# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000640
**Filing Date:** 2026-1
**Character Count:** 457928
**Document Hash:** 22566aa5c823e8947eeecf9ca278e244
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000640.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000640

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 26572048

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $726587887.08

**Total Liabilities:** $13369341.16

**Net Assets:** $713218545.92

**Cash Not Reported:** $750957.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -512.14689170 | **1-Year:** -10477.97657077 | **5-Year:** -45956.33098885 | **10-Year:** -255834.95047094 | **30-Year:** -246009.74114803

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

- **3-Month:** -8.52070499 | **1-Year:** -192.70651369 | **5-Year:** -716.39636523 | **10-Year:** -2555.59968741 | **30-Year:** -1950.80195808

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018351 | 0.57%                | 0.59%                | 3.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $376879.44               | $908395.97                                 |
| Month 2  | $220086.04               | $473932.07                                 |
| Month 3  | $143978.08               | $13854585.65                               |

**Designated Index Information**

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

- **Index Identifier:** BC60LC_GOV

### Schedule of Portfolio Investments

| Name                                                            | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039                            | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $289301.85    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.900000% 03/15/2055                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    778000 | PA      | $711873.07    | 0.10%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    680000 | PA      | $568382.47    | 0.08%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    685000 | PA      | $569726.09    | 0.08%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052                              | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    386000 | PA      | $333256.46    | 0.05%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.500000% 04/04/2053                                           | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    140000 | PA      | $136439.69    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 5.650000% 09/15/2055                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    870000 | PA      | $888311.64    | 0.12%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                           | TAKEDA PHARMACEUTICAL CO LTD 5.650000% 07/05/2054                                 | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    395000 | PA      | $398131.84    | 0.06%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TTX COMPANY                                                     | TTX CO 144A 4.600000% 02/01/2049                                                  | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222481.25    | 0.03%             | 2049-02-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 5.950000% 03/15/2055                                          | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144784.19    | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.280000% 08/14/2041                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    234000 | PA      | $189249.84    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.000000% 02/09/2054                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $559036.85    | 0.08%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.930000% 05/01/2060                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    840000 | PA      | $833927.68    | 0.12%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $211555.80    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    628000 | PA      | $455923.58    | 0.06%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                             | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $209840.73    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $3278418.93   | 0.46%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 3.250000% 04/06/2050                                         | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      5000 | PA      | $3539.67      | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                             | SOUTHWESTERN ELECTRIC POWER CO 6.200000% 03/15/2040                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    480000 | PA      | $517700.65    | 0.07%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39841000 | PA      | $39554642.81  | 5.55%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $95517.68     | 0.01%             | 2064-07-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                          | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 2.256000% 08/01/2040                       | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142786.05    | 0.02%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                          | REYNOLDS AMERICAN INC 5.850000% 08/15/2045                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $328993.43    | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13320000 | PA      | $10811053.06  | 1.52%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $580912.54    | 0.08%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050                              | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $830753.76    | 0.12%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    935000 | PA      | $949542.70    | 0.13%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14640000 | PA      | $10424709.34  | 1.46%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $984440.18    | 0.14%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14934.16     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $262255.65    | 0.04%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 3.700000% 03/15/2053                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    665000 | PA      | $491881.47    | 0.07%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS.                                    | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    380000 | PA      | $285632.41    | 0.04%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 5.950000% 04/01/2055                                                      | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215618.50    | 0.03%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $576749.57    | 0.08%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC COMPANY                                  | MASSACHUSETTS ELECTRIC CO 144A 5.900000% 11/15/2039                               | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100851.70    | 0.01%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.350000% 01/15/2054                               | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    634000 | PA      | $608078.95    | 0.09%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                           | SUMITOMO MITSUI FINANCIAL GROUP INC 5.796000% 07/08/2046                          | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    395000 | PA      | $407125.05    | 0.06%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1112804.93   | 0.16%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                            | AMPHENOL CORP 5.375000% 11/15/2054                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253674.04    | 0.04%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 6.600000% 04/01/2036                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    305000 | PA      | $333808.22    | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    630000 | PA      | $509217.92    | 0.07%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                        | ELECTRICITE DE FRANCE SA 144A 6.375000% 01/13/2055                                | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    515000 | PA      | $543650.95    | 0.08%             | 2055-01-13      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                    | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34679.82     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 3.900000% 03/01/2035                                         | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108120.00    | 0.02%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.750000% 11/15/2048                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169898.07    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2055                       | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $718218.92    | 0.10%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 11/15/2045                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5265000 | PA      | $4120890.81   | 0.58%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    897000 | PA      | $662658.75    | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                   | BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045                                | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $333208.47    | 0.05%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 6.450000% 04/01/2039                                      | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134221.75    | 0.02%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.375000% 11/15/2049                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $648025.00    | 0.09%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                    | ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040                            | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114355.67    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                     | RIO TINTO FINANCE USA PLC 5.750000% 03/14/2055                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    409000 | PA      | $423458.47    | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 5YR NOTE (CBT) MAR26- DUMMY FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $9330078.13   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.650000% 11/15/2034                                                  | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128039.43    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 2.600000% 10/01/2040                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $246392.99    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $512560.97    | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.281000% 04/24/2048                                                | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    623000 | PA      | $532040.72    | 0.07%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                              | INTERSTATE POWER AND LIGHT CO 3.100000% 11/30/2051                                | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    430000 | PA      | $283585.96    | 0.04%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25842 | PA      | $26542.90     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $250168.19    | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    627000 | PA      | $506312.22    | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2716982.74   | 0.38%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS.                                    | KAISER FOUNDATION HOSPITALS 3.266000% 11/01/2049                                  | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    330000 | PA      | $235885.48    | 0.03%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $954204.96    | 0.13%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                     | BIOGEN INC 6.450000% 05/15/2055                                                   | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    340000 | PA      | $364954.66    | 0.05%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 4.375000% 03/30/2044                                     | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $995547.17    | 0.14%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $2133177.13   | 0.30%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 5.650000% 09/15/2064                                                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243688.25    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    820000 | PA      | $538325.82    | 0.08%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                  | AUTOZONE INC 6.550000% 11/01/2033                                                 | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $302029.71    | 0.04%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    380000 | PA      | $438249.40    | 0.06%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.900000% 02/15/2045           | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149434.00    | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                            | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $214612.91    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | FANNIE MAE REMICS FNR 2007-68 SC                                                  | CUSIP: 31396WJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7354 | PA      | $831.95       | 0.00%             | 2037-07-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   1340000 | PA      | $1298792.41   | 0.18%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.500000% 04/15/2064                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288882.66    | 0.04%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 10/15/2054                            | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $398800.98    | 0.06%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.900000% 02/04/2050                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    805000 | PA      | $853967.27    | 0.12%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.618000% 06/01/2055                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    340000 | PA      | $357809.02    | 0.05%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO                | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $576616.16    | 0.08%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                       | APPALACHIAN POWER CO 4.450000% 06/01/2045                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $554245.97    | 0.08%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    560000 | PA      | $483328.05    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89411.74     | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                 | BACARDI LTD 144A 5.300000% 05/15/2048                                             | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $362319.17    | 0.05%             | 2048-05-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                         | DUKE ENERGY CORP 5.000000% 08/15/2052                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    938000 | PA      | $846335.29    | 0.12%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                               | GLENCORE FINANCE CANADA LTD 144A 6.000000% 11/15/2041                             | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |    311000 | PA      | $324436.67    | 0.05%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                            | GLOBAL PAYMENTS INC 5.950000% 08/15/2052                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96083.35     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 6.200000% 03/01/2055                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    730000 | PA      | $760711.13    | 0.11%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $873953.81    | 0.12%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407860.10    | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 5.200000% 06/01/2054                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    925000 | PA      | $884315.23    | 0.12%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    536000 | PA      | $545231.07    | 0.08%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                             | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $660785.54    | 0.09%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.316000% 03/26/2041                                                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688745.06    | 0.10%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91616.26     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                          | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    256000 | PA      | $273672.18    | 0.04%             | 2042-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.000000% 11/15/2047                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1059091.64   | 0.15%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 6.875000% 02/15/2038                                       | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $274194.31    | 0.04%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM, INC.                                     | BAYCARE HEALTH SYSTEM INC 3.831000% 11/15/2050                                    | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $211886.39    | 0.03%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.400000% 06/15/2038                                      | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $237758.74    | 0.03%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 5.200000% 07/15/2045                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4663.05      | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV                          | BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY                            | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $646335.78    | 0.09%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 5.550000% 02/16/2055                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227730.82    | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                   | OWENS CORNING 5.950000% 06/15/2054                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246182.74    | 0.03%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                         | CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    310000 | PA      | $251181.15    | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | ESSENTIAL UTILITIES INC 4.276000% 05/01/2049                                      | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    495000 | PA      | $401990.82    | 0.06%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                               | MARKEL GROUP INC 6.000000% 05/16/2054                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545690.96    | 0.08%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $470100.72    | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 2.950000% 06/01/2041                                         | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276470.50    | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                             | IDAHO POWER CO MTN 5.700000% 03/15/2055                                           | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275308.22    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226825.17    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051                             | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $57531.37     | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                     | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.729000% 10/15/2070                  | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    403000 | PA      | $267780.29    | 0.04%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| CORNING INCORPORATED                                            | CORNING INC 5.450000% 11/15/2079                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147963.70    | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2825000 | PA      | $2401360.34   | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    965000 | PA      | $896195.67    | 0.13%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.650000% 05/15/2055                                  | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    667000 | PA      | $683372.08    | 0.10%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $273114.22    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 3.700000% 09/15/2049                                          | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $304559.32    | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO 5.300000% 08/01/2054                           | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684102.54    | 0.10%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                    | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144176.92    | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.350000% 11/01/2039                                  | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666115.92    | 0.09%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC 144A 5.800000% 10/11/2041                                         | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    150000 | PA      | $158735.93    | 0.02%             | 2041-10-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.500000% 07/01/2040                                  | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $382369.40    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                             | SOUTHWESTERN PUBLIC SERVICE CO 4.400000% 11/15/2048                               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    690000 | PA      | $580225.97    | 0.08%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                            | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512720.98    | 0.07%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $240567.35    | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 5.875000% 11/30/2055                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1094078.61   | 0.15%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565580.79    | 0.08%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                          | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $553775.71    | 0.08%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.800000% 02/08/2061                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    625000 | PA      | $378567.29    | 0.05%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.950000% 06/15/2055                                       | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366763.34    | 0.05%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.750000% 11/15/2065                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149363.82    | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 6.200000% 09/15/2055                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441218.54    | 0.06%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.875000% 11/15/2044                                                  | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    685000 | PA      | $609515.38    | 0.09%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.875000% 11/14/2048                                                   | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386386.50    | 0.05%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 6.375000% 07/24/2042                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $440782.55    | 0.06%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 5.200000% 07/15/2035                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1317286.41   | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III | PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 3.550000% 06/09/2051                  | CUSIP: 71567PAT7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    120000 | PA      | $87900.00     | 0.01%             | 2051-06-09      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1021516.44   | 0.14%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 5.750000% 04/15/2054                                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24024.09     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.300000% 11/15/2044                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181146.17    | 0.03%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC 6.700000% 11/15/2053                                                 | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $669846.28    | 0.09%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                        | LAM RESEARCH CORP 2.875000% 06/15/2050                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    257000 | PA      | $171027.48    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                          | NSTAR ELECTRIC CO 4.550000% 06/01/2052                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    763000 | PA      | $658503.06    | 0.09%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 7.079000% 08/02/2043                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $175517.26    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051                            | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63521.98     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | LLOYDS BANKING GROUP PLC 4.943000% 11/04/2036                                     | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    665000 | PA      | $662795.15    | 0.09%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $984608.75    | 0.14%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                           | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    541000 | PA      | $419228.80    | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    659000 | PA      | $555970.87    | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 4.000000% 04/01/2047                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88148.14     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.750000% 10/31/2032                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     35000 | PA      | $34917.97     | 0.00%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                            | NEVADA POWER CO 6.000000% 03/15/2054                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182185.39    | 0.03%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 3.500000% 10/15/2051                                         | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141742.28    | 0.02%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                            | CONSTELLATION ENERGY GENERATION LLC 6.250000% 10/01/2039                          | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164353.75    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1294135.57   | 0.18%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                       | BAXTER INTERNATIONAL INC 3.132000% 12/01/2051                                     | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $202706.98    | 0.03%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.650000% 03/25/2041                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $494534.61    | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $906185.25    | 0.13%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.400000% 03/15/2055                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244875.00    | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.350000% 01/30/2047                                     | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107627.84    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.950000% 05/15/2062                                       | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110212.06    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1306193.84   | 0.18%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 4.550000% 12/01/2041                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310663.29    | 0.04%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.827000% 02/13/2035                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $501980.48    | 0.07%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 6.300000% 08/15/2037                       | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    585000 | PA      | $655339.55    | 0.09%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.700000% 01/15/2056                                             | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328671.09    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                             | CISCO SYSTEMS INC 5.900000% 02/15/2039                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    406000 | PA      | $443184.53    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 5.700000% 03/15/2054                                        | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    705000 | PA      | $713654.62    | 0.10%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                        | SMURFIT KAPPA TREASURY ULC 5.438000% 04/03/2034                                   | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |    400000 | PA      | $415448.00    | 0.06%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 6.750000% 02/15/2054                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $195825.39    | 0.03%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                  | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79262.84     | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1387930.41   | 0.19%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23180.84     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    878000 | PA      | $970366.50    | 0.14%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160882.42    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 6.750000% 01/15/2053                                  | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2217448.24   | 0.31%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | WISCONSIN PUBLIC SERVICE CORP 2.850000% 12/01/2051                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160904.87    | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1395230.73   | 0.20%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 144A 5.750000% 03/15/2056                   | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $221547.12    | 0.03%             | 2056-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.250000% 02/05/2050                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282550.76    | 0.04%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2405198.91   | 0.34%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                  | PROLOGIS LP 5.250000% 03/15/2054                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144974.56    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.100000% 05/15/2053                                  | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208290.80    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                         | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    825000 | PA      | $798633.25    | 0.11%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                   | PEPSICO INC 3.375000% 07/29/2049                                                  | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95797.05     | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 3.400000% 01/15/2038                                            | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333924.31    | 0.05%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.125000% 05/15/2045                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $248877.68    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123453.75    | 0.02%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 3.300000% 03/01/2050                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88993.75     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                 | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD MTN 5.816000% 06/18/2036                | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | NUSS              | AU        |    760000 | PA      | $794798.59    | 0.11%             | 2036-06-18      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2411046.88   | 0.34%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 3.200000% 02/15/2052                            | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $220375.85    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 6.338000% 05/04/2053                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2392000 | PA      | $2312346.40   | 0.32%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 5.550000% 03/15/2055                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421449.80    | 0.06%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                            | BAYER US FINANCE LLC 144A 6.500000% 11/21/2033                                    | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $37898.47     | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                            | US 10YR ULTRA FUT MAR26- SHORT FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | US        |       -69 | NC      | $-8018015.63  | -1.12%            |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 4.450000% 02/01/2047                                                | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $872941.42    | 0.12%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $100726.04    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $366563.17    | 0.05%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                  | MARATHON PETROLEUM CORP 6.500000% 03/01/2041                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $338754.87    | 0.05%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 3.600000% 03/15/2051                                          | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90369.24     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    295000 | PA      | $274168.94    | 0.04%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $179439.82    | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.875000% 02/06/2041                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42276.94     | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.810000% 10/22/2036                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412273.31    | 0.06%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                        | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.300000% 04/01/2053                      | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244125.85    | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $89982.49     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                                    | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047                  | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $402380.62    | 0.06%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    848000 | PA      | $620093.50    | 0.09%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.750000% 08/15/2041                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1000160.15   | 0.14%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                               | MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049                                     | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87826.61     | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.850000% 06/15/2044                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250203.88    | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    715000 | PA      | $626224.61    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC.                                                    | WALMART INC 2.500000% 09/22/2041                                                  | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $113326.78    | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                        | COX COMMUNICATIONS INC 144A 4.500000% 06/30/2043                                  | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    392000 | PA      | $307533.27    | 0.04%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1147138.94   | 0.16%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 5.464000% 05/09/2036                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2003311.49   | 0.28%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                 | BLACKROCK FUNDING INC 5.350000% 01/08/2055                                        | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397427.63    | 0.06%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 6.200000% 09/15/2055                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67345.09     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 01/17/2053                  | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    345000 | PA      | $378709.23    | 0.05%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    581000 | PA      | $459214.11    | 0.06%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                                   | TUCSON ELECTRIC POWER CO 3.250000% 05/01/2051                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $208979.54    | 0.03%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP MTN 3.625000% 09/01/2049                                          | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $562395.85    | 0.08%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                            | SNAP-ON INC 3.100000% 05/01/2050                                                  | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    401000 | PA      | $279298.63    | 0.04%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.450000% 04/01/2053                               | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330275.72    | 0.05%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.350000% 03/15/2044                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155861.09    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $213988.90    | 0.03%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    965000 | PA      | $991133.62    | 0.14%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 5.550000% 11/01/2045                                                     | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1355857.56   | 0.19%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                   | TRAVELERS COS INC/THE 5.450000% 05/25/2053                                        | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336195.18    | 0.05%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                   | ALIMENTATION COUCHE-TARD INC 144A 4.500000% 07/26/2047                            | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $215417.91    | 0.03%             | 2047-07-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XL Group Public Limited Company.                                | XL GROUP LTD 5.250000% 12/15/2043                                                 | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    382000 | PA      | $366963.56    | 0.05%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC 5.330000% 01/15/2036                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    185000 | PA      | $186389.12    | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                    | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SSG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124667.89    | 0.02%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                                 | AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052                           | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | NUSS              | US        |   1054000 | PA      | $802276.34    | 0.11%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.375000% 07/15/2040                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $312696.99    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                      | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    272000 | PA      | $291242.05    | 0.04%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                               | BLACKSTONE REG FINANCE CO LLC 4.950000% 02/15/2036                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204300.97    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 3.100000% 01/22/2061                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     40000 | PA      | $25428.00     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 5.250000% 08/01/2033                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325021.49    | 0.05%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136751.49    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.750000% 05/30/2042                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399725.79    | 0.06%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675262.61    | 0.09%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    635000 | PA      | $506146.29    | 0.07%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 5.550000% 11/20/2065                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281310.88    | 0.04%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                    | AMERICAN WATER CAPITAL CORP 5.700000% 09/01/2055                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234165.73    | 0.03%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1240136.23   | 0.17%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.439000% 10/06/2048                           | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    747000 | PA      | $655156.07    | 0.09%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP MTN 6.950000% 01/15/2038                         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    380000 | PA      | $432297.98    | 0.06%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    598000 | PA      | $563874.04    | 0.08%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13055000 | PA      | $8812125.00   | 1.24%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.650000% 01/15/2053                                             | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    491000 | PA      | $485969.16    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 11/15/2052                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $665116.21    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                        | ENTERGY MISSISSIPPI LLC 5.850000% 06/01/2054                                      | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237178.04    | 0.03%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                    | BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    633000 | PA      | $529789.71    | 0.07%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 4.900000% 05/17/2044                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    540000 | PA      | $516479.46    | 0.07%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 5.500000% 05/15/2054                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    476000 | PA      | $434828.42    | 0.06%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 3.400000% 03/15/2051                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246415.75    | 0.03%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.750000% 05/18/2046                                                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    581000 | PA      | $517869.70    | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.750000% 11/15/2043                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1212460.35   | 0.17%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                              | PIEDMONT NATURAL GAS CO INC 4.650000% 08/01/2043                                  | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301062.46    | 0.04%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.850000% 03/15/2052                                       | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    385000 | PA      | $297011.33    | 0.04%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                               | OKLAHOMA GAS AND ELECTRIC CO 5.600000% 04/01/2053                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448838.53    | 0.06%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $830380.39    | 0.12%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 5.500000% 03/15/2053                                                   | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18525.56     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038                                    | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    284000 | PA      | $308869.04    | 0.04%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.110000% 05/19/2043                        | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    875000 | PA      | $852937.29    | 0.12%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 5.330000% 01/05/2054                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    120000 | PA      | $118164.00    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                      | GINNIE MAE II POOL G2 80610                                                       | CUSIP: 36225CVC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13901 | PA      | $14106.04     | 0.00%             | 2032-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 3.400000% 08/15/2042                                  | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $269851.38    | 0.04%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                             | LOUISVILLE GAS AND ELECTRIC CO 5.850000% 08/15/2055                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    440000 | PA      | $451952.56    | 0.06%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.400000% 11/06/2042                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2029497.38   | 0.28%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061                               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    395000 | PA      | $265279.95    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96357.81     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9090000 | PA      | $9093550.74   | 1.28%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.700000% 09/15/2053                                     | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    623000 | PA      | $637935.52    | 0.09%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 5.950000% 06/01/2055                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424669.29    | 0.06%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    970000 | PA      | $979565.01    | 0.14%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 11/15/2047                                                  | CUSIP: 912803FA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3830000 | PA      | $1336696.31   | 0.19%             | 2047-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                             | CISCO SYSTEMS INC 5.300000% 02/26/2054                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1553340.48   | 0.22%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79620.31     | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15478000 | PA      | $15671475.00  | 2.20%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 5.424000% 02/12/2036                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261401.06    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 6.750000% 02/01/2040                                      | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    434000 | PA      | $503538.08    | 0.07%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                     | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64972JWN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $404135.47    | 0.06%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 5.600000% 11/15/2064                                          | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218230.37    | 0.03%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                           | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    525000 | PA      | $443366.14    | 0.06%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                            | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $223960.08    | 0.03%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046                               | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $280010.00    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.700000% 08/15/2049                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $276513.99    | 0.04%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                       | WILLIS NORTH AMERICA INC 3.875000% 09/15/2049                                     | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $121477.97    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1380797.20   | 0.19%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTHORITY 5.250000% 02/01/2055                                        | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    432000 | PA      | $438298.97    | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                 | MARTIN MARIETTA MATERIALS INC 5.500000% 12/01/2054                                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    458000 | PA      | $455635.14    | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                           | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87018.09     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98711.06     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| INTUIT INC.                                                     | INTUIT INC 5.500000% 09/15/2053                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100540.90    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 6.050000% 10/01/2054                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340335.35    | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 5.200000% 01/14/2055                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $606482.48    | 0.09%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.750000% 11/15/2055                       | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    714000 | PA      | $730255.20    | 0.10%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.700000% 11/15/2075                                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359968.68    | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 8.875000% 11/15/2038                               | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $283687.46    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORP 5.550000% 08/15/2055                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156864.46    | 0.02%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.500000% 03/18/2054                                           | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    325000 | PA      | $317152.98    | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.600000% 07/15/2041                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    866000 | PA      | $914821.83    | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.100000% 06/15/2048                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $267176.42    | 0.04%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FINANCE L.L.C.                              | CARLYLE HOLDINGS II FINANCE LLC 144A 5.625000% 03/30/2043                         | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $441675.76    | 0.06%             | 2043-03-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                         | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040                  | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147547.60    | 0.02%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.750000% 07/15/2054                                      | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154477.09    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                    | NORTHERN NATURAL GAS CO 144A 4.300000% 01/15/2049                                 | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65500.55     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORPORATION                                              | TARGET CORP 2.950000% 01/15/2052                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55287.35     | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.875000% 11/13/2043                                                  | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150307.15    | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 6.800000% 06/01/2038                                            | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    236000 | PA      | $265297.95    | 0.04%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.950000% 03/15/2053                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    671000 | PA      | $616925.25    | 0.09%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $681064.45    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1218460.54   | 0.17%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.875000% 06/01/2053                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207484.04    | 0.03%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                 | CLECO POWER LLC 6.000000% 12/01/2040                                              | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220560.22    | 0.03%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    820000 | PA      | $841043.79    | 0.12%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.875000% 09/26/2045                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1524695.59   | 0.21%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                   | AEP TRANSMISSION CO LLC 3.800000% 06/15/2049                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $203975.59    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                   | AEP TRANSMISSION CO LLC 5.400000% 03/15/2053                                      | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242836.48    | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                                    | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $638709.90    | 0.09%             | 2043-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 4.800000% 07/15/2046                                              | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    283000 | PA      | $254926.17    | 0.04%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 4.375000% 05/11/2045                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1261589.44   | 0.18%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                         | INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    959000 | PA      | $857307.30    | 0.12%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111488.29    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP 5.450000% 08/14/2053                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54515.66     | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    412000 | PA      | $422048.09    | 0.06%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $788806.51    | 0.11%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 3.750000% 09/12/2046                                         | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $309615.36    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                     | RIO TINTO FINANCE USA PLC 5.875000% 03/14/2065                                    | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |     60000 | PA      | $62674.59     | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.050000% 02/15/2046                                            | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    415000 | PA      | $379112.32    | 0.05%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                     | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050                  | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    377000 | PA      | $259699.46    | 0.04%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                | AIR PRODUCTS AND CHEMICALS INC 2.700000% 05/15/2040                               | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189869.33    | 0.03%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                             | ENTERGY CORP 6.100000% 06/15/2056                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301784.61    | 0.04%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.500000% 11/15/2052                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    595000 | PA      | $515552.87    | 0.07%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                        | PUGET SOUND ENERGY INC 2.893000% 09/15/2051                                       | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $123196.63    | 0.02%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.000000% 05/15/2050                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $807813.61    | 0.11%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 5.750000% 04/15/2054                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451027.30    | 0.06%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                            | DTE ELECTRIC CO 4.050000% 05/15/2048                                              | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    355000 | PA      | $293474.03    | 0.04%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                  | ARIZONA PUBLIC SERVICE CO 3.350000% 05/15/2050                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $259185.53    | 0.04%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA           | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    295000 | PA      | $246822.35    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTH ZERO COUPON 01/15/2038                                           | CUSIP: 88059FBA8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3700000 | PA      | $2093918.65   | 0.29%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3270000 | PA      | $2094205.09   | 0.29%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 5.450000% 03/15/2053                                     | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481182.85    | 0.07%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 6.200000% 08/15/2036                             | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $541200.29    | 0.08%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    510000 | PA      | $473315.41    | 0.07%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    720000 | PA      | $654439.50    | 0.09%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                | PHILIP MORRIS INTERNATIONAL INC 3.875000% 08/21/2042                              | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $542389.37    | 0.08%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.875000% 06/15/2054           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372758.29    | 0.05%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1315783.13   | 0.18%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1364696.58   | 0.19%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149759.32    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 4.375000% 04/15/2040                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236952.74    | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62594.31     | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 3.200000% 06/01/2050           | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    627000 | PA      | $408486.64    | 0.06%             | 2050-06-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2669812.88   | 0.37%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                | PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042                              | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $298513.99    | 0.04%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                  | MARATHON PETROLEUM CORP 4.750000% 09/15/2044                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34764.76     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3223000 | PA      | $2368766.48   | 0.33%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                       | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115087.22    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 3.946000% 01/23/2049                                         | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $395954.91    | 0.06%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                         | PUBLIC SERVICE CO OF NEW HAMPSHIRE 5.150000% 01/15/2053                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141697.71    | 0.02%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40890.85     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 5.850000% 05/15/2055                                | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    455000 | PA      | $468514.34    | 0.07%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.400000% 09/01/2035                                     | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1279737.29   | 0.18%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US LONG BOND(CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       147 | NC      | $17327625.00  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1521271.11   | 0.21%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    495000 | PA      | $437836.99    | 0.06%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                             | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $519790.45    | 0.07%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                              | LYB INTERNATIONAL FINANCE III LLC 4.200000% 10/15/2049                            | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58620.84     | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1711881.06   | 0.24%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90884.25     | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                       | BAE SYSTEMS HOLDINGS INC 144A 4.750000% 10/07/2044                                | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $392457.69    | 0.06%             | 2044-10-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP MTN 4.450000% 03/01/2047                                          | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1468503.88   | 0.21%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 3.875000% 10/15/2046                                                | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157419.50    | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 5.516000% 11/19/2055                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1457886.49   | 0.20%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                | BROOKFIELD ASSET MANAGEMENT LTD 6.077000% 09/15/2055                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |    358000 | PA      | $369048.16    | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 5.250000% 09/15/2054                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188146.19    | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1940000 | PA      | $1806549.22   | 0.25%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $324049.69    | 0.05%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317231.00    | 0.04%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446721.88    | 0.06%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                          | BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $821389.52    | 0.12%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 4.250000% 03/15/2052                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317127.33    | 0.04%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 3.030000% 03/15/2052                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    810000 | PA      | $537633.81    | 0.08%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 6.625000% 10/15/2054                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371887.30    | 0.05%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.690000% 03/01/2040                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $192224.70    | 0.03%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                          | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   1035000 | PA      | $708944.19    | 0.10%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304287.30    | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    145000 | PA      | $86373.46     | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                           | KEURIG DR PEPPER INC 4.500000% 04/15/2052                                         | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98537.17     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    315000 | PA      | $240567.06    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | FORD MOTOR CO 4.750000% 01/15/2043                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    365000 | PA      | $293761.76    | 0.04%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                      | FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057                              | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171228.06    | 0.02%             | 2057-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5913000 | PA      | $3431951.91   | 0.48%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $1622048.41   | 0.23%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                       | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | US        |       191 | NC      | $39892140.63  | 5.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.450000% 06/24/2050                                               | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    325000 | PA      | $196334.86    | 0.03%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC 5.968000% 03/04/2054                                       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    335000 | PA      | $340681.38    | 0.05%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2316649.83   | 0.32%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                    | FISERV INC 4.400000% 07/01/2049                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239028.06    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 2.820000% 09/01/2051                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $213783.53    | 0.03%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4885000 | PA      | $3361681.43   | 0.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 5.750000% 06/01/2053                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507265.07    | 0.07%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $448723.46    | 0.06%             | 2048-06-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA 144A 6.027000% 05/28/2036                                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    620000 | PA      | $658380.42    | 0.09%             | 2036-05-28      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                    | KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041                                   | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564970.04    | 0.08%             | 2041-04-01      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                                     | EVERGY KANSAS CENTRAL INC 5.700000% 03/15/2053                                    | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252781.73    | 0.04%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.336000% 01/23/2035                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $517836.46    | 0.07%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                     | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96367.31     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                  | AEP TEXAS INC 5.850000% 10/15/2055                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184392.78    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                      | TENN VALLEY AUTHORITY 5.250000% 09/15/2039                                        | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    285000 | PA      | $306778.57    | 0.04%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 08/15/2045                                                  | CUSIP: 912803EP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $2039407.60   | 0.29%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2                        | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6975 | PA      | $6147.56      | 0.00%             | 2034-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                                  | POTOMAC ELECTRIC POWER CO 5.500000% 03/15/2054                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $534781.99    | 0.07%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054                       | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489086.15    | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    335000 | PA      | $321969.35    | 0.05%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34416.47     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                 | STATE OF ISRAEL 3.375000% 01/15/2050                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    490000 | PA      | $334671.34    | 0.05%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 4.950000% 05/19/2050                                             | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58397.92     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3920000 | PA      | $2321834.38   | 0.33%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    600000 | PA      | $477373.00    | 0.07%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $171987.07    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 6.100000% 04/01/2064                                                      | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55936.24     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                        | ALLSTATE CORP/THE 4.500000% 06/15/2043                                            | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44465.78     | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 4.500000% 06/15/2047                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87183.86     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 08/15/2042                                              | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $870575.97    | 0.12%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                   | TRAVELERS COS INC/THE 5.700000% 07/24/2055                                        | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    820000 | PA      | $852171.71    | 0.12%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4660000 | PA      | $4620681.25   | 0.65%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                    | NEW YORK LIFE GLOBAL FUNDING MTN 5.350000% 01/23/2035                             | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $455828.16    | 0.06%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1138539.08   | 0.16%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                       | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 6.170000% 05/29/2055               | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    379000 | PA      | $407971.95    | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 5.200000% 02/15/2049                                             | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82381.27     | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 3.200000% 11/15/2049                                       | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    330000 | PA      | $228125.46    | 0.03%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                     | L3HARRIS TECHNOLOGIES INC 5.500000% 08/15/2054                                    | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403870.09    | 0.06%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC 144A 3.000000% 09/15/2050                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $187964.52    | 0.03%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $558605.41    | 0.08%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA U.S. FINANCING, INC.                                     | TAKEDA US FINANCING INC 5.900000% 07/07/2055                                      | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    934000 | PA      | $970438.47    | 0.14%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.600000% 02/21/2054                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209737.75    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $91128.25     | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                               | DOLLAR TREE INC 3.375000% 12/01/2051                                              | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $113079.07    | 0.02%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 5.050000% 10/01/2048                                        | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    565000 | PA      | $514582.47    | 0.07%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.950000% 10/01/2043                                           | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504093.63    | 0.07%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 05/15/2050                                                  | CUSIP: 912803FP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8220000 | PA      | $2568496.74   | 0.36%             | 2050-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332889.90    | 0.05%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                              | HUNTINGTON BANCSHARES INC/OH 6.141000% 11/18/2039                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187627.50    | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                              | SUNCOR ENERGY INC 6.800000% 05/15/2038                                            | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | NUSS              | CA        |    134000 | PA      | $149018.21    | 0.02%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                           | TAKEDA PHARMACEUTICAL CO LTD 3.175000% 07/09/2050                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    157000 | PA      | $107313.17    | 0.02%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.150000% 11/15/2041                                                    | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318508.67    | 0.04%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | BARCLAYS PLC 5.860000% 08/11/2046                                                 | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    115000 | PA      | $119424.07    | 0.02%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420634.40    | 0.06%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81286.45     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                              | BERRY GLOBAL INC 5.650000% 01/15/2034                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340719.78    | 0.05%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                  | NNN REIT INC 4.800000% 10/15/2048                                                 | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75789.05     | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 02/15/2043                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2105000 | PA      | $1737693.94   | 0.24%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 5.850000% 03/08/2053                                      | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    692000 | PA      | $715657.60    | 0.10%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 6.100000% 10/15/2055                                  | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256496.59    | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                            | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300859.84    | 0.04%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.875000% 06/28/2064                                           | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    210000 | PA      | $207558.44    | 0.03%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.750000% 12/10/2051                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $101805.94    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                               | NORTHWEST NATURAL HOLDING CO 7.000000% 09/15/2055                                 | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217604.52    | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                      | KENTUCKY UTILITIES CO 5.850000% 08/15/2055                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    460000 | PA      | $474055.13    | 0.07%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $781841.68    | 0.11%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 5.650000% 03/16/2052                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $427601.47    | 0.06%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1221000 | PA      | $1242367.51   | 0.17%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    975000 | PA      | $841184.89    | 0.12%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1303549.17   | 0.18%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 6.625000% 09/01/2053                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $533776.40    | 0.07%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128497.22    | 0.02%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.350000% 05/15/2045                                           | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $445623.73    | 0.06%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                         | UBER TECHNOLOGIES INC 4.800000% 09/15/2035                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249886.55    | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.050000% 09/15/2049                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     83000 | PA      | $65731.57     | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253572.39    | 0.04%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                            | AMPHENOL CORP 5.300000% 11/15/2055                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1489467.09   | 0.21%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 4.375000% 03/15/2043                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    510000 | PA      | $383787.07    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA 144A 6.915000% 01/14/2046                                                 | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |     20000 | PA      | $21647.94     | 0.00%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $416201.45    | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 5.900000% 10/01/2054                                  | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210237.12    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $445122.31    | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                        | NXP BV / NXP FUNDING LLC / NXP USA INC 3.250000% 05/11/2041                       | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    440000 | PA      | $336354.36    | 0.05%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.750000% 03/02/2063                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726360.20    | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                 | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | US        |    460000 | PA      | $403412.56    | 0.06%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                      | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197269.18    | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                        | PUGET SOUND ENERGY INC 5.598000% 09/15/2055                                       | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164034.35    | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.200000% 04/01/2055                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748631.74    | 0.10%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 5.050000% 03/03/2053                                    | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341187.56    | 0.05%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                   | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3593000 | PA      | $3383967.27   | 0.47%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.750000% 07/15/2045                                       | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18300.11     | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 6.625000% 05/19/2055                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67398.51     | 0.01%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    882000 | PA      | $811087.24    | 0.11%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 5.850000% 11/01/2064                                          | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49677.51     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $766931.82    | 0.11%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.250000% 09/08/2033                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |     60000 | PA      | $62627.34     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 6.000000% 06/01/2044                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250042.66    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    355000 | PA      | $275483.57    | 0.04%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                           | ENTERGY ARKANSAS LLC 5.750000% 06/01/2054                                         | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448892.52    | 0.06%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1209191.19   | 0.17%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    315000 | PA      | $199063.39    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112843.54    | 0.02%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $4423267.83   | 0.62%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    255000 | PA      | $260336.03    | 0.04%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.250000% 01/15/2054                                                  | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    871000 | PA      | $841736.96    | 0.12%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                  | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    812000 | PA      | $813975.21    | 0.11%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.488000% 04/05/2054                                     | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    245000 | PA      | $241815.49    | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                     | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $465995.99    | 0.07%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.500000% 06/15/2047                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38524.21     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                             | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $210055.43    | 0.03%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 5.550000% 11/30/2048                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53910.14     | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.850000% 10/29/2041           | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1860000 | PA      | $1533482.75   | 0.22%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 5.000000% 05/17/2053                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $970083.24    | 0.14%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.500000% 03/01/2055                       | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256931.21    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                             | STRYKER CORP 4.100000% 04/01/2043                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345428.18    | 0.05%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                   | RAYMOND JAMES FINANCIAL INC 5.650000% 09/11/2055                                  | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351496.66    | 0.05%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 6.400000% 03/15/2054                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1641747.79   | 0.23%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    701000 | PA      | $689258.86    | 0.10%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.850000% 04/01/2061           | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $672939.14    | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14641000 | PA      | $15098531.25  | 2.12%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                     | EQUINOR ASA 3.625000% 04/06/2040                                                  | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    640000 | PA      | $551136.40    | 0.08%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS ARPT REV                           | LOS ANGELES CA DEPT OF ARPTS CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS           | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $251136.52    | 0.04%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    440000 | PA      | $353225.12    | 0.05%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    510000 | PA      | $535718.94    | 0.08%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.950000% 09/15/2054                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414760.66    | 0.06%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2000571.88   | 0.28%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.576000% 07/23/2036                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418495.20    | 0.06%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.600000% 03/15/2048                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $355752.98    | 0.05%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 4.250000% 11/30/2046                                      | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33703.43     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274931.23    | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                        | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |   1105000 | PA      | $1100087.19   | 0.15%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162686.63    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    435000 | PA      | $354048.52    | 0.05%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1250000 | PA      | $1306150.58   | 0.18%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                | SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42237.96     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                            | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1463421.85   | 0.21%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 5.450000% 11/20/2055                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231970.78    | 0.03%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                           | ALEXANDRIA REAL ESTATE EQUITIES INC 4.850000% 04/15/2049                          | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51468.78     | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                     | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    300000 | PA      | $277739.35    | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                              | BOSTON GAS CO 144A 6.119000% 07/20/2053                                           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147836.27    | 0.02%             | 2053-07-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.450000% 02/01/2050                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37759.04     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                       | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    436000 | PA      | $475828.33    | 0.07%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                 | GE HEALTHCARE TECHNOLOGIES INC 6.377000% 11/22/2052                               | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332729.27    | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.900000% 03/15/2049                                     | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114657.30    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1335454.91   | 0.19%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                           | UNIV OF CALIFORNIA REVENUES UNIVERSITY OF CALIFORNIA                              | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $284754.02    | 0.04%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 4.050000% 08/22/2047                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $956471.44    | 0.13%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.800000% 05/01/2065                                                | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672572.45    | 0.09%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                              | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    515000 | PA      | $392808.94    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                          | DUKE ENERGY OHIO INC 5.550000% 03/15/2054                                         | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234974.78    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 7.950000% 06/15/2039                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23722.60     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                          | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158859.03    | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 4.800000% 04/01/2044                                          | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295234.17    | 0.04%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 4.375000% 12/01/2047                                          | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1110274.71   | 0.16%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                       | REALTY INCOME CORP 5.375000% 09/01/2054                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186494.73    | 0.03%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685508.83    | 0.10%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 5.750000% 06/24/2044                                         | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9103.15      | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                         | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063                        | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $332135.93    | 0.05%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 5.650000% 06/15/2054                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    828000 | PA      | $815170.45    | 0.11%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                      | AMERICAN TOWER CORP 3.100000% 06/15/2050                                          | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201376.59    | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 4.200000% 04/01/2050                                        | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    665000 | PA      | $542488.79    | 0.08%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20360000 | PA      | $12311437.50  | 1.73%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 6.150000% 05/01/2037                             | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $489565.47    | 0.07%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $846196.47    | 0.12%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338884.59    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 3.625000% 10/01/2042                                    | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    245000 | PA      | $199443.28    | 0.03%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                       | US LONG BOND(CBT) DEC25 DUMMY FINANCIAL COMMODITY FUTURE.                         | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | US        |      -147 | NC      | $-17327625.00 | -2.43%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 2.900000% 04/01/2041                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    134000 | PA      | $98416.20     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 08/15/2044                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $2379907.04   | 0.33%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 2.700000% 07/15/2041                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18370.63     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.750000% 09/05/2055                                 | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    865000 | PA      | $901770.73    | 0.13%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292373.41    | 0.04%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.950000% 03/14/2052                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55424.36     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                   | PEPSICO INC 5.250000% 07/17/2054                                                  | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644303.55    | 0.09%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                           | ALEXANDRIA REAL ESTATE EQUITIES INC 3.550000% 03/15/2052                          | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    465000 | PA      | $316673.51    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 6.250000% 09/01/2037                                | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    425000 | PA      | $469443.41    | 0.07%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                       | RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7                                       | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4491 | PA      | $3898.64      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 6.400000% 05/07/2054                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    743000 | PA      | $724224.39    | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4385000 | PA      | $4429535.16   | 0.62%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.300000% 06/01/2042                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237944.68    | 0.03%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1097352.96   | 0.15%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    675000 | PA      | $652056.63    | 0.09%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS 6.375000% 02/25/2055           | CUSIP: 472140AC6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20683.89     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 5.000000% 04/27/2051                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    780000 | PA      | $636207.00    | 0.09%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 5.250000% 06/01/2054                                            | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102338.75    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | STRIP PRINC 0.000000% 08/15/2043                                                  | CUSIP: 912803ED1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9912000 | PA      | $4323562.76   | 0.61%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    996000 | PA      | $776939.11    | 0.11%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 5.350000% 10/01/2052                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258287.24    | 0.04%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                           | SOLVENTUM CORP 5.900000% 04/30/2054                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    664000 | PA      | $681332.23    | 0.10%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1222000 | PA      | $1339018.72   | 0.19%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 5.850000% 03/15/2036                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $152657.25    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 3.875000% 04/27/2051                                    | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $7565.28      | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049                                    | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15122.00     | 0.00%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $38098.65     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     27106 | PA      | $3346.56      | 0.00%             | 2040-01-16      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 6.375000% 03/01/2041                             | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    576000 | PA      | $619379.59    | 0.09%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 5.200000% 02/15/2055                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    945000 | PA      | $906984.73    | 0.13%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                           | STANFORD HEALTH CARE 3.027000% 08/15/2051                                         | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $254271.43    | 0.04%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                            | ROCHE HOLDINGS INC 144A 5.218000% 03/08/2054                                      | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548030.53    | 0.08%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                  | APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    515000 | PA      | $510495.18    | 0.07%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.200000% 08/14/2064                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120803.55    | 0.02%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1091382.01   | 0.15%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                       | ALCON FINANCE CORP 144A 5.750000% 12/06/2052                                      | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206278.10    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    670000 | PA      | $623680.80    | 0.09%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 4.875000% 02/27/2053                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    518000 | PA      | $486070.78    | 0.07%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 5.875000% 08/08/2054                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $85395.25     | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    465000 | PA      | $391663.48    | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                   | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1600000 | PA      | $1598840.46   | 0.22%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $619500.74    | 0.09%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4732000 | PA      | $4745308.75   | 0.67%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                    | TRUIST FINANCIAL CORP MTN 5.711000% 01/24/2035                                    | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    505000 | PA      | $534033.37    | 0.07%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                     | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109099.65    | 0.02%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.125000% 08/13/2042                                                  | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4309.68      | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 4.500000% 06/01/2042                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1181673.31   | 0.17%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.350000% 04/15/2050                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $234803.84    | 0.03%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                             | EOG RESOURCES INC 5.950000% 07/15/2055                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104066.04    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052                                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    188000 | PA      | $174862.56    | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    460000 | PA      | $432663.31    | 0.06%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                                    | CITY OF HOPE 4.378000% 08/15/2048                                                 | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $549163.67    | 0.08%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117333.67    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                     | COMMONWEALTH EDISON CO 4.350000% 11/15/2045                                       | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    865000 | PA      | $746625.64    | 0.10%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.250000% 05/01/2046                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341545.03    | 0.05%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5320000 | PA      | $2705926.55   | 0.38%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121345.31    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2679887.00   | 0.38%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                             | ENTERGY TEXAS INC 3.550000% 09/30/2049                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    325000 | PA      | $236800.95    | 0.03%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.700000% 05/14/2045                                                   | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $970942.90    | 0.14%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    780000 | PA      | $763214.70    | 0.11%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC 3.400000% 08/01/2051                                                 | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    441000 | PA      | $304671.71    | 0.04%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.960000% 04/01/2039                                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $234110.89    | 0.03%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239307.10    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                       | US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | US        |       107 | NC      | $12433734.38  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 5.300000% 02/01/2055                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    684000 | PA      | $661036.12    | 0.09%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $470475.77    | 0.07%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                      | STELLANTIS FINANCE US INC 144A 6.450000% 03/18/2035                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $478722.96    | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $7899945.26   | 1.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538790.28    | 0.08%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    402000 | PA      | $410544.04    | 0.06%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                             | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    720000 | PA      | $481910.64    | 0.07%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                             | WW GRAINGER INC 4.600000% 06/15/2045                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151072.62    | 0.02%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441786.30    | 0.06%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.550000% 02/15/2055                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    481000 | PA      | $468153.99    | 0.07%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047           | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $892494.18    | 0.13%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 3.900000% 05/01/2045                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $474575.10    | 0.07%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $264753.27    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.600000% 11/15/2060                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $405871.43    | 0.06%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                              | BALTIMORE GAS AND ELECTRIC CO 2.900000% 06/15/2050                                | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    330000 | PA      | $215768.50    | 0.03%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $874240.67    | 0.12%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.650000% 09/01/2042                       | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $323616.51    | 0.05%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                             | ENTERGY TEXAS INC 5.000000% 09/15/2052                                            | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127408.37    | 0.02%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                           | REGENCY CENTERS LP 4.650000% 03/15/2049                                           | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345370.50    | 0.05%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                            | BEACON FUNDING TRUST 144A 6.266000% 08/15/2054                                    | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209813.84    | 0.03%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                            | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    503000 | PA      | $327431.56    | 0.05%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1130000 | PA      | $832584.00    | 0.12%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567725.65    | 0.08%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 6.500000% 09/15/2037                                            | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    800000 | PA      | $885957.83    | 0.12%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                     | AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051                                     | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $291829.42    | 0.04%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 4.900000% 02/15/2038                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    935000 | PA      | $933244.89    | 0.13%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3661000 | PA      | $3050785.65   | 0.43%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELM ROAD GENERATING STATION SUPERCRITICAL, LLC                  | ELM ROAD GENERATING STATION SUPERCRITICAL LLC 144A 5.848000% 01/19/2041           | CUSIP: 28932MAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $593444.20    | 0.08%             | 2041-01-19      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.700000% 04/15/2048                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46188.71     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                                 | RIO TINTO FINANCE USA LTD 5.200000% 11/02/2040                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $201913.73    | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC.                                            | ELECTRONIC ARTS INC 2.950000% 02/15/2051                                          | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110829.33    | 0.02%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP, INC.                                   | COLUMBIA PIPELINE GROUP INC 5.800000% 06/01/2045                                  | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.27     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 5.450000% 06/01/2052                                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50491.25     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                        | CONSUMERS ENERGY CO 3.100000% 08/15/2050                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85820.36     | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                      | PRUDENTIAL FINANCIAL INC 3.905000% 12/07/2047                                     | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31980.13     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.700000% 02/10/2053                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67102.08     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | GNR 2011-70 BO MORTGAGE SERIES: 2011-70  CLASS: BO                                | CUSIP: 38377WKM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1164932 | PA      | $906711.31    | 0.13%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANSMISSION, LLC                                   | SABAL TRAIL TRANSMISSION LLC 144A 4.682000% 05/01/2038                            | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254509.54    | 0.04%             | 2038-05-01      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                           | CARGILL INC 144A 5.375000% 10/23/2055                                             | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525624.02    | 0.07%             | 2055-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $300471.35    | 0.04%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                           | ALABAMA POWER CO 4.300000% 07/15/2048                                             | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $474248.10    | 0.07%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 6.200000% 09/15/2055                                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313489.16    | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.700000% 05/15/2046                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    921000 | PA      | $847820.29    | 0.12%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052                                  | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69533.15     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.030000% 10/15/2047                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    510000 | PA      | $418235.26    | 0.06%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 11/15/2042                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $768419.53    | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054                             | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52961.43     | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                           | QUANTA SERVICES INC 3.050000% 10/01/2041                                          | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    419000 | PA      | $314470.25    | 0.04%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 6.000000% 01/15/2056                                              | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    630000 | PA      | $657284.29    | 0.09%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.550000% 10/15/2055                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345827.40    | 0.05%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 3.095000% 08/16/2049                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $97975.64     | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                          | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    266000 | PA      | $292804.13    | 0.04%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107094.35    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                               | BERKSHIRE HATHAWAY ENERGY CO 6.125000% 04/01/2036                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1890902.65   | 0.27%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 5.750000% 03/02/2053                                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378844.32    | 0.05%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.750000% 06/28/2054                                           | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    775000 | PA      | $764328.23    | 0.11%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12980000 | PA      | $9863786.00   | 1.38%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 2.700000% 11/15/2051                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $97984.36     | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.721000% 12/15/2044                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    981000 | PA      | $898064.78    | 0.13%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150760.99    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.800000% 08/15/2043                                        | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    408000 | PA      | $371836.79    | 0.05%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.500000% 06/01/2052                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85182.98     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.125000% 11/15/2041                                              | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1725000 | PA      | $1453379.88   | 0.20%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.150000% 02/01/2043                                           | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113041.13    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1283136.81   | 0.18%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $660776.34    | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    752000 | PA      | $683956.89    | 0.10%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                   | EQUINIX INC 2.950000% 09/15/2051                                                  | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $288441.68    | 0.04%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                               | GLENCORE FINANCE CANADA LTD 144A 5.550000% 10/25/2042                             | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | NUSS              | AU        |    435000 | PA      | $426597.03    | 0.06%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                              | AMCOR FLEXIBLES NORTH AMERICA INC 5.500000% 03/17/2035                            | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    625000 | PA      | $648138.11    | 0.09%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $571480.20    | 0.08%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                 | DEERE & CO 3.750000% 04/15/2050                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    431000 | PA      | $343835.01    | 0.05%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1577323.86   | 0.22%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                             | EOG RESOURCES INC 5.650000% 12/01/2054                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    749000 | PA      | $749157.15    | 0.11%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                              | CANADIAN NATURAL RESOURCES LTD MTN 4.950000% 06/01/2047                           | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    380000 | PA      | $337159.64    | 0.05%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                        | BOOZ ALLEN HAMILTON INC 5.950000% 04/15/2035                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363794.66    | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    365000 | PA      | $280476.92    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                       | DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042                                     | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    405000 | PA      | $350686.45    | 0.05%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 5.850000% 09/01/2043                                             | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220379.60    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 5.875000% 10/15/2035                                             | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131876.30    | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 3.850000% 04/15/2045                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    430000 | PA      | $351007.03    | 0.05%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | SEMPRA 3.800000% 02/01/2038                                                       | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389427.71    | 0.05%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.500000% 11/15/2045                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1538501.74   | 0.22%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 6.150000% 03/01/2055                                  | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60782.73     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | SEMPRA 6.000000% 10/15/2039                                                       | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    600000 | PA      | $633027.10    | 0.09%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1476943.22   | 0.21%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC 5.813000% 03/03/2055                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $179135.09    | 0.03%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                             | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71755.66     | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                                   | REVVITY INC 3.625000% 03/15/2051                                                  | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144228.13    | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.375000% 02/14/2042                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63988.27     | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167224.23    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                 | S&P GLOBAL INC 3.250000% 12/01/2049                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    355000 | PA      | $255507.57    | 0.04%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                        | VULCAN MATERIALS CO 5.700000% 12/01/2054                                          | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    299000 | PA      | $304768.28    | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 08/15/2043                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1487000 | PA      | $1310534.91   | 0.18%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 4.892000% 10/22/2036                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541749.76    | 0.08%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    384000 | PA      | $365002.68    | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 6.600000% 03/15/2046                                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307084.09    | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.260000% 02/22/2048                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86580.06     | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $90875.03     | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                  | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10700 | PA      | $9744.70      | 0.00%             | 2034-12-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $246064.22    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                           | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    573777 | PA      | $605585.71    | 0.08%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $2179271.78   | 0.31%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1214564.05   | 0.17%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                      | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    225000 | PA      | $226139.30    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 5.700000% 09/15/2055                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476586.74    | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51949.36     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 3.942000% 11/01/2047                                        | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    290000 | PA      | $233976.77    | 0.03%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $298661.64    | 0.04%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 3.000000% 10/15/2050                                               | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $744623.15    | 0.10%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268442.51    | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52855.04     | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.400000% 02/22/2062                                                    | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100225.51    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                   | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    525000 | PA      | $393838.87    | 0.06%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                        | MEMORIAL HEALTH SERVICES 3.447000% 11/01/2049                                     | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    240000 | PA      | $173811.71    | 0.02%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053                       | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5215.98      | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 5.400000% 05/13/2064                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529278.35    | 0.07%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                          | CMS ENERGY CORP 4.875000% 03/01/2044                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    847000 | PA      | $765684.05    | 0.11%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                 | ASTRAZENECA PLC 6.450000% 09/15/2037                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |    755000 | PA      | $871224.84    | 0.12%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                 | ENEL FINANCE INTERNATIONAL NV 144A 5.750000% 09/30/2055                           | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $344860.60    | 0.05%             | 2055-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    342000 | PA      | $264275.28    | 0.04%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 4.400000% 05/27/2045                    | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |      5000 | PA      | $4466.48      | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $213665.44    | 0.03%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 4.650000% 01/15/2043                                          | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18099.62     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 5.500000% 05/22/2054                                    | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $462200.56    | 0.06%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE INC 5.650000% 02/01/2045                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99882.26     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.750000% 01/15/2054                                             | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    672000 | PA      | $672903.67    | 0.09%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    715000 | PA      | $441087.39    | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 6.250000% 10/02/2043                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159150.74    | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $970583.85    | 0.14%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC 6.125000% 03/08/2034                                     | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     70000 | PA      | $71208.62     | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 4.350000% 04/15/2047                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    630000 | PA      | $543383.40    | 0.08%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.200000% 03/01/2048                                     | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205817.79    | 0.03%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                 | BLACKROCK FUNDING INC 5.250000% 03/14/2054                                        | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    720000 | PA      | $703709.45    | 0.10%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.900000% 11/17/2045                                         | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250931.72    | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US LONG BOND(CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       160 | NC      | $18790000.00  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP MTN 3.550000% 08/15/2039                                       | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73384.60     | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1014905.94   | 0.14%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    597000 | PA      | $666878.44    | 0.09%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                       | ALCON FINANCE CORP 144A 3.800000% 09/23/2049                                      | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $228962.19    | 0.03%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2116039.51   | 0.30%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                     | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $331468.03    | 0.05%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.020000% 01/24/2036                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $885191.59    | 0.12%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    595000 | PA      | $530459.42    | 0.07%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 5.600000% 04/01/2054                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129974.45    | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                 | FOX CORP 5.576000% 01/25/2049                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92654.77     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1772617.29   | 0.25%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 3.500000% 07/15/2051                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    352000 | PA      | $244825.29    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 5.250000% 09/01/2050                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    791000 | PA      | $727487.04    | 0.10%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1164135.02   | 0.16%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                        | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    173402 | PA      | $181709.53    | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 5.650000% 01/15/2065                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271050.93    | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                          | WASTE MANAGEMENT INC 5.350000% 10/15/2054                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $734666.85    | 0.10%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 5.700000% 11/15/2054                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $603365.64    | 0.08%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                              | LYB INTERNATIONAL FINANCE III LLC 5.875000% 01/15/2036                            | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180630.34    | 0.03%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                     | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $184963.05    | 0.03%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 3.600000% 11/15/2050                                          | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    580000 | PA      | $386324.34    | 0.05%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 5.300000% 06/25/2054                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1847839.17   | 0.26%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF PENSION OBLIG                              | RIVERSIDE CNTY CA PENSN OBLG COUNTY OF RIVERSIDE CA                               | CUSIP: 76913CBF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $329121.72    | 0.05%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 5.500000% 11/15/2054                                          | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1550232.14   | 0.22%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2210878.29   | 0.31%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | WISCONSIN PUBLIC SERVICE CORP 4.752000% 11/01/2044                                | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210627.57    | 0.03%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    895000 | PA      | $937928.63    | 0.13%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | WISCONSIN PUBLIC SERVICE CORP 3.300000% 09/01/2049                                | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $124229.41    | 0.02%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136431.51    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 4.950000% 02/27/2063                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $405035.84    | 0.06%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.200000% 11/15/2053                                      | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136718.81    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51075.93     | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                     | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1697852.26   | 0.24%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393366.78    | 0.06%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $257510.82    | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                            | CONSTELLATION ENERGY GENERATION LLC 5.600000% 06/15/2042                          | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278586.38    | 0.04%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    385000 | PA      | $341069.46    | 0.05%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 3.860000% 06/21/2047                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    185000 | PA      | $149896.25    | 0.02%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $949019.47    | 0.13%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14055000 | PA      | $14033039.06  | 1.97%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 4.500000% 02/01/2045                                          | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $558492.81    | 0.08%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE.                                           | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    221000 | PA      | $174410.80    | 0.02%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $90838.81     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.050000% 04/15/2053                                       | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18448.81     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                           | SHELL FINANCE US INC 4.000000% 05/10/2046                                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    155000 | PA      | $128148.61    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2885000 | PA      | $1910410.94   | 0.27%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 4.375000% 08/15/2052                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118100.29    | 0.02%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1399341.94   | 0.20%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293819.27    | 0.04%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359640.25    | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                     | INTERNATIONAL BUSINESS MACHINES CORP 5.700000% 02/10/2055                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859169.13    | 0.12%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV                  | SAN DIEGO CNTY CA WTR AUTH FIN SAN DIEGO COUNTY WATER AUTHORITY                   | CUSIP: 79741TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $313942.86    | 0.04%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.650000% 05/01/2045                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255807.49    | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 5.350000% 11/15/2045                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1886558.53   | 0.26%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555440.99    | 0.08%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    394000 | PA      | $238385.17    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                 | RTX CORP 3.125000% 07/01/2050                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54829.02     | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                            | DTE ELECTRIC CO 5.850000% 05/15/2055                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    507000 | PA      | $532920.58    | 0.07%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 6.000000% 06/15/2054                                             | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129870.97    | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -123 | NC      | $-14875312.50 | -2.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                           | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    680000 | PA      | $658577.01    | 0.09%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 6.000000% 04/05/2054                              | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    155000 | PA      | $158530.41    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                       | CRH AMERICA FINANCE INC 5.875000% 01/09/2055                                      | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    456000 | PA      | $474709.70    | 0.07%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                        | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82110.87     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.650000% 10/15/2065                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465712.89    | 0.07%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 3.875000% 10/15/2047                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    720000 | PA      | $563658.59    | 0.08%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.350000% 01/11/2048                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    360000 | PA      | $312943.24    | 0.04%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                          | UNION ELECTRIC CO 5.125000% 03/15/2055                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    355000 | PA      | $333867.55    | 0.05%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 3.700000% 02/04/2051                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    290000 | PA      | $208789.29    | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                           | THERMO FISHER SCIENTIFIC INC 2.800000% 10/15/2041                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    505000 | PA      | $377243.03    | 0.05%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                    | VIATRIS INC 3.850000% 06/22/2040                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    395000 | PA      | $302083.08    | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165813.92    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 2YR NOTE (CBT) DEC25- S FINANCIAL COMMODITY FUTURE.                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $-1459554.69  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    965000 | PA      | $893593.45    | 0.13%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                                    | APTIV SWISS HOLDINGS LTD 5.400000% 03/15/2049                                     | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    433000 | PA      | $401063.02    | 0.06%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    445000 | PA      | $407589.59    | 0.06%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.625000% 11/15/2045                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9345000 | PA      | $9337699.22   | 1.31%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                  | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $916556.96    | 0.13%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.799000% 04/06/2071                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $874857.05    | 0.12%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                  | NNN REIT INC 3.000000% 04/15/2052                                                 | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $124075.53    | 0.02%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $261780.06    | 0.04%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROSPER TEX INDPT SCH DIST                                      | PROSPER TX INDEP SCH DIST PROSPER INDEPENDENT SCHOOL DISTRICT                     | CUSIP: 7436006B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $236650.11    | 0.03%             | 2055-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 11/15/2047                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $610365.43    | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP 4.300000% 08/15/2039                                    | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    336000 | PA      | $285821.76    | 0.04%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.125000% 08/03/2065                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51307.81     | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                        | DUKE ENERGY INDIANA LLC 6.350000% 08/15/2038                                      | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $178939.52    | 0.03%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17778315 | NS      | $17778315.42  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 6.110000% 01/29/2037                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $609464.68    | 0.09%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| THE NARRAGANSETT ELECTRIC COMPANY                               | NARRAGANSETT ELECTRIC CO/THE 144A 4.170000% 12/10/2042                            | CUSIP: 631005BF1<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $768301.85    | 0.11%             | 2042-12-10      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | ESSENTIAL UTILITIES INC 5.300000% 05/01/2052                                      | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65870.69     | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.450000% 08/01/2042                        | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $398428.16    | 0.06%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                    | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188599.38    | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    390000 | PA      | $443979.12    | 0.06%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                        | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $493474.37    | 0.07%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.200000% 01/15/2039                           | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |     80000 | PA      | $104126.94    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    365000 | PA      | $275818.82    | 0.04%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    785000 | PA      | $749658.28    | 0.11%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 4.078000% 04/23/2040                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $221708.99    | 0.03%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                         | AMEREN ILLINOIS CO 5.625000% 03/01/2055                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    627000 | PA      | $638343.18    | 0.09%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 5.000000% 03/15/2049                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    412000 | PA      | $386003.60    | 0.05%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.109000% 04/22/2041                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $367318.86    | 0.05%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -111 | NC      | $-12183984.38 | -1.71%            |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                              | BOEING CO/THE 7.008000% 05/01/2064                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $904638.23    | 0.13%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDICAL CENTER                              | CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH 2.820000% 11/15/2050             | CUSIP: 16876AAC8<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    450000 | PA      | $285276.15    | 0.04%             | 2050-11-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                          | GENERAL MOTORS FINANCIAL CO INC 6.100000% 01/07/2034                              | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42582.87     | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | SOUTHERN CO GAS CAPITAL CORP 4.400000% 06/01/2043                                 | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    645000 | PA      | $563038.78    | 0.08%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 4.450000% 05/15/2069                              | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    325000 | PA      | $257838.32    | 0.04%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.200000% 01/15/2047                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $291764.91    | 0.04%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                     | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198820.22    | 0.03%             | 2053-11-01      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                           | AMERICAN ELECTRIC POWER CO INC 6.050000% 03/15/2056                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599892.90    | 0.08%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $194604.44    | 0.03%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036                                  | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    973000 | PA      | $586155.54    | 0.08%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC 6.500000% 02/07/2035                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145691.67    | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                              | BALTIMORE GAS AND ELECTRIC CO 4.550000% 06/01/2052                                | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    625000 | PA      | $540307.84    | 0.08%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                           | REGENCY CENTERS LP 4.400000% 02/01/2047                                           | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138707.68    | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.950000% 06/30/2062           | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    442000 | PA      | $271851.50    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 3.500000% 02/15/2041                                                 | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    515000 | PA      | $427980.37    | 0.06%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                       | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    872000 | PA      | $611599.30    | 0.09%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 5.400000% 06/25/2064                                           | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122418.28    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 2.650000% 11/15/2033                                             | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28812.54     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.375000% 05/15/2051                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2020000 | PA      | $1313946.88   | 0.18%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 6.250000% 01/15/2036                                             | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228772.89    | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                    | BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $298479.56    | 0.04%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 5.561000% 11/19/2045                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1997520.52   | 0.28%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                    | TRUIST FINANCIAL CORP MTN 5.867000% 06/08/2034                                    | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175967.59    | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                     | AMERICAN ASSETS TRUST LP 6.150000% 10/01/2034                                     | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404157.99    | 0.06%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                            | WESTLAKE CORP 6.375000% 11/15/2055                                                | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359433.58    | 0.05%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 4.200000% 11/15/2069                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    388000 | PA      | $296836.86    | 0.04%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2617106.62   | 0.37%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.250000% 05/15/2041                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2915000 | PA      | $2187502.55   | 0.31%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206081.98    | 0.03%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                          | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2358398.55   | 0.33%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR2 2A21             | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14264 | PA      | $14360.09     | 0.00%             | 2045-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | ROYALTY PHARMA PLC 5.950000% 09/25/2055                                           | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    358000 | PA      | $361459.72    | 0.05%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                    | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 4.375000% 02/02/2052           | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    735000 | PA      | $579294.51    | 0.08%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    600000 | PA      | $508374.90    | 0.07%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 3.800000% 07/15/2050                                      | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45789.53     | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    445000 | PA      | $375035.22    | 0.05%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV               | TEXAS ST PRIV ACTIVITY BOND SU TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $287144.66    | 0.04%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                          | TAMPA ELECTRIC CO 3.450000% 03/15/2051                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36048.59     | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                  | INDIANA MICHIGAN POWER CO 5.625000% 04/01/2053                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161456.04    | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 6.300000% 04/15/2040                                         | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327473.30    | 0.05%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302120.00    | 0.04%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 4.500000% 04/01/2047                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232948.30    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1209927.05   | 0.17%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                            | KIMCO REALTY OP LLC 4.250000% 04/01/2045                                          | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46959.19     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.375000% 05/15/2055                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $813035.93    | 0.11%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                     | BIOGEN INC 3.250000% 02/15/2051                                                   | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167467.85    | 0.02%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                              | LYB INTERNATIONAL FINANCE III LLC 3.625000% 04/01/2051                            | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29585.14     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                                     | KENVUE INC 5.100000% 03/22/2043                                                   | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63116.84     | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 5.700000% 02/15/2042                            | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1116643.04   | 0.16%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                          | CHUBB INA HOLDINGS LLC 6.700000% 05/15/2036                                       | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    432000 | PA      | $499883.90    | 0.07%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 5.900000% 03/01/2055                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389038.42    | 0.05%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                       | FERGUSON ENTERPRISES INC 5.000000% 10/03/2034                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    431000 | PA      | $437272.35    | 0.06%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                            | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    220000 | PA      | $234036.80    | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 5.600000% 02/15/2041                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240839.54    | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046                            | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $331948.50    | 0.05%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                          | VERISK ANALYTICS INC 3.625000% 05/15/2050                                         | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    420000 | PA      | $307804.82    | 0.04%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                              | REPUBLIC OF CHILE 4.340000% 03/07/2042                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    235000 | PA      | $210818.50    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 4.625000% 03/15/2052                                                      | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $873319.49    | 0.12%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                            | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $93042.13     | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 5.100000% 08/01/2118                                        | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    284000 | PA      | $251928.90    | 0.04%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                          | GENERAL MOTORS FINANCIAL CO INC 6.400000% 01/09/2033                              | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59543.86     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2250458.07   | 0.32%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    644000 | PA      | $604177.42    | 0.08%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395736.66    | 0.06%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.200000% 02/22/2052                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    471000 | PA      | $381147.83    | 0.05%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                     | UNITED PARCEL SERVICE INC 6.050000% 05/14/2065                                    | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278867.31    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 6.250000% 04/01/2054                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63965.53     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORP 4.125000% 06/15/2044                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    855000 | PA      | $729660.69    | 0.10%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    700000 | PA      | $443437.51    | 0.06%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.900000% 12/10/2061                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    635000 | PA      | $381722.22    | 0.05%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    319000 | PA      | $158253.91    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA           | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347967.34    | 0.05%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                        | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    620000 | PA      | $658227.00    | 0.09%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                            | BAYER US FINANCE LLC 144A 6.875000% 11/21/2053                                    | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    598000 | PA      | $647043.45    | 0.09%             | 2053-11-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC.                                                     | KENVUE INC 5.050000% 03/22/2053                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301881.40    | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                             | BROWN & BROWN INC 6.250000% 06/23/2055                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    621000 | PA      | $650608.27    | 0.09%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 5.950000% 03/15/2064                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89353.73     | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.450000% 05/14/2046                                                   | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48798.02     | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 7.250000% 08/15/2038                                    | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    720000 | PA      | $836041.33    | 0.12%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110                     | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    229000 | PA      | $196985.80    | 0.03%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                           | STARBUCKS CORP 3.350000% 03/12/2050                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $391719.99    | 0.05%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038                            | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $304481.94    | 0.04%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                    | VIATRIS INC 4.000000% 06/22/2050                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $204512.37    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1282951.14   | 0.18%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                            | JERSEY CENTRAL POWER & LIGHT CO 6.400000% 05/15/2036                              | CUSIP: 476556CP8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1023861.72   | 0.14%             | 2036-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                             | PHILLIPS 66 CO 4.900000% 10/01/2046                                               | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    359000 | PA      | $313544.41    | 0.04%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625075.23    | 0.09%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054                                    | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352558.92    | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    613000 | PA      | $614501.17    | 0.09%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                 | CIGNA GROUP/THE 5.600000% 02/15/2054                                              | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690644.81    | 0.10%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                | NIAGARA MOHAWK POWER CORP 144A 3.025000% 06/27/2050                               | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195853.54    | 0.03%             | 2050-06-27      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                    | ROYAL CARIBBEAN CRUISES LTD 5.375000% 01/15/2036                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    735000 | PA      | $743007.06    | 0.10%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.600000% 03/25/2040                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    455000 | PA      | $412274.00    | 0.06%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 3.900000% 03/15/2043                                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    565000 | PA      | $442150.47    | 0.06%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.897000% 01/23/2049                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    756000 | PA      | $615761.05    | 0.09%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | FOUNDRY JV HOLDCO LLC 144A 5.875000% 01/25/2034                                   | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160686.98    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.625000% 02/10/2053                                           | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    560000 | PA      | $544153.29    | 0.08%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                        | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $766060.25    | 0.11%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $388287.07    | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 5.800000% 09/15/2062                                               | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    950000 | PA      | $947198.47    | 0.13%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 5.600000% 09/15/2055                               | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1124479.78   | 0.16%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                 | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    415000 | PA      | $307086.89    | 0.04%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2065000 | PA      | $2107590.63   | 0.30%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                             | MOODY'S CORP 4.875000% 12/17/2048                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    685000 | PA      | $619703.44    | 0.09%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                  | APOLLO GLOBAL MANAGEMENT INC 5.150000% 08/12/2035                                 | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185372.14    | 0.03%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $362780.97    | 0.05%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 5.700000% 02/15/2055                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    845000 | PA      | $836945.43    | 0.12%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.625000% 02/15/2044                                              | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2036000 | PA      | $1785476.55   | 0.25%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4445000 | PA      | $2785243.93   | 0.39%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                              | EXELON CORP 4.950000% 06/15/2035                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229917.54    | 0.03%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS.                                    | KAISER FOUNDATION HOSPITALS 3.002000% 06/01/2051                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    515000 | PA      | $345199.34    | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                   | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113505.95    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2090000 | PA      | $1194973.82   | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                      | SIMON PROPERTY GROUP LP 3.250000% 09/13/2049                                      | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $280349.14    | 0.04%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                          | NSTAR ELECTRIC CO 4.400000% 03/01/2044                                            | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181323.97    | 0.03%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 5.150000% 05/01/2040                                        | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276544.72    | 0.04%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                         | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.468000% 12/01/2050                  | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3485.67      | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                              | INTERSTATE POWER AND LIGHT CO 5.450000% 09/30/2054                                | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $458302.05    | 0.06%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                 | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354331.07    | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 5.600000% 03/31/2034                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $312979.20    | 0.04%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                 | SANTANDER UK GROUP HOLDINGS PLC 5.136000% 09/22/2036                              | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    115000 | PA      | $114975.42    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                | XCEL ENERGY INC 4.800000% 09/15/2041                                              | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46170.52     | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                               | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $236040.00    | 0.03%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 3.750000% 02/15/2051                                                 | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $190244.64    | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $1459554.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                        | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425289.11    | 0.06%             | 2036-08-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 4.950000% 09/15/2052                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    565000 | PA      | $515220.51    | 0.07%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 6.200000% 06/01/2036                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    176000 | PA      | $197611.16    | 0.03%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 5.750000% 05/15/2063                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119900.68    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                    | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $165008.45    | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208526.54    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE, INC.                                      | NORTHWELL HEALTHCARE INC 4.260000% 11/01/2047                                     | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190562.94    | 0.03%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 4.750000% 06/01/2043                                        | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233099.66    | 0.03%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.700000% 08/05/2051                                                    | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1168183.67   | 0.16%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                   | BECTON DICKINSON & CO 3.794000% 05/20/2050                                        | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152600.45    | 0.02%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 3.650000% 06/01/2051                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $168836.29    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                              | MARS INC 144A 5.700000% 05/01/2055                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $596315.30    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                    | BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    886000 | PA      | $895139.70    | 0.13%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 6.875000% 06/28/2055                                           | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152261.86    | 0.02%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                           | AMERICAN ELECTRIC POWER CO INC 3.250000% 03/01/2050                               | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    403000 | PA      | $271366.21    | 0.04%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2999000 | PA      | $2963152.59   | 0.42%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.125000% 12/15/2045                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1284605.53   | 0.18%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                  | GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 144A 4.875000% 06/19/2064               | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    305000 | PA      | $268399.64    | 0.04%             | 2064-06-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                   | GLOBAL ATLANTIC FIN CO 144A 6.750000% 03/15/2054                                  | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686312.48    | 0.10%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272387.00    | 0.04%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                             | KINDER MORGAN ENERGY PARTNERS LP 5.000000% 08/15/2042                             | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278976.39    | 0.04%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                        | DUKE ENERGY FLORIDA LLC 6.350000% 09/15/2037                                      | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $370508.01    | 0.05%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244815.24    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.700000% 06/03/2060                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    720000 | PA      | $420209.90    | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.400000% 03/15/2042                             | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1103210.86   | 0.15%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 4.900000% 08/01/2041                                          | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    945000 | PA      | $882797.53    | 0.12%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                               | UNIVERSITY OF SOUTHERN CALIFORNIA 3.028000% 10/01/2039                            | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188371.49    | 0.03%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                      | ANGLO AMERICAN CAPITAL PLC 144A 3.950000% 09/10/2050                              | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    565000 | PA      | $432561.47    | 0.06%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 5.800000% 01/15/2055                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19977.24     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 5.605000% 04/23/2036                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $413636.70    | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer