | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    340000 | PA      | $252912.67    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $938021.69    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    905000 | PA      | $756838.69    | 0.01%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                     | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1131760.91   | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $1746661.66   | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1543057.99   | 0.03%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    562000 | PA      | $589726.91    | 0.01%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $206410.54    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1496430.64   | 0.03%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1078774.38   | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    262000 | PA      | $188212.10    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211426.72    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                         | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1041467.97   | 0.02%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINL                  | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1115375.60   | 0.02%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | APTIV PLC                      | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    650000 | PA      | $482856.09    | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2029937.44   | 0.04%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5942000 | PA      | $5725158.48   | 0.11%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1303758.33   | 0.02%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FL               | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $841399.15    | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $2066636.30   | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2899000 | PA      | $2473411.87   | 0.05%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2596735.94   | 0.05%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     89764 | NS      | $8975489.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                | NORTHWESTERN MEM               | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1211000 | PA      | $773683.40    | 0.01%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $2723284.47   | 0.05%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4065000 | PA      | $2762854.49   | 0.05%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    972000 | PA      | $933481.37    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1349959.36   | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2340171.87   | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $7118553.10   | 0.14%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $1987859.99   | 0.04%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1000573.28   | 0.02%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3020000 | PA      | $2643629.30   | 0.05%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8929000 | PA      | $9611951.53   | 0.18%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                  | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1599137.04   | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $781857.37    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1419474.59   | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3556723.37   | 0.07%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1861844.16   | 0.04%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2203585.69   | 0.04%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    954000 | PA      | $788984.61    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1560866.17   | 0.03%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $800903.01    | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $710193.90    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $4896775.56   | 0.09%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1269843.03   | 0.02%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2772986.16   | 0.05%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $4886479.71   | 0.09%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $1401746.96   | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   1315000 | PA      | $1372562.67   | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    340000 | PA      | $253884.86    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                          | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2439496.31   | 0.05%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                   | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    715000 | PA      | $626430.58    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $837134.91    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $1919879.50   | 0.04%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1838726.76   | 0.04%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    929000 | PA      | $772086.14    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    593000 | PA      | $459746.40    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                               | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $2338270.50   | 0.04%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1569829.18   | 0.03%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    590000 | PA      | $638599.21    | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $427234.11    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1451401.49   | 0.03%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1595007.42   | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $935871.61    | 0.02%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2319206.26   | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1239009.53   | 0.02%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                             | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    488000 | PA      | $428638.59    | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    760000 | PA      | $734780.96    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1895000 | PA      | $1688405.91   | 0.03%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    913000 | PA      | $741050.65    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6184000 | PA      | $4702806.40   | 0.09%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    385000 | PA      | $293733.37    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3063000 | PA      | $2585962.47   | 0.05%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                       | HCP Inc                        | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    341000 | PA      | $359561.34    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $988172.37    | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                  | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $713850.62    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1523601.78   | 0.03%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $966751.33    | 0.02%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2067347.52   | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   5933000 | PA      | $4824775.40   | 0.09%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3337398.50   | 0.06%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $3680425.59   | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2476711.61   | 0.05%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                | BERKLEY (WR)                   | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $940832.06    | 0.02%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1549313.70   | 0.03%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    828000 | PA      | $731610.72    | 0.01%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5567000 | PA      | $5245183.03   | 0.10%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1685303.00   | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2360387.39   | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1564215.17   | 0.03%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    967000 | PA      | $1006481.68   | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2799681.24   | 0.05%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    755000 | PA      | $703092.12    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1467131.87   | 0.03%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   6089000 | PA      | $4733291.34   | 0.09%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8729000 | PA      | $6479042.73   | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $3277864.94   | 0.06%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1035923.68   | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    388000 | PA      | $391126.04    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $1822869.59   | 0.03%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2398000 | PA      | $1889449.52   | 0.04%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $257686.06    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $3136074.89   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    822000 | PA      | $836569.74    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1451781.52   | 0.03%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $2235136.80   | 0.04%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2009276.40   | 0.04%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    776000 | PA      | $556775.03    | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2037858.28   | 0.04%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2373525.15   | 0.05%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1703352.04   | 0.03%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $1861152.94   | 0.04%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $2047249.37   | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                    | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $389669.72    | 0.01%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | VULCAN MATERIALS               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    565000 | PA      | $492583.62    | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1330994.74   | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2163927.22   | 0.04%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1987918.91   | 0.04%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    920000 | PA      | $849296.24    | 0.02%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083000 | PA      | $680898.06    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1515164.68   | 0.03%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYER SQB               | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458819.24    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    920000 | PA      | $862672.32    | 0.02%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2909363.08   | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1772097.59   | 0.03%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sentara Healthcare                                                              | SENTARA HEALTHCA               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    885000 | PA      | $585140.68    | 0.01%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2783910.35   | 0.05%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2453193.54   | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  13460000 | PA      | $10747633.40  | 0.21%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $2733223.02   | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2659420.80   | 0.05%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3990943.22   | 0.08%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2069126.27   | 0.04%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                            | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1123771.35   | 0.02%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2038730.03   | 0.04%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5206000 | PA      | $6518934.93   | 0.12%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3155162.13   | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2003348.32   | 0.04%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                       | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $951167.99    | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    861000 | PA      | $892736.31    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $305889.46    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    294000 | PA      | $289621.08    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3168165.92   | 0.06%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    831000 | PA      | $522101.59    | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                     | MAYO CLINIC                    | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    928000 | PA      | $787843.52    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2640000 | PA      | $2739463.06   | 0.05%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8477000 | PA      | $7546386.12   | 0.14%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4720010.54   | 0.09%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3364000 | PA      | $2730963.25   | 0.05%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $1435135.03   | 0.03%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $376625.96    | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1373686.30   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1160347.68   | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                           | NYU HOSPITALS                  | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1637585.73   | 0.03%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1573865.21   | 0.03%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                   | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1003133.45   | 0.02%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    475000 | PA      | $334321.74    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $1930254.66   | 0.04%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $916974.00    | 0.02%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    295000 | PA      | $216348.34    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1892546.52   | 0.04%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                    | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    701000 | PA      | $435442.65    | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                           | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    636000 | PA      | $607594.85    | 0.01%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4046000 | PA      | $3790790.30   | 0.07%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                               | CI FINANCIAL CO                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   2435000 | PA      | $1483608.05   | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $996525.61    | 0.02%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2384113.93   | 0.05%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1073763.50   | 0.02%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6098000 | PA      | $4646180.17   | 0.09%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2172444.86   | 0.04%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1346135.07   | 0.03%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2208411.61   | 0.04%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $768617.67    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                        | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1812830.79   | 0.03%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   8763000 | PA      | $7866868.02   | 0.15%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2486000 | PA      | $2004343.09   | 0.04%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    625000 | PA      | $450672.33    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $830989.25    | 0.02%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1913997.54   | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2484000 | PA      | $2286689.97   | 0.04%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $904202.52    | 0.02%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $803791.19    | 0.02%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5669000 | PA      | $4797777.25   | 0.09%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1289695.46   | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE P&L                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $767156.52    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    490000 | PA      | $395469.42    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                       | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782213 | PA      | $693085.15    | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Queen's Health Systems/The                                                      | QUEENS HEALTH                  | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    915000 | PA      | $857987.05    | 0.02%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $2719578.50   | 0.05%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  15968000 | PA      | $12366870.13  | 0.24%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    490000 | PA      | $306230.96    | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   3217000 | PA      | $2864426.71   | 0.05%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $789511.76    | 0.02%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $488132.06    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                      | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    762000 | PA      | $544826.96    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $1434328.75   | 0.03%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601323.18    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1523433.07   | 0.03%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1179691.94   | 0.02%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $3216922.98   | 0.06%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    645000 | PA      | $482504.56    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20446000 | PA      | $21244671.88  | 0.41%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1256789.96   | 0.02%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $434522.76    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $815192.01    | 0.02%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4619000 | PA      | $4932326.08   | 0.09%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1926488.06   | 0.04%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                  | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    768000 | PA      | $765890.95    | 0.01%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $319344.13    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $1493597.03   | 0.03%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                  | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2540999.88   | 0.05%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3281000 | PA      | $2961750.83   | 0.06%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $4157626.48   | 0.08%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9237000 | PA      | $8135142.38   | 0.16%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1026315.38   | 0.02%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $1845896.88   | 0.04%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $841623.98    | 0.02%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1350997.29   | 0.03%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1261224.88   | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                    | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1033025.34   | 0.02%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1386667.26   | 0.03%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1726217.64   | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                            | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   3819000 | PA      | $3936741.11   | 0.08%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9056000 | PA      | $5731949.20   | 0.11%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1443113.14   | 0.03%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    695000 | PA      | $849561.78    | 0.02%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2245000 | PA      | $1628104.62   | 0.03%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2211930.50   | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2162994.19   | 0.04%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $873234.90    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                          | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    843000 | PA      | $734381.91    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2322170.83   | 0.04%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1345856.38   | 0.03%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1774121.51   | 0.03%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA                 | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    995000 | PA      | $986747.83    | 0.02%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2534000 | PA      | $2294555.12   | 0.04%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    740000 | PA      | $541020.87    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    672000 | PA      | $454526.75    | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2393351.53   | 0.05%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RWJ Barnabas Health Inc                                                         | RWJ BARNABAS                   | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    490000 | PA      | $361870.38    | 0.01%             | 2049-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $997466.83    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   5333000 | PA      | $5849216.59   | 0.11%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2364000 | PA      | $2343735.65   | 0.04%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2841816.65   | 0.05%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2571591.16   | 0.05%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1316879.73   | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1460000 | PA      | $994375.12    | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                      | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    785000 | PA      | $550462.05    | 0.01%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $4050199.82   | 0.08%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105304.14    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1054982.09   | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1373717.12   | 0.03%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $2423316.40   | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                   | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $310278.30    | 0.01%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1061628.00   | 0.02%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                           | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $409348.69    | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6817000 | PA      | $5814481.75   | 0.11%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2001245.40   | 0.04%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6192000 | PA      | $5011432.54   | 0.10%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398440.10    | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $639311.44    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2451295.67   | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2354942.00   | 0.04%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   1262000 | PA      | $1064046.58   | 0.02%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $4501703.50   | 0.09%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1842659.82   | 0.04%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1091933.18   | 0.02%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2073296.47   | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1764856.43   | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    348000 | PA      | $264867.80    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                               | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    836000 | PA      | $796535.29    | 0.02%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $901026.22    | 0.02%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                            | STANFORD HEALTH                | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $830488.44    | 0.02%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $895194.01    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $959493.13    | 0.02%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    371000 | PA      | $405937.30    | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3081000 | PA      | $2921640.11   | 0.06%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3722000 | PA      | $3513847.37   | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1396650.30   | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1101659.16   | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2369659.19   | 0.05%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $538787.81    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  18842000 | PA      | $13004927.21  | 0.25%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548074.76    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $1974622.03   | 0.04%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    795000 | PA      | $652382.20    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $3370811.34   | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3061000 | PA      | $2180518.84   | 0.04%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                         | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $965392.04    | 0.02%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $292805.73    | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2929167.44   | 0.06%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    656000 | PA      | $726285.32    | 0.01%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                   | WACHOVIA CORP                  | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $347300.87    | 0.01%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2387347.45   | 0.05%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2089946.47   | 0.04%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7763000 | PA      | $5863324.27   | 0.11%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $3947543.31   | 0.08%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10872000 | PA      | $10213048.62  | 0.20%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2131101.10   | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2018794.92   | 0.04%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4623000 | PA      | $3673455.08   | 0.07%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4611060.50   | 0.09%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1212000 | PA      | $1151256.60   | 0.02%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1394348.77   | 0.03%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2636000 | PA      | $2364159.92   | 0.05%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1312236.57   | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6304000 | PA      | $4195322.09   | 0.08%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                               | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $790809.47    | 0.02%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1737406.79   | 0.03%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    895000 | PA      | $583667.71    | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1431000 | PA      | $1433398.10   | 0.03%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    460000 | PA      | $293452.85    | 0.01%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $2731004.35   | 0.05%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3061000 | PA      | $2592234.91   | 0.05%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3083000 | PA      | $2510459.65   | 0.05%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1674931.11   | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1081743.00   | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2716000 | PA      | $2291027.75   | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    655000 | PA      | $459976.78    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3058000 | PA      | $2719385.46   | 0.05%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $827676.03    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $2556239.72   | 0.05%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2555358.11   | 0.05%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   3450000 | PA      | $2972308.93   | 0.06%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516221.89    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2014175.57   | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4806196.01   | 0.09%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1627000 | PA      | $1045501.90   | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1342875.50   | 0.03%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $817787.66    | 0.02%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   4377000 | PA      | $3834990.97   | 0.07%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    382000 | PA      | $307451.57    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6092000 | PA      | $4208863.56   | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $832858.14    | 0.02%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $2148987.27   | 0.04%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    740000 | PA      | $822321.94    | 0.02%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9357000 | PA      | $8411605.96   | 0.16%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1352060.89   | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $4381006.41   | 0.08%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3598306.53   | 0.07%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2426846.73   | 0.05%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    950000 | PA      | $761156.43    | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    555000 | PA      | $386733.60    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1332738.83   | 0.03%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1907772.48   | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    946000 | PA      | $691540.35    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6807000 | PA      | $5509185.89   | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5497000 | PA      | $4703486.61   | 0.09%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2221519.93   | 0.04%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2669831.81   | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                       | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    930000 | PA      | $708332.47    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3749844.93   | 0.07%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1088969.11   | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1866940.04   | 0.04%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    869000 | PA      | $917802.87    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                        | INGERSOLL-RAND                 | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1174450.97   | 0.02%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                 | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $708632.45    | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2884711.50   | 0.06%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1594348.10   | 0.03%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1694954.16   | 0.03%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                      | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $515573.28    | 0.01%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $4989164.79   | 0.10%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3012237.84   | 0.06%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2166247.23   | 0.04%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1451936.38   | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3182000 | PA      | $2391107.00   | 0.05%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1885626.33   | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1596811.02   | 0.03%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1886731.43   | 0.04%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1893000 | PA      | $1682207.99   | 0.03%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1005273.92   | 0.02%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    344000 | PA      | $339483.00    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257610.11    | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1509456.07   | 0.03%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9290000 | PA      | $6829294.90   | 0.13%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $5328970.76   | 0.10%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1282692.18   | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $3296813.15   | 0.06%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2164507.15   | 0.04%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3153004.35   | 0.06%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $5705836.55   | 0.11%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    548000 | PA      | $582731.54    | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $3930154.75   | 0.08%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2136098.57   | 0.04%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1231410.65   | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1574404.54   | 0.03%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                  | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    235000 | PA      | $168797.56    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $2505029.70   | 0.05%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1391156.09   | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | EL PASO PIPELINE               | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2472252.79   | 0.05%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $686122.67    | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11644000 | PA      | $11395406.07  | 0.22%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453056.67    | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2508203.38   | 0.05%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3862890.86   | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2703469.69   | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $2665318.04   | 0.05%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1521181.26   | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                               | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1276966.33   | 0.02%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4027000 | PA      | $3625222.46   | 0.07%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                        | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   2183000 | PA      | $1564971.26   | 0.03%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1154280.10   | 0.02%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    422000 | PA      | $341992.57    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1129426.66   | 0.02%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $4267102.17   | 0.08%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    799000 | PA      | $896276.98    | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2987110.40   | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1157262.51   | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5149168.39   | 0.10%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1297401.91   | 0.02%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2992000 | PA      | $2341374.61   | 0.04%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    902000 | PA      | $718918.00    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7133000 | PA      | $6585176.61   | 0.13%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $3367255.66   | 0.06%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1201909.09   | 0.02%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2651231.30   | 0.05%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3581000 | PA      | $3108211.42   | 0.06%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2087393.65   | 0.04%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                              | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    733000 | PA      | $528373.50    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8866000 | PA      | $7746067.36   | 0.15%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    658000 | PA      | $444558.79    | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1525741.91   | 0.03%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8172000 | PA      | $7781820.59   | 0.15%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $425448.54    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984092.78   | 0.04%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1118543.62   | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $607570.87    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $1974617.05   | 0.04%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5181000 | PA      | $4876397.30   | 0.09%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2037033.94   | 0.04%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2199234.86   | 0.04%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66                    | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $2762506.75   | 0.05%             | 2046-10-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1223527.97   | 0.02%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    377000 | PA      | $380797.78    | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1443000 | PA      | $1085077.02   | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    814000 | PA      | $599506.70    | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   7046000 | PA      | $6330997.92   | 0.12%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $5726782.20   | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    878000 | PA      | $889934.11    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1167743.43   | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1331400.14   | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3401740.03   | 0.06%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1544125.29   | 0.03%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    845000 | PA      | $833003.18    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2643142.62   | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $762044.57    | 0.01%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $4179003.32   | 0.08%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $4942412.19   | 0.09%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  16980000 | PA      | $10929738.19  | 0.21%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3240524.23   | 0.06%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1584051.34   | 0.03%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    845000 | PA      | $898055.86    | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7248000 | PA      | $5553602.42   | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5287000 | PA      | $5346315.80   | 0.10%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294882.50    | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                       | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    970000 | PA      | $608766.40    | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                  | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    775000 | PA      | $520514.89    | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                | SHARP HEALTHCARE               | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    825000 | PA      | $522074.51    | 0.01%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $2956647.35   | 0.06%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1381379.79   | 0.03%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1640332.15   | 0.03%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                 | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    511000 | PA      | $362574.62    | 0.01%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWES COMPANIES                | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1230965.58   | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC                     | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $583904.22    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1330465.67   | 0.03%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $3839782.48   | 0.07%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                 | MT SINAI HOSP                  | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    780000 | PA      | $622325.43    | 0.01%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1746129.87   | 0.03%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2106247.72   | 0.04%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $2730928.51   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                 | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    948000 | PA      | $772969.82    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $2154189.08   | 0.04%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    567000 | PA      | $538095.59    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5646000 | PA      | $5316850.23   | 0.10%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1056700.64   | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2743960.00   | 0.05%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    843000 | PA      | $931615.10    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $2922104.40   | 0.06%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    460000 | PA      | $498059.41    | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                  | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $842051.04    | 0.02%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7508000 | PA      | $6932970.76   | 0.13%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1406905.94   | 0.03%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $4894376.85   | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $2378673.46   | 0.05%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1374290.92   | 0.03%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254549.43    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    673000 | PA      | $644191.40    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $4550160.69   | 0.09%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2956106.26   | 0.06%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                 | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    374000 | PA      | $293300.52    | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $3575121.95   | 0.07%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    465000 | PA      | $369014.20    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485298.14    | 0.01%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    485000 | PA      | $531626.94    | 0.01%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                  | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    752000 | PA      | $520226.10    | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    519000 | PA      | $512319.30    | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    910000 | PA      | $981337.64    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1754192.71   | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $753820.06    | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $1998364.35   | 0.04%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                    | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   2137000 | PA      | $1809227.35   | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $773577.69    | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   5370000 | PA      | $4369774.62   | 0.08%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1613071.83   | 0.03%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $706948.99    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $782651.39    | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1222639.82   | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    656000 | PA      | $688597.51    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                              | TECK RESOURCES                 | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   2030000 | PA      | $1766797.18   | 0.03%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                              | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1241927.55   | 0.02%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1894081.94   | 0.04%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    564000 | PA      | $324890.04    | 0.01%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1262255.70   | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1436074.20   | 0.03%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10514000 | PA      | $6652060.29   | 0.13%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1811630.66   | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    970000 | PA      | $843703.81    | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6872000 | PA      | $5115738.63   | 0.10%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELECTRIC CO                | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $893489.52    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1411000 | PA      | $1454250.92   | 0.03%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1857561.18   | 0.04%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    785000 | PA      | $602515.03    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1527947.99   | 0.03%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1539270.55   | 0.03%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | APTIV PLC                      | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1418000 | PA      | $1236230.90   | 0.02%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                         | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $814388.82    | 0.02%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                  | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   3827000 | PA      | $3205918.62   | 0.06%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    577000 | PA      | $490579.62    | 0.01%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       500 | PA      | $549.33       | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1023498.09   | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1164473.53   | 0.02%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6351000 | PA      | $4761696.35   | 0.09%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1034443.81   | 0.02%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1820470.97   | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5821000 | PA      | $5462194.49   | 0.10%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $3423076.20   | 0.07%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    670000 | PA      | $547555.42    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1825000 | PA      | $1922652.96   | 0.04%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1356003.19   | 0.03%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $620036.06    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1453762.48   | 0.03%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1665775.61   | 0.03%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1534862.67   | 0.03%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    343000 | PA      | $295343.86    | 0.01%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1295319.55   | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5388000 | PA      | $4142606.69   | 0.08%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                            | FEMSA                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1764000 | PA      | $1467471.26   | 0.03%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA/FOOD/FIN               | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5275000 | PA      | $5116550.76   | 0.10%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $3651530.08   | 0.07%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1394411.31   | 0.03%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $3676307.60   | 0.07%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                             | RIO TINTO ALCAN                | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   3037000 | PA      | $3158200.84   | 0.06%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    659000 | PA      | $518284.11    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830AZ2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313303.72    | 0.01%             | 2041-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    730000 | PA      | $686096.83    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2056221.55   | 0.04%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1390022.07   | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS               | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1934182.85   | 0.04%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   3176000 | PA      | $2857740.88   | 0.05%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    395000 | PA      | $326036.16    | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   6986000 | PA      | $6325737.77   | 0.12%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1912104.16   | 0.04%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    669000 | PA      | $461911.61    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    970000 | PA      | $662910.48    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1216012.96   | 0.02%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   6281000 | PA      | $4403411.94   | 0.08%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451227.36    | 0.01%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2858430.03   | 0.05%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1600971.16   | 0.03%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2561521.60   | 0.05%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1209529.30   | 0.02%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    992000 | PA      | $700422.22    | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $1978467.89   | 0.04%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $2427607.48   | 0.05%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395431.37    | 0.01%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    485000 | PA      | $451955.15    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $3063647.32   | 0.06%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2901305.85   | 0.06%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $988754.15    | 0.02%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3624000 | PA      | $3374426.14   | 0.06%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2234000 | PA      | $1822278.65   | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2048334.40   | 0.04%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170770.50    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1569673.86   | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    321000 | PA      | $249247.82    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    538000 | PA      | $374660.40    | 0.01%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    516000 | PA      | $453900.09    | 0.01%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1073404.49   | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1161914.77   | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66                    | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1170317.36   | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3056000 | PA      | $2074356.97   | 0.04%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1784379.36   | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2107000 | PA      | $1959826.60   | 0.04%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $982287.40    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                 | MT SINAI HOSP                  | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $757282.48    | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2795987.05   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412668.01    | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    458000 | PA      | $317344.50    | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $1721349.89   | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    445000 | PA      | $352222.53    | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                          | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $759696.89    | 0.01%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                   | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $848337.31    | 0.02%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    972000 | PA      | $793770.64    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                              | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    828000 | PA      | $699986.62    | 0.01%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    560000 | PA      | $446698.08    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    658000 | PA      | $567344.62    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2728098.34   | 0.05%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3518150.94   | 0.07%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303246.71    | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1716285.46   | 0.03%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    595000 | PA      | $402841.52    | 0.01%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $191128.21    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $408157.52    | 0.01%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $2395712.71   | 0.05%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    745000 | PA      | $682019.88    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2381603.13   | 0.05%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1222763.15   | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4456000 | PA      | $3943507.60   | 0.08%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    993000 | PA      | $898662.03    | 0.02%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1608256.02   | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2379000 | PA      | $2107838.20   | 0.04%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1055319.59   | 0.02%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $940433.79    | 0.02%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1306272.34   | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    983000 | PA      | $753124.30    | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2950000 | PA      | $2031529.89   | 0.04%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2735141.47   | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $3772005.62   | 0.07%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1281434.65   | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                     | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    878000 | PA      | $871450.68    | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   6171000 | PA      | $5552436.18   | 0.11%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $235975.94    | 0.00%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1352053.25   | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   2374000 | PA      | $2089284.02   | 0.04%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2764487.10   | 0.05%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1516978.99   | 0.03%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1563293.18   | 0.03%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $1874359.41   | 0.04%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    395000 | PA      | $330291.11    | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    956000 | PA      | $706203.22    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1076325.24   | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2183724.99   | 0.04%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $1540683.64   | 0.03%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    832000 | PA      | $699422.75    | 0.01%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                             | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157999.29    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                      | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    463000 | PA      | $372541.77    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1967939.65   | 0.04%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2009788.77   | 0.04%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                           | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $385207.49    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $2773020.08   | 0.05%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1822318.43   | 0.03%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                       | AETNA INC                      | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    391000 | PA      | $306111.27    | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $3183844.00   | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                    | WALGREENS BOOTS                | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2212697.32   | 0.04%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $6852314.88   | 0.13%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $1504566.00   | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1455579.88   | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2085000 | PA      | $1487486.64   | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2453745.79   | 0.05%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $919383.38    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4858000 | PA      | $3669141.40   | 0.07%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    422000 | PA      | $387868.48    | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $4460777.24   | 0.09%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455019.75    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $4338910.68   | 0.08%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3576000 | PA      | $3402312.68   | 0.06%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3822286.43   | 0.07%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1141062.32   | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1271349.21   | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE               | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1145186.61   | 0.02%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    976000 | PA      | $834841.73    | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                          | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1261974.20   | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1371107.34   | 0.03%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2268235.93   | 0.04%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $3132936.09   | 0.06%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2271000 | PA      | $1814033.20   | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1862070.56   | 0.04%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1233000 | PA      | $1302905.35   | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $795180.47    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2389000 | PA      | $2801189.79   | 0.05%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1602272.94   | 0.03%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $674412.29    | 0.01%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1424748.50   | 0.03%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1164472.13   | 0.02%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2550341.95   | 0.05%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2668929.45   | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RWJ Barnabas Health Inc                                                         | RWJ BARNABAS                   | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1277162.99   | 0.02%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3907000 | PA      | $3295825.61   | 0.06%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5209000 | PA      | $3423316.25   | 0.07%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3377451.26   | 0.06%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1308849.47   | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1018492.45   | 0.02%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    740000 | PA      | $451697.08    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1475233.73   | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                            | MISS POWER CO                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    290000 | PA      | $190321.92    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    433000 | PA      | $436756.45    | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6499000 | PA      | $5010370.71   | 0.10%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2258437.87   | 0.04%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   6726000 | PA      | $6323003.64   | 0.12%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1914000 | PA      | $1460616.20   | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    796000 | PA      | $876675.84    | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1403000 | PA      | $926618.53    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $2447191.49   | 0.05%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3080189.59   | 0.06%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    907000 | PA      | $925438.61    | 0.02%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    851000 | PA      | $675507.65    | 0.01%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1095028.64   | 0.02%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                      | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1167971.23   | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    631000 | PA      | $663883.49    | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | TUCSON ELEC PWR                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    899000 | PA      | $698493.06    | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1954107.14   | 0.04%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2198725.41   | 0.04%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1234525.84   | 0.02%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1343420.93   | 0.03%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    490000 | PA      | $353310.35    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1391481.46   | 0.03%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3808729.72   | 0.07%             | 2062-08-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| City of Hope                                                                    | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $888328.09    | 0.02%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    481000 | PA      | $426033.65    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1280651.46   | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    555000 | PA      | $601520.55    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    596000 | PA      | $456037.71    | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2849000 | PA      | $2971470.33   | 0.06%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    615000 | PA      | $455991.56    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5103000 | PA      | $4697845.63   | 0.09%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                         | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    940000 | PA      | $644179.36    | 0.01%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3693246.34   | 0.07%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                       | BAKER HUGHES                   | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2089352.21   | 0.04%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2935260.27   | 0.06%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1054302.53   | 0.02%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2133178.77   | 0.04%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1373261.31   | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $954179.22    | 0.02%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    305000 | PA      | $218920.78    | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $3672988.62   | 0.07%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1263440.27   | 0.02%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1268650.14   | 0.02%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1665000 | PA      | $1547701.03   | 0.03%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    935000 | PA      | $989427.38    | 0.02%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $3357920.50   | 0.06%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                            | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1446912.94   | 0.03%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1502328.97   | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56854.02     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                               | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $590726.14    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3630000 | PA      | $3433842.64   | 0.07%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1149808.18   | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    348000 | PA      | $363982.46    | 0.01%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                   | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $902097.14    | 0.02%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $1938634.47   | 0.04%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    687000 | PA      | $686639.05    | 0.01%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1233177.04   | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  17347000 | PA      | $12612204.00  | 0.24%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1244228.49   | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $712933.67    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    538000 | PA      | $437198.10    | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                 | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    555000 | PA      | $400933.19    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1024957.04   | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                            | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1539346.01   | 0.03%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    907000 | PA      | $846830.73    | 0.02%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  15104000 | PA      | $11213550.50  | 0.21%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $5595643.69   | 0.11%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1763340.07   | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1872747.61   | 0.04%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1231761.22   | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7355000 | PA      | $5990185.75   | 0.11%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1419029.38   | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1384896.55   | 0.03%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3489000 | PA      | $3362511.47   | 0.06%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1292076.96   | 0.02%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                            | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $504494.69    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR INC                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   3934000 | PA      | $4095770.96   | 0.08%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    944000 | PA      | $985906.58    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    433000 | PA      | $342514.91    | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3142000 | PA      | $2130937.45   | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                             | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $665231.66    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    623000 | PA      | $598807.42    | 0.01%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1267315.86   | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3303229.57   | 0.06%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2355344.05   | 0.04%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    845000 | PA      | $731569.23    | 0.01%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2204000 | PA      | $2412074.70   | 0.05%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4010023.33   | 0.08%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3964000 | PA      | $3643299.00   | 0.07%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1231913.31   | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1228852.86   | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2204000 | PA      | $1592158.18   | 0.03%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                     | MARKEL CORP                    | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1177620.65   | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $858669.08    | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    985000 | PA      | $802253.06    | 0.02%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $1950469.47   | 0.04%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2094119.75   | 0.04%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                       | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    905000 | PA      | $865436.68    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $2775500.06   | 0.05%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $2334132.77   | 0.04%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   6251000 | PA      | $6072197.15   | 0.12%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $2675852.87   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                     | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1996136.59   | 0.04%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                        | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1018933.61   | 0.02%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    577000 | PA      | $461943.38    | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    590000 | PA      | $491103.96    | 0.01%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2075836.79   | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    491000 | PA      | $314940.55    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3001000 | PA      | $2683927.66   | 0.05%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2132138.45   | 0.04%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1403658.71   | 0.03%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1217366.08   | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    269000 | PA      | $260763.33    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    946000 | PA      | $884448.55    | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4781000 | PA      | $3055849.92   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1007210.75   | 0.02%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   5468000 | PA      | $4714466.07   | 0.09%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $858197.13    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $957190.55    | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4859860.05   | 0.09%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $985023.56    | 0.02%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $379356.44    | 0.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                                        | MERCK SHARP                    | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    714000 | PA      | $772058.14    | 0.01%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2436515.43   | 0.05%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7488000 | PA      | $6874620.48   | 0.13%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1391945.33   | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $988498.32    | 0.02%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $2800746.97   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2037814.43   | 0.04%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                  | MAGELLAN MID                   | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    637000 | PA      | $490866.16    | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1357497.10   | 0.03%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1740750.89   | 0.03%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1032934.76   | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    573000 | PA      | $445406.73    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1336217.48   | 0.03%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973412.02    | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $877592.50    | 0.02%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3038450.57   | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    286000 | PA      | $192781.34    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1369587.30   | 0.03%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2841000 | PA      | $1985492.68   | 0.04%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5928000 | PA      | $5422158.25   | 0.10%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2266327.98   | 0.04%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   2045000 | PA      | $1748093.98   | 0.03%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    309000 | PA      | $300394.93    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $2334480.57   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    860000 | PA      | $745853.38    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5721000 | PA      | $4114128.77   | 0.08%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89448.77     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5023621.41   | 0.10%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1067041.89   | 0.02%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    546000 | PA      | $493951.84    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1153219.38   | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6035000 | PA      | $4965933.06   | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3551000 | PA      | $3980192.68   | 0.08%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2003215.87   | 0.04%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $849123.40    | 0.02%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    777000 | PA      | $796702.03    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   1317000 | PA      | $913813.26    | 0.02%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    360000 | PA      | $235502.78    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $5313343.01   | 0.10%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $4049220.57   | 0.08%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    852000 | PA      | $682909.03    | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3126442.20   | 0.06%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1716296.46   | 0.03%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3454000 | PA      | $3175106.15   | 0.06%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12588000 | PA      | $8770113.48   | 0.17%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1880917.68   | 0.04%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $996039.61    | 0.02%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1287638.16   | 0.02%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $2601922.55   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                       | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    970000 | PA      | $805766.76    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9169000 | PA      | $7293772.81   | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1631368.06   | 0.03%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    680000 | PA      | $447704.14    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1845410.93   | 0.04%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4330000 | PA      | $3909488.59   | 0.07%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1606975.76   | 0.03%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1348478.07   | 0.03%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2482987.88   | 0.05%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    288000 | PA      | $229275.24    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $1667103.29   | 0.03%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1391540.49   | 0.03%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    769000 | PA      | $659770.57    | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2548899.18   | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $383051.86    | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  19826000 | PA      | $13999318.82  | 0.27%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1465096.56   | 0.03%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1222096.13   | 0.02%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | KANSAS CITY SOUT               | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $960077.25    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    470000 | PA      | $301770.66    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1402750.37   | 0.03%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $2744486.36   | 0.05%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    755000 | PA      | $878154.56    | 0.02%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   4415000 | PA      | $2818204.35   | 0.05%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ               | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   3122000 | PA      | $2827124.57   | 0.05%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4916000 | PA      | $3336212.09   | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1385474.45   | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $1942304.30   | 0.04%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                          | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1075777.63   | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2013865.42   | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1717780.65   | 0.03%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1598463.52   | 0.03%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $844245.02    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    782000 | PA      | $615894.52    | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $1687699.18   | 0.03%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                         | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    715000 | PA      | $473603.29    | 0.01%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $2229536.88   | 0.04%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $5658873.05   | 0.11%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $869111.34    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $1833428.49   | 0.04%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $840038.50    | 0.02%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    718000 | PA      | $734703.82    | 0.01%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $1820470.64   | 0.03%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                            | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    672000 | PA      | $624949.22    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4072000 | PA      | $3650599.55   | 0.07%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6492000 | PA      | $7166363.12   | 0.14%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $1975377.02   | 0.04%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                               | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    483000 | PA      | $557666.76    | 0.01%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1159580.81   | 0.02%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $776008.10    | 0.01%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                          | NBCUNIVERSAL MED               | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2187791.76   | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1974543.35   | 0.04%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275406.16    | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1251934.71   | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4413000 | PA      | $3894998.93   | 0.07%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9844000 | PA      | $8851771.76   | 0.17%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    825000 | PA      | $549848.43    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $783099.52    | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $964761.10    | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $1908191.34   | 0.04%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    520000 | PA      | $363725.42    | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                     | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1181558.79   | 0.02%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1343000 | PA      | $1216103.95   | 0.02%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1300042.23   | 0.02%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $6341869.95   | 0.12%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    874000 | PA      | $642044.46    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2404482.03   | 0.05%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2580000 | PA      | $1696329.46   | 0.03%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500538.14    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                              | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $3587037.13   | 0.07%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    495000 | PA      | $397858.56    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1923000 | PA      | $1693774.19   | 0.03%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $3014048.35   | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $1797178.44   | 0.03%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1543619.14   | 0.03%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    767000 | PA      | $829447.41    | 0.02%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $2552713.74   | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    671000 | PA      | $671933.12    | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7893000 | PA      | $5950943.06   | 0.11%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $733784.50    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $5706757.92   | 0.11%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $3521800.44   | 0.07%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1071296.85   | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9092000 | PA      | $8410003.90   | 0.16%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $2488648.74   | 0.05%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $2908467.71   | 0.06%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3136477.84   | 0.06%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1980576.17   | 0.04%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1642689.43   | 0.03%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $873974.43    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                               | UNIV OF SOUTHERN               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    815000 | PA      | $549272.83    | 0.01%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1738447.24   | 0.03%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1218256.67   | 0.02%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1461691.29   | 0.03%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $2696114.79   | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3040712.92   | 0.06%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    473000 | PA      | $422522.14    | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3861000 | PA      | $3423783.22   | 0.07%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5424000 | PA      | $3993066.84   | 0.08%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3234000 | PA      | $2177482.57   | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   8001000 | PA      | $5794019.20   | 0.11%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1324973.02   | 0.03%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1547229.04   | 0.03%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    744000 | PA      | $606180.87    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1150913.54   | 0.02%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2422000 | PA      | $2332829.76   | 0.04%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $2388806.36   | 0.05%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9440000 | PA      | $6797731.26   | 0.13%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc                                              | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $932353.36    | 0.02%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                          | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    270000 | PA      | $155650.60    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                       | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1053825.85   | 0.02%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1337092.43   | 0.03%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2417647.31   | 0.05%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    681000 | PA      | $554076.49    | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $389630.24    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9320000 | PA      | $7445447.71   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    827000 | PA      | $898991.08    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG               | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   9554000 | PA      | $7386341.76   | 0.14%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1401402.44   | 0.03%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    790000 | PA      | $853905.94    | 0.02%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                  | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757000 | PA      | $617136.47    | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $1942983.94   | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2989000 | PA      | $2385159.44   | 0.05%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    951000 | PA      | $813382.45    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                           | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    580000 | PA      | $496530.20    | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $4950623.44   | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $1770369.25   | 0.03%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2240030.35   | 0.04%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    495000 | PA      | $337422.45    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $933598.37    | 0.02%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1006612.76   | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $2213176.97   | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $977161.60    | 0.02%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1054242.31   | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    682000 | PA      | $467990.04    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   4274000 | PA      | $4822207.73   | 0.09%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2494887.09   | 0.05%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2099230.88   | 0.04%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $969615.68    | 0.02%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2341987.55   | 0.04%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    495000 | PA      | $477518.49    | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                      | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $875383.40    | 0.02%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1053116.15   | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    715000 | PA      | $600367.18    | 0.01%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2886404.15   | 0.06%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $1807949.96   | 0.03%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2748000 | PA      | $2689891.48   | 0.05%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                        | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1393646.98   | 0.03%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    717000 | PA      | $633526.92    | 0.01%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    656000 | PA      | $509342.72    | 0.01%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3068814.23   | 0.06%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1559760.67   | 0.03%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1449391.34   | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1400299.71   | 0.03%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1436829.13   | 0.03%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $3729319.55   | 0.07%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $290495.54    | 0.01%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1263411.22   | 0.02%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                              | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $0.57         | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1575913.37   | 0.03%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2382155.19   | 0.05%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3210133.56   | 0.06%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1223322.44   | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   7874000 | PA      | $7164702.28   | 0.14%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                        | PARTNERS HEALTH                | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    703000 | PA      | $565712.24    | 0.01%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1128864.27   | 0.02%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    610000 | PA      | $473027.41    | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                      | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1000499.68   | 0.02%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $938096.13    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                  | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1012939.88   | 0.02%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                          | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1372061.98   | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1068420.21   | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                           | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    960000 | PA      | $748740.29    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $913698.50    | 0.02%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    744000 | PA      | $677695.97    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   1416000 | PA      | $1522744.42   | 0.03%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $860121.69    | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1253449.22   | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   5148000 | PA      | $4420000.88   | 0.08%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1748432.59   | 0.03%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2228606.99   | 0.04%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2854000 | PA      | $2490383.70   | 0.05%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    925000 | PA      | $987833.79    | 0.02%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    882000 | PA      | $832474.98    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                    | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $666772.56    | 0.01%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $2066912.52   | 0.04%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                            | ALLINA HEALTH                  | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    980000 | PA      | $638152.36    | 0.01%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7936000 | PA      | $5446028.65   | 0.10%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2245000 | PA      | $2152275.15   | 0.04%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2105000 | PA      | $1571109.21   | 0.03%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    454000 | PA      | $373497.86    | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1230704.25   | 0.02%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1990793.82   | 0.04%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2669548.03   | 0.05%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $1821346.23   | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1029348.86   | 0.02%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1391826.23   | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   5431000 | PA      | $5715856.44   | 0.11%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    342997 | PA      | $326665.63    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $754937.57    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $4482571.08   | 0.09%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    962000 | PA      | $704402.44    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    706000 | PA      | $469533.54    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1150439.39   | 0.02%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2165000 | PA      | $1687535.55   | 0.03%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1093409.03   | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2634404.07   | 0.05%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1057538.05   | 0.02%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                       | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    840000 | PA      | $756968.17    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1948550.22   | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1750384.98   | 0.03%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1060235.29   | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1013640.46   | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    524000 | PA      | $461270.45    | 0.01%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    846000 | PA      | $615222.86    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                    | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1595000 | PA      | $1417099.84   | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    612000 | PA      | $392835.38    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    184000 | PA      | $119697.47    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6268000 | PA      | $4689724.56   | 0.09%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2208350.22   | 0.04%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1347000 | PA      | $990281.43    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4843000 | PA      | $3403443.39   | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2042448.45   | 0.04%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1841252.55   | 0.04%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $2761008.16   | 0.05%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                          | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $922034.18    | 0.02%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $1848807.12   | 0.04%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                        | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    701000 | PA      | $504535.79    | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2280007.79   | 0.04%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE CAPITAL INTL                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |  19903000 | PA      | $18773052.95  | 0.36%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $1759553.61   | 0.03%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3712000 | PA      | $2707211.56   | 0.05%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   4424000 | PA      | $3987231.88   | 0.08%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1338825.97   | 0.03%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6086000 | PA      | $5640181.82   | 0.11%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3059240.44   | 0.06%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1604109.02   | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1666617.25   | 0.03%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1306074.87   | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                       | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $330759.81    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1776466.54   | 0.03%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                     | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    738000 | PA      | $640568.45    | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    701000 | PA      | $695763.26    | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673974.78    | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1215000 | PA      | $1257065.64   | 0.02%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    424000 | PA      | $333187.82    | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6633000 | PA      | $6303682.69   | 0.12%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $5660936.47   | 0.11%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $764406.84    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                    | BON SECOURS HLTH               | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    860000 | PA      | $584446.17    | 0.01%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1293307.60   | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3409000 | PA      | $2970739.23   | 0.06%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2970000 | PA      | $3063681.20   | 0.06%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    834000 | PA      | $624888.89    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $3834689.09   | 0.07%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    427000 | PA      | $382985.65    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2836000 | PA      | $2399799.86   | 0.05%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1496267.44   | 0.03%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5525000 | PA      | $4461694.47   | 0.09%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3350639.85   | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6220000 | PA      | $5938735.02   | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    884000 | PA      | $833780.68    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $926876.50    | 0.02%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $721597.19    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1154116.22   | 0.02%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3517000 | PA      | $3833484.95   | 0.07%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    665000 | PA      | $519626.45    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1098330.40   | 0.02%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $854926.12    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    774000 | PA      | $600154.04    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4384000 | PA      | $3583232.11   | 0.07%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    495000 | PA      | $439476.91    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1254631.33   | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    913000 | PA      | $1009670.68   | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                              | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    555000 | PA      | $491112.76    | 0.01%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                             | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1497063.11   | 0.03%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $3659197.99   | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1578525.64   | 0.03%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1427990.62   | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1852000 | PA      | $1632642.92   | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3989000 | PA      | $3707662.97   | 0.07%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   3193000 | PA      | $2979384.50   | 0.06%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1336627.18   | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $872910.34    | 0.02%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                        | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460495.10    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $189535.96    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $274904.35    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $1960343.34   | 0.04%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                            | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $893592.50    | 0.02%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11677000 | PA      | $11225408.72  | 0.21%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    997000 | PA      | $723493.98    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1745428.53   | 0.03%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $1054502.49   | 0.02%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2260493.32   | 0.04%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    495000 | PA      | $394478.78    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    657000 | PA      | $381561.68    | 0.01%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                         | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    888000 | PA      | $677388.76    | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2360600.13   | 0.05%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4200619.28   | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                          | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    840000 | PA      | $536818.19    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6585000 | PA      | $4795402.25   | 0.09%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                     | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $2772288.19   | 0.05%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $1842907.15   | 0.04%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    701000 | PA      | $591407.59    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1737090.52   | 0.03%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1094744.55   | 0.02%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5142000 | PA      | $3368557.52   | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    440000 | PA      | $298046.98    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    365000 | PA      | $273064.80    | 0.01%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   4606000 | PA      | $4252638.27   | 0.08%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $2006766.88   | 0.04%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3556478.87   | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $1804449.66   | 0.03%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $2991101.99   | 0.06%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1269345.54   | 0.02%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3436679.97   | 0.07%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4669000 | PA      | $4106248.70   | 0.08%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $519179.57    | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1223238.75   | 0.02%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2791000 | PA      | $1837739.39   | 0.04%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1668710.42   | 0.03%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1440901.49   | 0.03%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                      | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    583000 | PA      | $719457.47    | 0.01%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2024629.55   | 0.04%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1871230.01   | 0.04%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $3194653.26   | 0.06%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1283118.37   | 0.02%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1242252.69   | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    625000 | PA      | $450007.26    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    568000 | PA      | $492213.34    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1033345.71   | 0.02%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5403000 | PA      | $4813185.45   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1798004.95   | 0.03%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2356000 | PA      | $2363572.84   | 0.05%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                   | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1194995.46   | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    756000 | PA      | $751374.45    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1612505.15   | 0.03%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   5328000 | PA      | $5836060.23   | 0.11%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2317367.29   | 0.04%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1701600 | PA      | $1968367.73   | 0.04%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1138419.11   | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14735000 | PA      | $15961082.11  | 0.30%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4993118.50   | 0.10%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    810000 | PA      | $599874.60    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    508000 | PA      | $407461.36    | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1230577.79   | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                       | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1393795.57   | 0.03%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $297638.62    | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $2758843.61   | 0.05%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3934000 | PA      | $2451446.21   | 0.05%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3349983.16   | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1166946.55   | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                     | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $733721.08    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1282795.41   | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360034.07    | 0.01%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $3572159.06   | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456249.05    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $872348.74    | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    920000 | PA      | $869111.54    | 0.02%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD SCOTTSDALE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer