# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016932
**Filing Date:** 2023-1
**Character Count:** 434998
**Document Hash:** 1b4a046acf9907fecedacdb87224f31d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016932.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016932

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 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:** 23564313

**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:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $666069966.63

**Total Liabilities:** $4873351.57

**Net Assets:** $661196615.06

**Cash Not Reported:** $303551.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -513.09559761 | **1-Year:** -10001.08462658 | **5-Year:** -44644.68851582 | **10-Year:** -260900.33639441 | **30-Year:** -249930.08969854

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

- **3-Month:** -16.03678116 | **1-Year:** -302.07206613 | **5-Year:** -971.77400513 | **10-Year:** -2916.59639148 | **30-Year:** -1482.22311763

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018351 | 8.05%                | -3.30%               | -8.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7628067.37             | $48598549.67                               |
| Month 2  | $-6236114.50             | $-13311440.59                              |
| Month 3  | $-3763921.80             | $-51763549.96                              |

**Designated Index Information**

- **Index Name:** 70% LCREDLONG / 30% GOV_10P Index

- **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        |    285000 | PA      | $293016.67    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | 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        |    760000 | PA      | $620239.48    | 0.09%             | 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        |   1420000 | PA      | $1124548.69   | 0.17%             | 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        |    381000 | PA      | $316165.55    | 0.05%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TTX COMPANY                                                     | TTX CO 144A 4.600000% 02/01/2049                                                  | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    538000 | PA      | $477694.01    | 0.07%             | 2049-02-01      | Fixed         | 4.60%                 | 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        |    244000 | PA      | $196130.99    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | 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        |    505000 | PA      | $468711.80    | 0.07%             | 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        |    206000 | PA      | $188547.52    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                   | CANADIAN PACIFIC RAILWAY CO 3.100000% 12/02/2051                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    770000 | PA      | $541356.05    | 0.08%             | 2051-12-02      | Fixed         | 3.10%                 | 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        |   1203000 | PA      | $890181.80    | 0.13%             | 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        |    525000 | PA      | $361522.67    | 0.05%             | 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        |   5485000 | PA      | $3981934.43   | 0.60%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                   | MEDTRONIC INC 4.375000% 03/15/2035                                                | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231244.34    | 0.03%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 5.100000% 02/15/2045                            | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365097.09    | 0.06%             | 2045-02-15      | Fixed         | 5.10%                 | 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        |   1070000 | PA      | $1093556.73   | 0.17%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                            | WEYERHAEUSER CO 4.000000% 03/09/2052                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $339653.27    | 0.05%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                          | CVS HEALTH CORP 2.700000% 08/21/2040                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211123.58    | 0.03%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  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        |    395000 | PA      | $262984.53    | 0.04%             | 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        |    295000 | PA      | $257974.19    | 0.04%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    705000 | PA      | $537562.20    | 0.08%             | 2041-06-17      | Fixed         | 3.06%                 | 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        |    170000 | PA      | $117681.29    | 0.02%             | 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        |    226000 | PA      | $173377.93    | 0.03%             | 2050-05-15      | Fixed         | 3.75%                 | 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        |  38995000 | PA      | $28400850.49  | 4.30%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040                           | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    551000 | PA      | $497382.59    | 0.08%             | 2040-06-01      | Fixed         | 4.35%                 | 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        |    669000 | PA      | $530681.26    | 0.08%             | 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        |    350000 | PA      | $256244.81    | 0.04%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                   | SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032                                 | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    475000 | PA      | $409813.49    | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 3.700000% 03/15/2053                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $202022.81    | 0.03%             | 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        |   1094000 | PA      | $805128.94    | 0.12%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                  | HARBORVIEW MORTGAGE LOAN TRUST 2004-8 HVMLT 2004-8 2A4A                           | CUSIP: 41161PHC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49399 | PA      | $44917.03     | 0.01%             | 2034-11-19      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                          | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 4.763000% 08/01/2116                       | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    179000 | PA      | $150703.93    | 0.02%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 4.330000% 03/15/2050                                     | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190477.72    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    530000 | PA      | $390734.24    | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 144A 4.450000% 08/15/2052                                      | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $834054.51    | 0.13%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 3.000000% 05/15/2032           | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    582000 | PA      | $456145.41    | 0.07%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1221906.10   | 0.18%             | 2041-02-15      | Fixed         | 3.00%                 | 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        |    150000 | PA      | $151530.90    | 0.02%             | 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        |   1080000 | PA      | $853977.98    | 0.13%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 3.950000% 08/15/2049                                                   | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $357999.92    | 0.05%             | 2049-08-15      | Fixed         | 3.95%                 | 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        |    360000 | PA      | $320066.60    | 0.05%             | 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        |    202000 | PA      | $184824.39    | 0.03%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                              | AMERICAN INTERNATIONAL GROUP INC 4.800000% 07/10/2045                             | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45026.25     | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV          | MASSACHUSETTS ST SCH BLDG AUTH MASSACHUSETTS SCHOOL BUILDING AUTHORITY            | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $190906.15    | 0.03%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19911000 | PA      | $17048793.75  | 2.58%             | 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      | $335342.84    | 0.05%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.300000% 12/01/2034                                            | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2286288.22   | 0.35%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $345921.00    | 0.05%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 4.000000% 02/04/2061                                             | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    590000 | PA      | $392289.25    | 0.06%             | 2061-02-04      | Fixed         | 4.00%                 | 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        |    935000 | PA      | $776050.00    | 0.12%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.650000% 11/15/2034                                                  | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    999000 | PA      | $946128.50    | 0.14%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                             | MOODY'S CORP 2.750000% 08/19/2041                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $322708.30    | 0.05%             | 2041-08-19      | Fixed         | 2.75%                 | 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        |    964000 | PA      | $912182.08    | 0.14%             | 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        |   1053000 | PA      | $888726.18    | 0.13%             | 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      | $285519.73    | 0.04%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 05/15/2047                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $1878884.17   | 0.28%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                             | NATIONWIDE MUTUAL INSURANCE CO 144A 4.350000% 04/30/2050                          | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    320000 | PA      | $244974.52    | 0.04%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                        | MASTERCARD INC 3.650000% 06/01/2049                                               | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159407.59    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48131 | PA      | $48164.85     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317004.09    | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    402000 | PA      | $339300.33    | 0.05%             | 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        |   3100000 | PA      | $2614271.51   | 0.40%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.750000% 03/15/2039                                     | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    449000 | PA      | $412898.91    | 0.06%             | 2039-03-15      | Fixed         | 4.75%                 | 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        |    580000 | PA      | $424576.15    | 0.06%             | 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        |    525000 | PA      | $428534.20    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, L.P.                                 | REXFORD INDUSTRIAL REALTY LP 2.150000% 09/01/2031                                 | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    455000 | PA      | $351295.75    | 0.05%             | 2031-09-01      | Fixed         | 2.15%                 | 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        |   1720000 | PA      | $1498298.00   | 0.23%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                           | OGLETHORPE POWER CORP 144A 4.500000% 04/01/2047                                   | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    280000 | PA      | $225410.24    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3058000 | PA      | $2268593.45   | 0.34%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY                  | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.450000% 03/30/2051               | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105939.16    | 0.02%             | 2051-03-30      | Fixed         | 3.45%                 | 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        |    250000 | PA      | $166049.98    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    725000 | PA      | $811925.54    | 0.12%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  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        |    475000 | PA      | $374490.90    | 0.06%             | 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        |    705000 | PA      | $502077.54    | 0.08%             | 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        |     11747 | PA      | $1250.05      | 0.00%             | 2037-07-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 3.800000% 03/15/2052                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $226909.75    | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                   | THERMO FISHER SCIENTIFIC INC 4.100000% 08/15/2047                                 | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123509.24    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 6.100000% 06/01/2037                                    | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1263207.75   | 0.19%             | 2037-06-01      | Fixed         | 6.10%                 | 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        |    545000 | PA      | $467224.77    | 0.07%             | 2054-10-15      | Fixed         | 4.95%                 | 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        |   1005000 | PA      | $1093279.40   | 0.17%             | 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      | $544415.25    | 0.08%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                          | CREDIT SUISSE GROUP AG 144A 6.537000% 08/12/2033                                  | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    490000 | PA      | $429261.13    | 0.06%             | 2033-08-12      | Fixed         | 6.54%                 | 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        |    110000 | PA      | $88060.82     | 0.01%             | 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        |    200000 | PA      | $170835.22    | 0.03%             | 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        |    185000 | PA      | $164415.63    | 0.02%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                         | DUKE ENERGY CORP 5.000000% 08/15/2052                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    888000 | PA      | $806954.83    | 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        |    476000 | PA      | $450316.53    | 0.07%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                            | GLOBAL PAYMENTS INC 5.950000% 08/15/2052                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    620000 | PA      | $566213.30    | 0.09%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                      | CARRIER GLOBAL CORP 3.577000% 04/05/2050                                          | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    840000 | PA      | $616176.40    | 0.09%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035           | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1712054.63   | 0.26%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                            | LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $711410.50    | 0.11%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.050000% 08/15/2052                                        | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    264000 | PA      | $218148.93    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                           | AIR LEASE CORP 3.250000% 10/01/2029                                               | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131313.19    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | 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      | $701021.85    | 0.11%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS GROUP AG 144A 4.988000% 08/05/2033                                            | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    455000 | PA      | $423910.12    | 0.06%             | 2033-08-05      | Fixed         | 4.99%                 | 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        |    869000 | PA      | $879839.43    | 0.13%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.000000% 11/15/2047                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $883076.37    | 0.13%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORP 4.150000% 06/15/2048                                  | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    335000 | PA      | $283528.28    | 0.04%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 6.875000% 02/15/2038                                       | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $518818.88    | 0.08%             | 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        |    365000 | PA      | $293449.59    | 0.04%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                         | BANK OF NEW YORK MELLON CORP/THE 5.834000% 10/25/2033                             | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526556.21    | 0.08%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                             | COMMONSPIRIT HEALTH 4.187000% 10/01/2049                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $837319.86    | 0.13%             | 2049-10-01      | Fixed         | 4.19%                 | 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        |    125000 | PA      | $118184.11    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.750000% 02/15/2051                                            | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    620000 | PA      | $437539.13    | 0.07%             | 2051-02-15      | Fixed         | 3.75%                 | 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      | $687512.22    | 0.10%             | 2049-04-01      | Fixed         | 6.26%                 | 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        |    320000 | PA      | $270451.74    | 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        |    195000 | PA      | $157204.06    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.900000% 03/01/2038                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    910000 | PA      | $794985.97    | 0.12%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 4.550000% 04/01/2046                                                   | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    768000 | PA      | $630155.92    | 0.10%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.950000% 09/01/2032                                                      | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75722.49     | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                        | ELECTRICITE DE FRANCE SA 144A 5.000000% 09/21/2048                                | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    335000 | PA      | $263448.18    | 0.04%             | 2048-09-21      | Fixed         | 5.00%                 | 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      | $271848.15    | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | 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        |    125000 | PA      | $89156.78     | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS, CO.                                             | CRANE HOLDINGS CO 4.200000% 03/15/2048                                            | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    450000 | PA      | $325389.64    | 0.05%             | 2048-03-15      | Fixed         | 4.20%                 | 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        |    428000 | PA      | $286798.85    | 0.04%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO 5.606000% 01/15/2044                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156578.59    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                                            | CORNING INC 5.450000% 11/15/2079                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    540000 | PA      | $479831.30    | 0.07%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 6.050000% 02/15/2063                                       | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $325347.89    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | 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        |    290000 | PA      | $258940.23    | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | 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        |    390000 | PA      | $298274.52    | 0.05%             | 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        |    625000 | PA      | $479755.95    | 0.07%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14140.44     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | 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        |    245000 | PA      | $227311.21    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 5.350000% 11/01/2039                                  | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1214878.60   | 0.18%             | 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      | $153796.76    | 0.02%             | 2041-10-11      | Fixed         | 5.80%                 | 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        |    385000 | PA      | $328578.16    | 0.05%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | FANNIE MAE REMICS FNR 2004-12 ZX                                                  | CUSIP: 31393XBU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    849133 | PA      | $879049.61    | 0.13%             | 2034-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 6.750000% 04/01/2038                       | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $302790.37    | 0.05%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 1.785% FIXED                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    505000 | NC      | $143202.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                              | AMERICAN INTERNATIONAL GROUP INC 4.375000% 06/30/2050                             | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $319542.48    | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | 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      | $586613.30    | 0.09%             | 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        |    215000 | PA      | $142946.28    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66 4.875000% 11/15/2044                                                  | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605648.46    | 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        |    735000 | PA      | $689768.55    | 0.10%             | 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        |    894000 | PA      | $990079.94    | 0.15%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   4035000 | NC      | $-227368.99   | -0.03%            |  |  |  | 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      | $90697.06     | 0.01%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.300000% 11/15/2044                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    670000 | PA      | $594330.83    | 0.09%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.650000% 09/20/2032                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    190000 | PA      | $186554.22    | 0.03%             | 2032-09-20      | Fixed         | 4.65%                 | 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        |    312000 | PA      | $218460.01    | 0.03%             | 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        |    628000 | PA      | $574146.75    | 0.09%             | 2052-06-01      | Fixed         | 4.55%                 | 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        |     95000 | PA      | $70358.19     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    860000 | PA      | $706990.53    | 0.11%             | 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        |    861000 | PA      | $669946.37    | 0.10%             | 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        |   1570000 | PA      | $1139088.99   | 0.17%             | 2047-08-15      | Fixed         | 4.54%                 | 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        |    465000 | PA      | $328877.35    | 0.05%             | 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        |    753000 | PA      | $784581.89    | 0.12%             | 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        |    870000 | PA      | $962779.14    | 0.15%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 3.300000% 04/15/2041                                          | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | NUSS              | US        |    425000 | PA      | $319244.52    | 0.05%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17227.33     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | 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        |    565000 | PA      | $378428.86    | 0.06%             | 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        |    920000 | PA      | $683656.64    | 0.10%             | 2041-03-25      | Fixed         | 3.65%                 | 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        |    170000 | PA      | $163055.11    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                    | BRISTOL-MYERS SQUIBB CO 3.550000% 03/15/2042                                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $253954.26    | 0.04%             | 2042-03-15      | Fixed         | 3.55%                 | 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        |   1976000 | PA      | $1372515.16   | 0.21%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                            | META PLATFORMS INC 144A 4.650000% 08/15/2062                                      | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    195000 | PA      | $159397.95    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 4.400000% 01/15/2047                                                   | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    205000 | PA      | $164844.86    | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | EXTRA SPACE STORAGE LP 2.350000% 03/15/2032                                       | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $121699.53    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | 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        |    865000 | PA      | $923178.54    | 0.14%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                             | CISCO SYSTEMS INC 5.900000% 02/15/2039                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    331000 | PA      | $361762.69    | 0.05%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6927000 | PA      | $6337122.66   | 0.96%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                        | DIAMONDBACK ENERGY INC 6.250000% 03/15/2033                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274248.25    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.450000% 08/01/2052                                            | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155477.00    | 0.02%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                   | BAYLOR SCOTT & WHITE HOLDINGS 2.839000% 11/15/2050                                | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19785.78     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.500000% 04/15/2038                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    670000 | PA      | $574595.89    | 0.09%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    840000 | PA      | $811470.32    | 0.12%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 05/15/2042                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $979026.17    | 0.15%             | 2042-05-15      | Fixed         | 3.00%                 | 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        |   1303000 | PA      | $1382471.47   | 0.21%             | 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        |    340000 | PA      | $217174.02    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |    500000 | PA      | $331284.03    | 0.05%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2665737.00   | 0.40%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                      | AETNA INC 4.125000% 11/15/2042                                                    | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328960.35    | 0.05%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1589368.98   | 0.24%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.250000% 02/05/2050                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    805000 | PA      | $600372.08    | 0.09%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                      | CONSTELLATION BRANDS INC 4.100000% 02/15/2048                                     | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    465000 | PA      | $378894.16    | 0.06%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 3.400000% 01/15/2038                                            | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    410000 | PA      | $355311.70    | 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        |   1330000 | PA      | $1015518.69   | 0.15%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                                       | ACTIVISION BLIZZARD INC 4.500000% 06/15/2047                                      | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210841.30    | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    336000 | PA      | $243029.05    | 0.04%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   5980000 | NC      | $-341265.11   | -0.05%            |  |  |  | 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        |    340000 | PA      | $229915.36    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033                                     | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    300000 | PA      | $276101.83    | 0.04%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 4.450000% 02/01/2047                                                | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    960000 | PA      | $821222.82    | 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        |    170000 | PA      | $117644.09    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.125000% 11/15/2032                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1425000 | PA      | $1480664.06   | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                     | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    490000 | PA      | $453918.46    | 0.07%             | 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        |    193000 | PA      | $202136.17    | 0.03%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 3.700000% 04/15/2046                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    675000 | PA      | $517203.90    | 0.08%             | 2046-04-15      | Fixed         | 3.70%                 | 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        |    655000 | PA      | $485550.86    | 0.07%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 6.900000% 05/15/2053                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179407.26    | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                    | AMERICAN WATER CAPITAL CORP 3.450000% 05/01/2050                                  | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $766187.00    | 0.12%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 4.375000% 06/01/2046                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75857.59     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 5.875000% 02/06/2041                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289780.85    | 0.04%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 5.950000% 04/01/2049                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    695000 | PA      | $645853.59    | 0.10%             | 2049-04-01      | Fixed         | 5.95%                 | 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        |    160000 | PA      | $111051.93    | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 5.300000% 08/15/2052                                         | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $463872.16    | 0.07%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                        | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148302.00    | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                                    | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047                  | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $405876.51    | 0.06%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                   | AMERICA MOVIL SAB DE CV 6.125000% 03/30/2040                                      | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |    380000 | PA      | $393566.00    | 0.06%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $783513.07    | 0.12%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                | PHILIP MORRIS INTERNATIONAL INC 5.750000% 11/17/2032                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617865.73    | 0.09%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 4.900000% 04/01/2044                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125828.94    | 0.02%             | 2044-04-01      | Fixed         | 4.90%                 | 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        |   1245000 | PA      | $1211005.66   | 0.18%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                     | AKER BP ASA 144A 3.100000% 07/15/2031                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    240000 | PA      | $197771.04    | 0.03%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY, L.P.                                             | SPIRIT REALTY LP 3.200000% 02/15/2031                                             | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $539896.72    | 0.08%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                               | MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049                                     | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60935.93     | 0.01%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                              | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $191510.51    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.850000% 06/15/2044                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $495457.62    | 0.07%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 6.625000% 11/15/2037                                       | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $631378.87    | 0.10%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    740000 | PA      | $548398.59    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | 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        |    382000 | PA      | $314950.36    | 0.05%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1975698.27   | 0.30%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $512055.25    | 0.08%             | 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        |    760000 | PA      | $510608.73    | 0.08%             | 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        |    405000 | PA      | $313996.60    | 0.05%             | 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        |    571000 | PA      | $415245.89    | 0.06%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 4.300000% 07/08/2034                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $416356.52    | 0.06%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    435000 | PA      | $365647.20    | 0.06%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $794500.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 4.900000% 03/15/2035                                           | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899854.59    | 0.14%             | 2035-03-15      | Fixed         | 4.90%                 | 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: 64971M5L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $905931.14    | 0.14%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                       | AGREE LP 2.900000% 10/01/2030                                                     | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    245000 | PA      | $200291.81    | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                | WELLTOWER INC 5.125000% 03/15/2043                                                | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    999000 | PA      | $857999.17    | 0.13%             | 2043-03-15      | Fixed         | 5.12%                 | 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        |    475000 | PA      | $378131.73    | 0.06%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70520.01     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.950000% 10/13/2047                                      | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $216499.80    | 0.03%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                    | XLIT LTD 5.250000% 12/15/2043                                                     | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    587000 | PA      | $580259.59    | 0.09%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD REV                                                | BALTIMORE MD REVENUE CITY OF BALTIMORE MD                                         | CUSIP: 059231Y53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $267050.35    | 0.04%             | 2040-07-01      | Fixed         | 2.81%                 | 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              | CORP              | US        |   1314000 | PA      | $1021453.21   | 0.15%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                      | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    782000 | PA      | $808010.52    | 0.12%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 5.875000% 02/07/2042                                     | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1262973.96   | 0.19%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                         | MACQUARIE GROUP LTD MTN 2.871000% 01/14/2033                                      | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    745000 | PA      | $571715.94    | 0.09%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052                                  | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86912.28     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                       | CHURCH & DWIGHT CO INC 5.000000% 06/15/2052                                       | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    650000 | PA      | $614072.49    | 0.09%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                          | MCDONALD'S CORP MTN 4.600000% 05/26/2045                                          | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    460000 | PA      | $416775.29    | 0.06%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    745000 | PA      | $453190.95    | 0.07%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 5.250000% 08/01/2033                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1582578.55   | 0.24%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                | CINCINNATI FINANCIAL CORP 6.920000% 05/15/2028                                    | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    509000 | PA      | $548397.69    | 0.08%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                 | CSX CORP 4.750000% 05/30/2042                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    890000 | PA      | $825580.90    | 0.12%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                     | HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.625000% 03/30/2040                    | CUSIP: 416515BA1<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $326756.73    | 0.05%             | 2040-03-30      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    670000 | PA      | $553630.96    | 0.08%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                     | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052                  | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    236000 | PA      | $237283.84    | 0.04%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                             | AES CORP/THE 2.450000% 01/15/2031                                                 | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127138.82    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    633000 | PA      | $517360.39    | 0.08%             | 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        |   1127000 | PA      | $989700.06    | 0.15%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | FREDDIE MAC REMICS FHR 2748 ZT                                                    | CUSIP: 31394PUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69400 | PA      | $68877.29     | 0.01%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 144A 4.625000% 03/15/2052                                                 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $471677.21    | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.050000% 05/01/2048                       | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $213187.96    | 0.03%             | 2048-05-01      | Fixed         | 4.05%                 | 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        |    716000 | PA      | $718006.50    | 0.11%             | 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        |   3185000 | PA      | $3312400.00   | 0.50%             | 2052-11-15      | Fixed         | 4.00%                 | 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        |   1168000 | PA      | $1038049.90   | 0.16%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                           | BOSTON PROPERTIES LP 2.450000% 10/01/2033                                         | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95494.50     | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 4.500000% 05/15/2035                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2845332.67   | 0.43%             | 2035-05-15      | Fixed         | 4.50%                 | 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: 64971M4P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253848.55    | 0.04%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.750000% 05/18/2046                                                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $934880.82    | 0.14%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                      | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                                | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1368937.46   | 0.21%             | 2042-03-15      | Fixed         | 5.05%                 | 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        |   2005000 | PA      | $1924016.81   | 0.29%             | 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      | $285399.60    | 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        |    140000 | PA      | $113405.20    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $738920.23    | 0.11%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038                                    | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    614000 | PA      | $650295.60    | 0.10%             | 2038-01-15      | Fixed         | 6.00%                 | 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        |     24193 | PA      | $23660.77     | 0.00%             | 2032-06-20      | Floating      | 2.87%                 | 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        |    325000 | PA      | $256505.13    | 0.04%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.625000% 06/15/2032                                                | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    810000 | PA      | $857891.40    | 0.13%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.400000% 11/06/2042                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1821232.74   | 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        |    645000 | PA      | $458222.16    | 0.07%             | 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        |    120000 | PA      | $77809.00     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                              | CI FINANCIAL CORP 4.100000% 06/15/2051                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |    245000 | PA      | $148197.40    | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                                  | NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP              | CUSIP: 650035TD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1522818.28   | 0.23%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                             | WW GRAINGER INC 4.200000% 05/15/2047                                              | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    322000 | PA      | $274892.27    | 0.04%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                           | NESTLE HOLDINGS INC 144A 4.700000% 01/15/2053                                     | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258063.35    | 0.04%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253454.11    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | 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        |    425000 | PA      | $424810.75    | 0.06%             | 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        |   4240000 | PA      | $1575244.38   | 0.24%             | 2047-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                      | ENI SPA 144A 5.700000% 10/01/2040                                                 | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    170000 | PA      | $158195.38    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                             | MOODY'S CORP 3.750000% 02/25/2052                                                 | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50484.70     | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | 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        |    634000 | PA      | $681883.28    | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                           | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    425000 | PA      | $372528.73    | 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        |    330000 | PA      | $248383.94    | 0.04%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046                               | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    254000 | PA      | $205725.90    | 0.03%             | 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      | $290516.77    | 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        |    460000 | PA      | $331935.14    | 0.05%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 5.500000% 03/25/2040                               | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    435000 | PA      | $452609.26    | 0.07%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | FANNIE MAE REMICS FNR 2004-80 XZ                                                  | CUSIP: 31394BJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610990 | PA      | $606999.17    | 0.09%             | 2034-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 4.875000% 06/19/2049                                           | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    341000 | PA      | $290756.02    | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    755000 | PA      | $527464.15    | 0.08%             | 2052-10-15      | Fixed         | 3.40%                 | 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      | $88136.86     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                             | NEWMONT CORP 5.875000% 04/01/2035                                                 | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46201.72     | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST                                        | DSLA MORTGAGE LOAN TRUST 2005-AR2 DSLA 2005-AR2 2A1A                              | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22866 | PA      | $21740.50     | 0.00%             | 2045-03-19      | Floating      | 4.36%                 | 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        |   1461000 | PA      | $1490749.17   | 0.23%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION, LP                                  | TEXAS EASTERN TRANSMISSION LP 7.000000% 07/15/2032                                | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    480000 | PA      | $525368.96    | 0.08%             | 2032-07-15      | Fixed         | 7.00%                 | 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        |    280000 | PA      | $234988.63    | 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        |    723000 | PA      | $647344.31    | 0.10%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  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        |    300000 | PA      | $218112.37    | 0.03%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                 | FMC CORP 4.500000% 10/01/2049                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228917.75    | 0.03%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.000000% 06/15/2048                                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27554.46     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 4.875000% 05/15/2048                                    | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    195000 | PA      | $174856.34    | 0.03%             | 2048-05-15      | Fixed         | 4.88%                 | 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        |    275000 | PA      | $220951.41    | 0.03%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                              | TARGET CORP 2.950000% 01/15/2052                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $84767.08     | 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        |    375000 | PA      | $351184.78    | 0.05%             | 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        |    737000 | PA      | $729747.71    | 0.11%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                     | PFIZER INC 3.900000% 03/15/2039                                                   | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358539.71    | 0.05%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                  | REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    255000 | PA      | $250973.09    | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                | NIAGARA MOHAWK POWER CORP 144A 5.783000% 09/16/2052                               | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269076.91    | 0.04%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                           | COCA-COLA CO/THE 2.500000% 06/01/2040                                             | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    305000 | PA      | $226036.85    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | 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        |   9190000 | PA      | $7639187.50   | 1.16%             | 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        |   2186000 | PA      | $1543576.31   | 0.23%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                          | TAMPA ELECTRIC CO 4.300000% 06/15/2048                                            | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $592806.79    | 0.09%             | 2048-06-15      | Fixed         | 4.30%                 | 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        |    310000 | PA      | $295321.02    | 0.04%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    930000 | PA      | $931467.83    | 0.14%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                              | NEWELL BRANDS INC 5.750000% 04/01/2046                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154000.00    | 0.02%             | 2046-04-01      | Fixed         | 5.75%                 | 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        |    285000 | PA      | $222998.86    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                                    | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $554969.85    | 0.08%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                               | CIGNA CORP 4.800000% 07/15/2046                                                   | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    828000 | PA      | $751868.92    | 0.11%             | 2046-07-15      | Fixed         | 4.80%                 | 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        |    575000 | PA      | $495260.59    | 0.07%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    525000 | PA      | $333250.26    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                             | BROWN & BROWN INC 4.950000% 03/17/2052                                            | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    405000 | PA      | $334994.22    | 0.05%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                      | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    627000 | PA      | $657035.68    | 0.10%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 3.041000% 03/17/2062                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    527000 | PA      | $383221.53    | 0.06%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317976.00    | 0.05%             | 2033-07-25      | Fixed         | 4.90%                 | 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        |    125000 | PA      | $108108.19    | 0.02%             | 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        |    637000 | PA      | $447025.36    | 0.07%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                                  | US AIRWAYS 2010-1 CLASS A PASS THROUGH TRUST 6.250000% 04/22/2023                 | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515138 | PA      | $514345.13    | 0.08%             | 2023-04-22      | Fixed         | 6.25%                 | 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      | $124004.50    | 0.02%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV                      | GRAND PARKWAY TRANSPRTN CORP T GRAND PARKWAY TRANSPORTATION CORP                  | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $540034.76    | 0.08%             | 2042-10-01      | Fixed         | 5.18%                 | 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        |    360000 | PA      | $300175.66    | 0.05%             | 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        |    845000 | PA      | $567875.79    | 0.09%             | 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        |    480000 | PA      | $404401.10    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  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      | $1791702.28   | 0.27%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                       | LIBERTY MUTUAL GROUP INC 144A 3.950000% 05/15/2060                                | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16407.14     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | 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        |    880000 | PA      | $968742.71    | 0.15%             | 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        |    120000 | PA      | $107811.43    | 0.02%             | 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        |   1465000 | PA      | $1393116.51   | 0.21%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 5.050000% 08/05/2062                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    365000 | PA      | $331617.55    | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | 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        |    655000 | PA      | $492329.41    | 0.07%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                           | ALABAMA POWER CO 4.150000% 08/15/2044                                             | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379081.57    | 0.06%             | 2044-08-15      | Fixed         | 4.15%                 | 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        |    215000 | PA      | $163234.57    | 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        |    100000 | PA      | $86979.92     | 0.01%             | 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        |    120000 | PA      | $116565.20    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation                                 | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 3.200000% 06/01/2050           | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    647000 | PA      | $436888.29    | 0.07%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 3.500000% 02/15/2041                                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $332735.22    | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | 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        |    575000 | PA      | $476583.67    | 0.07%             | 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        |     50000 | PA      | $42594.59     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                          | BERKSHIRE HATHAWAY FINANCE CORP 4.400000% 05/15/2042                              | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1208789.22   | 0.18%             | 2042-05-15      | Fixed         | 4.40%                 | 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        |   2473000 | PA      | $1915863.44   | 0.29%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                              | BALTIMORE GAS AND ELECTRIC CO 5.200000% 06/15/2033                                | CUSIP: 059165DX5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    803000 | PA      | $783705.21    | 0.12%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                       | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430672.20    | 0.07%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045                               | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |   1660000 | PA      | $1490571.27   | 0.23%             | 2045-05-11      | Fixed         | 4.38%                 | 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        |    725000 | PA      | $694881.43    | 0.11%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 4.875000% 10/01/2049                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    739000 | PA      | $665410.17    | 0.10%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                             | ATHENE HOLDING LTD 3.450000% 05/15/2052                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $312148.11    | 0.05%             | 2052-05-15      | Fixed         | 3.45%                 | 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        |   2315000 | PA      | $2270972.54   | 0.34%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1204046.10   | 0.18%             | 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        |     95000 | PA      | $82933.23     | 0.01%             | 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        |    795000 | PA      | $537014.87    | 0.08%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $326268.71    | 0.05%             | 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        |    275000 | PA      | $201236.89    | 0.03%             | 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        |    300000 | PA      | $233548.43    | 0.04%             | 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        |    563000 | PA      | $505235.59    | 0.08%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  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        |   1015000 | PA      | $902670.77    | 0.14%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                                       | NEW ENGLAND POWER CO 144A 5.936000% 11/25/2052                                    | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $268004.51    | 0.04%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    865000 | PA      | $789468.69    | 0.12%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                           | FREEPORT-MCMORAN INC 5.400000% 11/14/2034                                         | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78408.96     | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.750000% 05/01/2040                             | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $127986.86    | 0.02%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 3.700000% 03/22/2061                                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    723000 | PA      | $519174.12    | 0.08%             | 2061-03-22      | Fixed         | 3.70%                 | 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        |    850000 | PA      | $741283.80    | 0.11%             | 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        |    677000 | PA      | $552771.14    | 0.08%             | 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        |    213000 | PA      | $162634.22    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                               | CIGNA CORP 4.900000% 12/15/2048                                                   | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    410000 | PA      | $378505.91    | 0.06%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 3.400000% 02/04/2041                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    665000 | PA      | $452597.55    | 0.07%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048                           | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    620000 | PA      | $563278.43    | 0.09%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                 | SOUTHERN CALIFORNIA GAS CO 6.350000% 11/15/2052                                   | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $389780.50    | 0.06%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                               | RAYTHEON TECHNOLOGIES CORP 3.030000% 03/15/2052                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $795803.08    | 0.12%             | 2052-03-15      | Fixed         | 3.03%                 | 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        |    656000 | PA      | $682224.84    | 0.10%             | 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        |   1330000 | PA      | $960827.99    | 0.15%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    380000 | PA      | $256813.80    | 0.04%             | 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        |    290000 | PA      | $246174.32    | 0.04%             | 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        |    830000 | PA      | $565308.08    | 0.09%             | 2046-09-16      | Fixed         | 3.88%                 | 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        |    300000 | PA      | $246168.74    | 0.04%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $2682222.63   | 0.41%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 3.001000% 03/17/2052                               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    420000 | PA      | $286674.24    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | 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        |   1750000 | PA      | $1103887.86   | 0.17%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 4.400000% 06/14/2046                                         | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65137.25     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 2.450000% 06/24/2050                                               | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98728.09     | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | 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        |   2435000 | PA      | $2320238.30   | 0.35%             | 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      | $247262.50    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30212000 | PA      | $23502811.79  | 3.55%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC 144A 2.600000% 02/15/2033                                            | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $340024.82    | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | 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        |  12145000 | PA      | $8473035.16   | 1.28%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                    | FIDELITY NATIONAL INFORMATION SERVICES INC 5.625000% 07/15/2052                   | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421015.16    | 0.06%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                    | KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041                                   | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    710000 | PA      | $691752.20    | 0.10%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 4.750000% 05/15/2038                                    | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    315000 | PA      | $283965.08    | 0.04%             | 2038-05-15      | Fixed         | 4.75%                 | 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        |    320000 | PA      | $247068.75    | 0.04%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                               | MERCK & CO INC 4.150000% 05/18/2043                                               | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224578.62    | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 11/15/2042                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2390000 | PA      | $2401203.13   | 0.36%             | 2042-11-15      | Fixed         | 4.00%                 | 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        |   2615000 | PA      | $2740102.70   | 0.41%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                           | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $425496.50    | 0.06%             | 2045-05-15      | Fixed         | 3.93%                 | 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        |   5420000 | PA      | $2154181.38   | 0.33%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION, LP                                  | TEXAS EASTERN TRANSMISSION LP 144A 4.150000% 01/15/2048                           | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    475000 | PA      | $384054.61    | 0.06%             | 2048-01-15      | Fixed         | 4.15%                 | 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        |      8595 | PA      | $7254.45      | 0.00%             | 2034-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano, S.A.B. de C.V.                      | FOMENTO ECONOMICO MEXICANO SAB DE CV 3.500000% 01/16/2050                         | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | NUSS              | MX        |    410000 | PA      | $293150.00    | 0.04%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                              | BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    360000 | PA      | $356881.15    | 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        |    160000 | PA      | $142807.59    | 0.02%             | 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        |    788000 | PA      | $600493.82    | 0.09%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                      | NEW YORK LIFE INSURANCE CO 144A 5.875000% 05/15/2033                              | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    452000 | PA      | $469874.91    | 0.07%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 4.950000% 05/19/2050                                             | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    378000 | PA      | $280966.72    | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | TREASURY BILL 0.000000% 4/20/2023                                                 | CUSIP: 912796N96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $545591.82    | 0.08%             | 2023-04-20      | None          | 0.00%                 | 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        |  13875000 | PA      | $9429580.15   | 1.43%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  1 | 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      | $471364.83    | 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        |    285000 | PA      | $198270.56    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                             | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $314747.76    | 0.05%             | 2062-10-01      | Fixed         | 4.46%                 | 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      | $44553.56     | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | UNITED STATES TREASURY BOND 2.75%  8/15/2042                                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1070824.22   | 0.16%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 4.758000% 09/06/2049                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $311160.11    | 0.05%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1285000 | PA      | $1024106.04   | 0.15%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH, INC.                                 | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852000% 11/01/2051                | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $226224.45    | 0.03%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORP 3.020000% 11/18/2036                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    205000 | PA      | $151172.77    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034                            | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    890000 | PA      | $951676.94    | 0.14%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-8 PS                            | CUSIP: 38374TDP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11867 | PA      | $166.21       | 0.00%             | 2038-08-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280121.31    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | 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        |    295000 | PA      | $211372.78    | 0.03%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.964000% 11/15/2048                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1185424.73   | 0.18%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $-1954265.63  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    195000 | PA      | $214439.35    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC 144A 3.000000% 09/15/2050                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |    525000 | PA      | $351828.58    | 0.05%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $366240.73    | 0.06%             | 2051-09-15      | Fixed         | 3.30%                 | 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        |    150000 | PA      | $129898.77    | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                               | DOLLAR TREE INC 3.375000% 12/01/2051                                              | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $112933.27    | 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        |    655000 | PA      | $570048.47    | 0.09%             | 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        |   1115000 | PA      | $1030097.42   | 0.16%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                             | CHEVRON CORP 3.078000% 05/11/2050                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $215277.97    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | 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        |   9160000 | PA      | $3216563.04   | 0.49%             | 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        |    600000 | PA      | $525713.38    | 0.08%             | 2039-04-23      | Fixed         | 4.41%                 | 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        |    535000 | PA      | $570583.05    | 0.09%             | 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        |    707000 | PA      | $494979.67    | 0.07%             | 2050-07-09      | Fixed         | 3.17%                 | 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        |    595000 | PA      | $501590.21    | 0.08%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                | NATIONAL RETAIL PROPERTIES INC 4.800000% 10/15/2048                               | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    335000 | PA      | $283149.12    | 0.04%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 1.87% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    775000 | NC      | $203185.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                        | United States Treasury Note/Bond 3.125000% 02/15/2043                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2060575.00   | 0.31%             | 2043-02-15      | Fixed         | 3.12%                 | 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        |    925000 | PA      | $835080.75    | 0.13%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC 6.379000% 07/15/2032                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    585000 | PA      | $556888.60    | 0.08%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | JOHNSON & JOHNSON 3.750000% 03/03/2047                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    475000 | PA      | $410603.44    | 0.06%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.300000% 04/29/2053                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $36834.69     | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2018774.20   | 0.31%             | 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        |    275000 | PA      | $229789.27    | 0.03%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                  | BROOKLYN UNION GAS CO/THE 144A 4.273000% 03/15/2048                               | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $281950.38    | 0.04%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                           | BG ENERGY CAPITAL PLC 144A 5.125000% 10/15/2041                                   | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | NUSS              | GB        |    205000 | PA      | $193167.15    | 0.03%             | 2041-10-15      | Fixed         | 5.12%                 | 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        |    826000 | PA      | $845680.99    | 0.13%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                    | US BANCORP 5.850000% 10/21/2033                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599554.71    | 0.09%             | 2033-10-21      | Fixed         | 5.85%                 | 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        |    955000 | PA      | $846105.07    | 0.13%             | 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        |   1819000 | PA      | $1572088.49   | 0.24%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 7.625000% 11/30/2028                                           | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1134.19      | 0.00%             | 2028-11-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26300.08     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                 | BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051                               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     28000 | PA      | $19125.72     | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 5.900000% 11/15/2063                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176971.67    | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | 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        |    255000 | PA      | $219355.50    | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.750000% 04/15/2058                           | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    120000 | PA      | $109672.78    | 0.02%             | 2058-04-15      | Fixed         | 4.75%                 | 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        |     93000 | PA      | $77131.56     | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                            | HOME DEPOT INC/THE 4.950000% 09/15/2052                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544279.19    | 0.08%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.950000% 10/01/2041                                                    | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    825000 | PA      | $768355.44    | 0.12%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    457000 | PA      | $399258.15    | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                             | EOG RESOURCES INC 4.950000% 04/15/2050                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229458.27    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                   | DISCOVERY COMMUNICATIONS LLC 4.000000% 09/15/2055                                 | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $451928.40    | 0.07%             | 2055-09-15      | Fixed         | 4.00%                 | 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        |    595000 | PA      | $436615.78    | 0.07%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                               | GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032                        | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    445000 | PA      | $351391.27    | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 6.250000% 11/01/2052                                     | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $368778.51    | 0.06%             | 2052-11-01      | Fixed         | 6.25%                 | 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              | CN        |    500000 | PA      | $357759.84    | 0.05%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX PERM UNIV FD                                     | UNIV OF TEXAS TX PERMANENT UNI PERMANENT UNIVERSITY FUND - UNIVERSITY OF TEXAS SY | CUSIP: 9151153X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $627430.92    | 0.09%             | 2039-07-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 3.050000% 07/15/2061                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $154222.36    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 3.600000% 02/15/2051                                            | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39189.72     | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.750000% 08/15/2032                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    964000 | PA      | $892905.00    | 0.14%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 4.250000% 09/17/2050                                           | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $205195.69    | 0.03%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                   | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3935000 | PA      | $3681126.63   | 0.56%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   8070000 | NC      | $-461726.18   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 3.483000% 03/13/2052                                         | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    308000 | PA      | $226043.27    | 0.03%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | DOMINION ENERGY INC 4.850000% 08/15/2052                                          | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84225.14     | 0.01%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                            | VICI PROPERTIES LP 5.125000% 05/15/2032                                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281403.00    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                      | COOPERATIEVE RABOBANK UA 5.250000% 08/04/2045                                     | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $90095.62     | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | 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        |   1845000 | PA      | $1345627.54   | 0.20%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                      | CARRIER GLOBAL CORP 3.377000% 04/05/2040                                          | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $214046.39    | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMERICA GLOBAL FINANCING X                               | AIG SUNAMERICA GLOBAL FINANCING X 144A 6.900000% 03/15/2032                       | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1416443.18   | 0.21%             | 2032-03-15      | Fixed         | 6.90%                 | Yes           |                  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        |    450000 | PA      | $364833.59    | 0.06%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.875000% 03/01/2053                                                    | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    587000 | PA      | $535404.46    | 0.08%             | 2053-03-01      | Fixed         | 4.88%                 | 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        |     97000 | PA      | $85792.02     | 0.01%             | 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        |   2335000 | PA      | $2168411.18   | 0.33%             | 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        |   1080000 | PA      | $1091966.39   | 0.17%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                      | COREBRIDGE FINANCIAL INC 144A 4.350000% 04/05/2042                                | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81872.82     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                      | WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052                                | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1544298.01   | 0.23%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.500000% 06/15/2047                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214275.66    | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | 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        |    415000 | PA      | $304427.30    | 0.05%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                             | STRYKER CORP 4.100000% 04/01/2043                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    590000 | PA      | $484122.98    | 0.07%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC 6.330000% 07/15/2029                                     | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230609.75    | 0.03%             | 2029-07-15      | Fixed         | 6.33%                 | 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        |    725000 | PA      | $446954.86    | 0.07%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                     | EQUINOR ASA 3.625000% 04/06/2040                                                  | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1080000 | PA      | $904000.90    | 0.14%             | 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        |    265000 | PA      | $293151.43    | 0.04%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646254.63    | 0.10%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                        | PUGET SOUND ENERGY INC 4.223000% 06/15/2048                                       | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    680000 | PA      | $564462.46    | 0.09%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 3.500000% 05/13/2040                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    425000 | PA      | $349540.18    | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | 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        |    536000 | PA      | $457385.67    | 0.07%             | 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        |     50000 | PA      | $39542.73     | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 2.600000% 03/15/2031                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263333.62    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | 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        |    310000 | PA      | $301277.41    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | 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        |    440000 | PA      | $345919.97    | 0.05%             | 2042-09-15      | Fixed         | 3.75%                 | 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        |     70000 | PA      | $50390.22     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.250000% 04/15/2049                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278973.75    | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 5.800000% 06/15/2038                                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37089.80     | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                              | INDIANAPOLIS POWER & LIGHT CO 144A 6.050000% 10/01/2036                           | CUSIP: 455434BH2<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    741000 | PA      | $765282.33    | 0.12%             | 2036-10-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                        | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -165 | NC      | $-19743281.25 | -2.99%            |  |  |  | No            |                  1 | 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        |    310000 | PA      | $266249.63    | 0.04%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                               | UNIVERSITY OF SOUTHERN CALIFORNIA 5.250000% 10/01/2111                            | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    865000 | PA      | $851363.26    | 0.13%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                   | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    415000 | PA      | $308259.92    | 0.05%             | 2049-10-15      | Fixed         | 2.88%                 | 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      | $478048.63    | 0.07%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 2.972000% 02/04/2033                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $167561.75    | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                       | AT&T INC 4.750000% 05/15/2046                                                     | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313096.60    | 0.05%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | SOUTHERN CO GAS CAPITAL CORP 5.875000% 03/15/2041                                 | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1002707.81   | 0.15%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    108000 | PA      | $80103.29     | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                           | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $551102.15    | 0.08%             | 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        |    491000 | PA      | $431057.09    | 0.07%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                          | GSK CONSUMER HEALTHCARE CAPITAL US LLC 4.000000% 03/24/2052                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199302.68    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                              | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    457000 | PA      | $354212.14    | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.550000% 08/20/2060                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    420000 | PA      | $270455.07    | 0.04%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                             | ONCOR ELECTRIC DELIVERY CO LLC 144A 4.950000% 09/15/2052                          | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108236.46    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | 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        |    320000 | PA      | $300697.63    | 0.05%             | 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        |   1808000 | PA      | $1565402.34   | 0.24%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | INTERCONTINENTAL EXCHANGE INC 3.000000% 09/15/2060                                | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197815.45    | 0.03%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                             | PHILLIPS 66 CO 144A 4.900000% 10/01/2046                                          | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    989000 | PA      | $896326.49    | 0.14%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 5.100000% 01/15/2044                                                   | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112724.95    | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                   | GLOBAL ATLANTIC FIN CO 144A 3.125000% 06/15/2031                                  | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $232005.06    | 0.04%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 4.950000% 12/05/2044                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1517804.72   | 0.23%             | 2044-12-05      | Fixed         | 4.95%                 | 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        |    190000 | PA      | $125574.78    | 0.02%             | 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        |    530000 | PA      | $437955.65    | 0.07%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 5.000000% 04/01/2035                                            | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57505.60     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                         | BLACK HILLS CORP 4.350000% 05/01/2033                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    325000 | PA      | $286999.32    | 0.04%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 3.870000% 07/23/2060                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    260000 | PA      | $172549.16    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | 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        |    455000 | PA      | $504006.39    | 0.08%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                          | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.150000% 08/25/2031           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224230 | PA      | $201389.88    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MISSOURI JT MUN ELEC UTIL COMMN PWR PROJ REV                    | MISSOURI JT MUNI ELEC UTILITY MISSOURI JOINT MUNICIPAL ELECTRIC UTILITY COMMISSI  | CUSIP: 606092ET7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $681101.04    | 0.10%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 2.900000% 04/01/2041                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    319000 | PA      | $223718.80    | 0.03%             | 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        |   3270000 | PA      | $2826123.04   | 0.43%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.250000% 05/30/2048                                           | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |   1291000 | PA      | $1159402.42   | 0.18%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    150000 | PA      | $109086.42    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                         | BAYER US FINANCE II LLC 144A 3.950000% 04/15/2045                                 | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $146461.62    | 0.02%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP 4.950000% 03/14/2052                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74873.82     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | 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        |    775000 | PA      | $556898.03    | 0.08%             | 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        |    480000 | PA      | $527309.03    | 0.08%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                   | BOSTON SCIENTIFIC CORP 4.550000% 03/01/2039                                       | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    172000 | PA      | $155221.67    | 0.02%             | 2039-03-01      | Fixed         | 4.55%                 | 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        |      6505 | PA      | $5544.11      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $184293.07    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | 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        |    250000 | PA      | $252401.28    | 0.04%             | 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        |   1125000 | PA      | $999451.01    | 0.15%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    204000 | PA      | $256146.77    | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                            | STERIS IRISH FINCO UNLTD CO 3.750000% 03/15/2051                                  | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | NUSS              | US        |    425000 | PA      | $306847.59    | 0.05%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                   | RAYMOND JAMES FINANCIAL INC 4.950000% 07/15/2046                                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276800.05    | 0.04%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                      | ROGERS COMMUNICATIONS INC 5.000000% 03/15/2044                                    | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |    442000 | PA      | $385123.78    | 0.06%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 5.000000% 04/27/2051                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1085000 | PA      | $922181.98    | 0.14%             | 2051-04-27      | Fixed         | 5.00%                 | 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      | $4310225.17   | 0.65%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $250819.24    | 0.04%             | 2032-10-20      | Fixed         | 2.57%                 | 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        |    405000 | PA      | $304022.07    | 0.05%             | 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        |    430000 | PA      | $443215.43    | 0.07%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                             | VIRGINIA ELECTRIC AND POWER CO 4.600000% 12/01/2048                               | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351097.65    | 0.05%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                         | DUPONT DE NEMOURS INC 5.319000% 11/15/2038                                        | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1000411.94   | 0.15%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 4.400000% 08/05/2052                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    395000 | PA      | $357243.73    | 0.05%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $4928625.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    320000 | PA      | $218844.09    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 6.100000% 10/15/2052                                          | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $250242.27    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 5.402000% 08/11/2033                                            | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    825000 | PA      | $772428.51    | 0.12%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                   | ALPHABET INC 2.250000% 08/15/2060                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $169446.87    | 0.03%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.500000% 02/23/2036                                                    | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444421.57    | 0.07%             | 2036-02-23      | Fixed         | 4.50%                 | 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        |     39431 | PA      | $3756.68      | 0.00%             | 2040-01-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                | WELLTOWER INC 4.950000% 09/01/2048                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    274000 | PA      | $232308.68    | 0.04%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                         | LEVEL 3 FINANCING INC 144A 3.875000% 11/15/2029                                   | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $466272.00    | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | 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        |    636000 | PA      | $636070.32    | 0.10%             | 2041-03-01      | Fixed         | 6.38%                 | 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      | $260762.02    | 0.04%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 6.050000% 03/15/2039                                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412048.30    | 0.06%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                      | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $110577.74    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA MTN 3.743000% 09/12/2039                           | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    230000 | PA      | $170052.49    | 0.03%             | 2039-09-12      | Fixed         | 3.74%                 | 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              | CH        |    590000 | PA      | $596854.41    | 0.09%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112719.60    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | 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        |   4135000 | PA      | $3967510.50   | 0.60%             | 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        |   1330000 | PA      | $1425409.82   | 0.22%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                           | NESTLE HOLDINGS INC 144A 3.900000% 09/24/2038                                     | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $553160.03    | 0.08%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                               | RAYTHEON TECHNOLOGIES CORP 4.500000% 06/01/2042                                   | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    725000 | PA      | $669966.56    | 0.10%             | 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        |    545000 | PA      | $413408.10    | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052                                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    738000 | PA      | $710072.97    | 0.11%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                   | TRAVELERS COS INC/THE 3.050000% 06/08/2051                                        | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    315000 | PA      | $218552.19    | 0.03%             | 2051-06-08      | Fixed         | 3.05%                 | 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        |    485000 | PA      | $447839.34    | 0.07%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY      | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418000% 11/15/2035             | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | NUSS              | US        |   2587000 | PA      | $2441746.75   | 0.37%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 2.950000% 09/11/2049                                                    | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128531.33    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.609000% 04/13/2033                                      | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    105000 | PA      | $110256.61    | 0.02%             | 2033-04-13      | Fixed         | 5.61%                 | 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      | $543141.03    | 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        |    485000 | PA      | $412184.63    | 0.06%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | INTERCONTINENTAL EXCHANGE INC 3.000000% 06/15/2050                                | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173175.00    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                       | EBAY INC 3.650000% 05/10/2051                                                     | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    369000 | PA      | $269344.61    | 0.04%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                     | VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033                                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2539778.00   | 0.38%             | 2033-08-10      | Fixed         | 4.50%                 | 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        |    775000 | PA      | $670895.81    | 0.10%             | 2045-11-15      | Fixed         | 4.35%                 | 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        |   6035000 | PA      | $3480497.66   | 0.53%             | 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        |    250000 | PA      | $213402.08    | 0.03%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                                            | CORNING INC 5.850000% 11/15/2068                                                  | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    159000 | PA      | $146907.05    | 0.02%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY 5.297000% 04/20/2037                                               | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116347.36    | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | 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        |   3575000 | PA      | $2744082.98   | 0.42%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                    | BRISTOL-MYERS SQUIBB CO 4.550000% 02/20/2048                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    182000 | PA      | $168527.52    | 0.03%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 1.125000% 05/15/2040                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $799902.35    | 0.12%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| ENTERGY TEXAS, INC.                                             | ENTERGY TEXAS INC 3.550000% 09/30/2049                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    310000 | PA      | $227480.70    | 0.03%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 4.375000% 02/02/2052           | CUSIP: 46590XAE6<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |    840000 | PA      | $610646.40    | 0.09%             | 2052-02-02      | Fixed         | 4.38%                 | 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        |    980000 | PA      | $1048398.53   | 0.16%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                             | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    320000 | PA      | $348853.95    | 0.05%             | 2039-01-15      | Fixed         | 7.00%                 | 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        |    760000 | PA      | $646953.99    | 0.10%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 3.250000% 08/01/2050                                            | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    305000 | PA      | $202176.49    | 0.03%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | SOUTHERN CALIFORNIA EDISON CO 3.650000% 02/01/2050                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59693.16     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | 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        |    550000 | PA      | $457666.26    | 0.07%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                        | ELECTRICITE DE FRANCE SA 144A 6.000000% 01/22/2114                                | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    173000 | PA      | $149491.03    | 0.02%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 5.600000% 10/15/2032                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297944.97    | 0.05%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 1.8075% FIXED                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    335000 | NC      | $93595.83     | 0.01%             |  |  |  | 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        |    340000 | PA      | $316421.42    | 0.05%             | 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        |    750000 | PA      | $654674.32    | 0.10%             | 2044-02-15      | Fixed         | 4.45%                 | 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        |   1864000 | PA      | $1542062.91   | 0.23%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                          | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296918.70    | 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        |    335000 | PA      | $232193.53    | 0.04%             | 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        |    295000 | PA      | $198456.47    | 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        |   1555000 | PA      | $1340996.97   | 0.20%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 3.734000% 09/25/2040                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $468597.50    | 0.07%             | 2040-09-25      | Fixed         | 3.73%                 | 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        |    160000 | PA      | $147721.26    | 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        |    405000 | PA      | $326916.23    | 0.05%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                     | TRANSCONTINENTAL GAS PIPE LINE CO LLC 5.400000% 08/15/2041                        | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $728344.94    | 0.11%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                            | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    673000 | PA      | $447902.61    | 0.07%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                              | AMERICAN INTERNATIONAL GROUP INC 4.750000% 04/01/2048                             | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144885.90    | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                      | DOLLAR GENERAL CORP 5.500000% 11/01/2052                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136775.59    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |    340000 | PA      | $261095.41    | 0.04%             | 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        |   1785000 | PA      | $1697873.47   | 0.26%             | 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        |   1275000 | PA      | $1232058.33   | 0.19%             | 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        |    260000 | PA      | $166198.17    | 0.03%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.500000% 01/31/2050                                        | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    930000 | PA      | $742575.44    | 0.11%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                            | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027                   | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33915.60     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 5.450000% 09/20/2052                                        | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     95000 | PA      | $93812.50     | 0.01%             | 2052-09-20      | Fixed         | 5.45%                 | 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        |   2007000 | PA      | $2031995.66   | 0.31%             | 2041-01-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    695000 | PA      | $571778.10    | 0.09%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                            | ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051                                      | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    542000 | PA      | $362857.23    | 0.05%             | 2051-12-13      | Fixed         | 2.61%                 | 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        |    285000 | PA      | $282109.96    | 0.04%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                        | CONSUMERS ENERGY CO 3.100000% 08/15/2050                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    260000 | PA      | $183059.20    | 0.03%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 2.651000% 03/11/2032                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227145.00    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | 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        |     55000 | PA      | $44042.74     | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | 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        |   1615956 | PA      | $1281476.45   | 0.19%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                             | FIFTH THIRD BANCORP 8.250000% 03/01/2038                                          | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    286000 | PA      | $347763.07    | 0.05%             | 2038-03-01      | Fixed         | 8.25%                 | 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        |    285000 | PA      | $257123.04    | 0.04%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 6.550000% 03/15/2033                                           | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    800000 | PA      | $891791.38    | 0.13%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                        | TENCENT HOLDINGS LTD MTN 3.840000% 04/22/2051                                     | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |    560000 | PA      | $388285.82    | 0.06%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS GROUP AG 144A 2.746000% 02/11/2033                                            | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |     30000 | PA      | $23405.49     | 0.00%             | 2033-02-11      | Fixed         | 2.75%                 | 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        |    475000 | PA      | $400057.36    | 0.06%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                          | CREDIT SUISSE GROUP AG 144A 3.091000% 05/14/2032                                  | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |    680000 | PA      | $463258.62    | 0.07%             | 2032-05-14      | Fixed         | 3.09%                 | 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        |    841000 | PA      | $796407.27    | 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        |     65000 | PA      | $59771.57     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.100000% 02/15/2060                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $205271.59    | 0.03%             | 2060-02-15      | Fixed         | 3.10%                 | 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        |    370000 | PA      | $313785.93    | 0.05%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                       | APTIV PLC 3.100000% 12/01/2051                                                    | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    462000 | PA      | $286152.97    | 0.04%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 5.282000% 04/02/2050                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $71654.42     | 0.01%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORP 3.133000% 11/18/2041                                         | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    245000 | PA      | $159507.94    | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                         | EXXON MOBIL CORP 3.095000% 08/16/2049                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $117864.83    | 0.02%             | 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        |    605000 | PA      | $631803.86    | 0.10%             | 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        |    160000 | PA      | $111604.58    | 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        |   3321000 | PA      | $3541813.26   | 0.54%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 3.900000% 03/01/2048                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    600000 | PA      | $489364.86    | 0.07%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 3.900000% 02/01/2035                                                   | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    410000 | PA      | $351909.83    | 0.05%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                     | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1212528.09   | 0.18%             | 2035-05-14      | Fixed         | 4.50%                 | 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        |    535000 | PA      | $352216.67    | 0.05%             | 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        |    255000 | PA      | $231970.68    | 0.04%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORP 4.800000% 08/15/2043                                        | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    528000 | PA      | $469528.75    | 0.07%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 4.500000% 06/01/2052                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89964.18     | 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        |   1965000 | PA      | $1737566.60   | 0.26%             | 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        |     75000 | PA      | $62838.38     | 0.01%             | 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        |   1765000 | PA      | $1388887.34   | 0.21%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                                       | NEW ENGLAND POWER CO 144A 2.807000% 10/06/2050                                    | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $164357.73    | 0.02%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $906720.68    | 0.14%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                               | BURLINGTON NORTHERN SANTA FE LLC 5.050000% 03/01/2041                             | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128538.74    | 0.02%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                          | GENERAL MOTORS CO 5.150000% 04/01/2038                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136660.76    | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                   | EQUINIX INC 2.950000% 09/15/2051                                                  | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    540000 | PA      | $344709.17    | 0.05%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC 4.200000% 01/31/2050                            | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83635.51     | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | 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        |    600000 | PA      | $452518.07    | 0.07%             | 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      | $372133.44    | 0.06%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                       | VISA INC 4.150000% 12/14/2035                                                     | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $567294.72    | 0.09%             | 2035-12-14      | Fixed         | 4.15%                 | 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        |   1050000 | PA      | $828585.09    | 0.13%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 6.500000% 12/01/2052           | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |   1235000 | PA      | $1191775.00   | 0.18%             | 2052-12-01      | Fixed         | 6.50%                 | 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        |    350000 | PA      | $315256.00    | 0.05%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                          | CREDIT SUISSE GROUP AG 144A 9.016000% 11/15/2033                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |   1000000 | PA      | $1015267.48   | 0.15%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                   | DISCOVERY COMMUNICATIONS LLC 4.650000% 05/15/2050                                 | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $223799.09    | 0.03%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORP 2.668000% 11/15/2035                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |     60000 | PA      | $44195.16     | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                      | COREBRIDGE FINANCIAL INC 144A 3.900000% 04/05/2032                                | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    360000 | PA      | $317450.24    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 5.850000% 09/01/2043                                             | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1057663.81   | 0.16%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                       | UNIV OF MICHIGAN MI UNIVERSITY OF MICHIGAN                                        | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $484778.49    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    540000 | PA      | $465057.89    | 0.07%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                    | NORTHROP GRUMMAN CORP 3.850000% 04/15/2045                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    570000 | PA      | $469451.33    | 0.07%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                   | SEMPRA ENERGY 3.800000% 02/01/2038                                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203543.83    | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORP 3.600000% 03/01/2035                                         | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    810000 | PA      | $723593.36    | 0.11%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                   | SEMPRA ENERGY 6.000000% 10/15/2039                                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    865000 | PA      | $873404.35    | 0.13%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                             | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5                 | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63160 | PA      | $61073.80     | 0.01%             | 2037-03-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       312 | NC      | $42519750.00  | 6.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                             | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    599000 | PA      | $601124.17    | 0.09%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                               | PERKINELMER INC 3.625000% 03/15/2051                                              | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140279.40    | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                     | KAISER FOUNDATION HOSPITALS 4.150000% 05/01/2047                                  | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    390000 | PA      | $338894.62    | 0.05%             | 2047-05-01      | Fixed         | 4.15%                 | 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      | $64778.27     | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | 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        |    250000 | PA      | $185543.81    | 0.03%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO 4.400000% 10/15/2044                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1190968.60   | 0.18%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | United States Treasury Note/Bond 3.625000% 08/15/2043                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1657000 | PA      | $1561787.22   | 0.24%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                    | WALMART INC 2.650000% 09/22/2051                                                  | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141184.23    | 0.02%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                       | BAT CAPITAL CORP 7.750000% 10/19/2032                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $159760.50    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                              | ALTRIA GROUP INC 4.450000% 05/06/2050                                             | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142784.09    | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | 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        |   2225000 | PA      | $2056324.75   | 0.31%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $517420.27    | 0.08%             | 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        |     13063 | PA      | $10846.17     | 0.00%             | 2034-12-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    295000 | PA      | $207077.31    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | 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        |   1620000 | PA      | $1136282.32   | 0.17%             | 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        |    941000 | PA      | $809535.50    | 0.12%             | 2048-04-01      | Fixed         | 5.75%                 | 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        |    201000 | PA      | $164719.49    | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                      | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $308244.44    | 0.05%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVS                                           | MICHIGAN ST UNIV REVENUES MICHIGAN STATE UNIVERSITY                               | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    274000 | PA      | $200694.15    | 0.03%             | 2122-08-15      | Fixed         | 4.17%                 | 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        |    710000 | PA      | $476705.22    | 0.07%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR12 INDX 2004-AR12 A1                      | CUSIP: 45660N5H4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49691 | PA      | $37510.04     | 0.01%             | 2034-12-25      | Floating      | 4.82%                 | 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      | $102371.16    | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                   | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    425000 | PA      | $312597.55    | 0.05%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                                         | APPLIED MATERIALS INC 4.350000% 04/01/2047                                        | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    226000 | PA      | $208065.24    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | 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        |    275000 | PA      | $204848.53    | 0.03%             | 2049-11-01      | Fixed         | 3.45%                 | 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        |    677000 | PA      | $611680.05    | 0.09%             | 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        |   1031000 | PA      | $1174603.07   | 0.18%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                | AMAZON.COM INC 2.875000% 05/12/2041                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    657000 | PA      | $501908.08    | 0.08%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                           | ELEVANCE HEALTH INC 4.650000% 01/15/2043                                          | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13855.71     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | 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        |    185000 | PA      | $120839.00    | 0.02%             | 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        |    120000 | PA      | $115612.87    | 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        |   1908000 | PA      | $1797464.52   | 0.27%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                        | DOW CHEMICAL CO/THE 4.375000% 11/15/2042                                          | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162081.88    | 0.02%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                               | RAYTHEON TECHNOLOGIES CORP 4.350000% 04/15/2047                                   | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    740000 | PA      | $647486.71    | 0.10%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                | MARSH & MCLENNAN COS INC 4.200000% 03/01/2048                                     | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    540000 | PA      | $446453.07    | 0.07%             | 2048-03-01      | Fixed         | 4.20%                 | 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        |    290000 | PA      | $255954.73    | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       259 | NC      | $28119710.94  | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                             | DANAHER CORP 2.600000% 10/01/2050                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39557.70     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP MTN 3.550000% 08/15/2039                                       | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $315539.46    | 0.05%             | 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        |   1085000 | PA      | $801761.15    | 0.12%             | 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              | NL        |    877000 | PA      | $985200.62    | 0.15%             | 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              | CH        |    425000 | PA      | $320542.54    | 0.05%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2109678.76   | 0.32%             | 2051-04-04      | Fixed         | 5.01%                 | 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        |    700000 | PA      | $606647.04    | 0.09%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                 | FOX CORP 5.576000% 01/25/2049                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242135.74    | 0.04%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                     | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144040.44    | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | 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        |   3648000 | PA      | $3441720.56   | 0.52%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                          | BERKSHIRE HATHAWAY FINANCE CORP 4.200000% 08/15/2048                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $503290.00    | 0.08%             | 2048-08-15      | Fixed         | 4.20%                 | 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        |    686000 | PA      | $596765.07    | 0.09%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                  | BNP PARIBAS SA 144A 3.132000% 01/20/2033                                          | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     55000 | PA      | $43715.29     | 0.01%             | 2033-01-20      | Fixed         | 3.13%                 | 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        |   1040000 | PA      | $787440.15    | 0.12%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                     | MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050                                  | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | NUSS              | MX        |    275000 | PA      | $212905.00    | 0.03%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.600000% 07/01/2111                        | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $386753.94    | 0.06%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                | CATERPILLAR INC 3.250000% 09/19/2049                                              | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $173059.70    | 0.03%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                            | CONSTELLATION ENERGY GENERATION LLC 5.750000% 10/01/2041                          | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    339000 | PA      | $330742.43    | 0.05%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 4.650000% 07/23/2048                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    775000 | PA      | $697971.84    | 0.11%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.400000% 10/29/2033           | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    130000 | PA      | $100766.35    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   9070000 | NC      | $-425657.85   | -0.06%            |  |  |  | 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        |    480000 | PA      | $520395.05    | 0.08%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                       | NORTHERN STATES POWER CO/MN 3.600000% 09/15/2047                                  | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156263.16    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | 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        |    680000 | PA      | $504460.61    | 0.08%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                          | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WA97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $554543.76    | 0.08%             | 2040-01-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 4.250000% 01/15/2033                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189984.80    | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | 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        |    370000 | PA      | $264406.67    | 0.04%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 2.972000% 07/21/2052                                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $177520.85    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | 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      | $298289.38    | 0.05%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE MTN 4.800000% 07/08/2044                              | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68350.12     | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  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      | $124067.86    | 0.02%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY MTN 1.794000% 02/13/2032                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $437597.78    | 0.07%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                               | FEDEX CORP 4.050000% 02/15/2048                                                   | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    285000 | PA      | $218298.41    | 0.03%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HOLDINGS GP                                 | SES GLOBAL AMERICAS HOLDINGS INC 144A 5.300000% 03/25/2044                        | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $741711.11    | 0.11%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                   | DISCOVERY COMMUNICATIONS LLC 5.200000% 09/20/2047                                 | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    549000 | PA      | $424588.10    | 0.06%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                                    | NASDAQ INC 3.950000% 03/07/2052                                                   | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $322552.91    | 0.05%             | 2052-03-07      | Fixed         | 3.95%                 | 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        |    175000 | PA      | $160701.05    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    265000 | PA      | $269016.41    | 0.04%             | 2029-10-31      | Fixed         | 4.00%                 | 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        |    585000 | PA      | $571470.39    | 0.09%             | 2042-06-15      | Fixed         | 5.60%                 | 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        |    382000 | PA      | $326394.59    | 0.05%             | 2052-04-13      | Fixed         | 3.95%                 | 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        |    695000 | PA      | $629245.65    | 0.10%             | 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        |    431000 | PA      | $349997.81    | 0.05%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    615000 | PA      | $537833.63    | 0.08%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORP 6.250000% 11/09/2032                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295445.01    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                      | COREBRIDGE FINANCIAL INC 144A 4.400000% 04/05/2052                                | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $261225.11    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | LLOYDS BANKING GROUP PLC 4.344000% 01/09/2048                                     | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    391000 | PA      | $286246.97    | 0.04%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | DEVON ENERGY CORP 5.600000% 07/15/2041                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115952.49    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | PARAMOUNT GLOBAL 4.850000% 12/15/2034                                             | CUSIP: 92553PAZ5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    765000 | PA      | $639600.77    | 0.10%             | 2034-12-15      | Fixed         | 4.85%                 | 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        |    120000 | PA      | $79579.69     | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| PECO Energy Company                                             | PECO ENERGY CO 4.375000% 08/15/2052                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159579.64    | 0.02%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1437467.59   | 0.22%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 5.500000% 06/01/2050                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463622.42    | 0.07%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                   | CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397045.58    | 0.06%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                       | WYETH LLC 6.000000% 02/15/2036                                                    | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    760000 | PA      | $824771.91    | 0.12%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                        | BERKSHIRE HATHAWAY INC 4.500000% 02/11/2043                                       | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    218000 | PA      | $207165.01    | 0.03%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.745000% 11/15/2052                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $181436.23    | 0.03%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                    | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FRB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $956933.03    | 0.14%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    801000 | PA      | $534339.75    | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH, INC.                                            | MEDSTAR HEALTH INC 3.626000% 08/15/2049                                           | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    530000 | PA      | $382233.25    | 0.06%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                  | ING GROEP NV 4.252000% 03/28/2033                                                 | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    150000 | PA      | $132158.10    | 0.02%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 6.270000% 11/17/2033                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $432095.66    | 0.07%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                           | AIR LEASE CORP MTN 3.000000% 02/01/2030                                           | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150580.85    | 0.02%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV         | JOBSOHIO BEVERAGE SYS STWD LIQ JOBSOHIO BEVERAGE SYSTEM                           | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $254220.23    | 0.04%             | 2038-01-01      | Fixed         | 2.83%                 | 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        |    160000 | PA      | $125115.87    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | FANNIE MAE PRINCIPAL STRIP MTN 0.00000000000% 05/15/2030                          | CUSIP: 31358DDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8380000 | PA      | $6170634.96   | 0.93%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                   | GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043                                  | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $420432.88    | 0.06%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, L.P.                                 | REXFORD INDUSTRIAL REALTY LP 2.125000% 12/01/2030                                 | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35210.36     | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                              | VENTAS REALTY LP 5.700000% 09/30/2043                                             | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645044.80    | 0.10%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                               | CIGNA CORP 3.875000% 10/15/2047                                                   | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1019332.47   | 0.15%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                           | GILEAD SCIENCES INC 4.600000% 09/01/2035                                          | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    695000 | PA      | $672041.81    | 0.10%             | 2035-09-01      | Fixed         | 4.60%                 | 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        |     40000 | PA      | $34188.30     | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | 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        |    165000 | PA      | $106835.47    | 0.02%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                   | THERMO FISHER SCIENTIFIC INC 2.800000% 10/15/2041                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $233303.21    | 0.04%             | 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        |    190000 | PA      | $130879.20    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                       | APTIV PLC 5.400000% 03/15/2049                                                    | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    544000 | PA      | $471790.95    | 0.07%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada         | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464000% 04/01/2048               | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $262341.86    | 0.04%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                                  | BRK: CITIGROUP PAY: 1.7725% FIXED                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    670000 | NC      | $191546.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                       | KRAFT HEINZ FOODS CO 5.000000% 06/04/2042                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    540000 | PA      | $505896.17    | 0.08%             | 2042-06-04      | Fixed         | 5.00%                 | 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        |    195000 | PA      | $182071.44    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                   | METLIFE INC 4.050000% 03/01/2045                                                  | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    781000 | PA      | $659956.79    | 0.10%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                  | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $75341.41     | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 3.799000% 04/06/2071                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    652000 | PA      | $492358.11    | 0.07%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 3.000000% 11/15/2044                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $7690921.88   | 1.16%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                       | TWDC ENTERPRISES 18 CORP MTN 3.700000% 12/01/2042                                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    750000 | PA      | $614886.38    | 0.09%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    845000 | PA      | $687347.30    | 0.10%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                    | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $297908.83    | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | ROYALTY PHARMA PLC 3.300000% 09/02/2040                                           | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $108027.74    | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | 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        |    920000 | PA      | $738120.31    | 0.11%             | 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        |    436000 | PA      | $353160.00    | 0.05%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                        | TSMC ARIZONA CORP 3.125000% 10/25/2041                                            | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |    375000 | PA      | $287126.62    | 0.04%             | 2041-10-25      | Fixed         | 3.12%                 | 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        |    190000 | PA      | $204737.61    | 0.03%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares         | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  16352956 | NS      | $16352955.84  | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                  | JEFFERIES FINANCIAL GROUP INC 6.250000% 01/15/2036                                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    338000 | PA      | $336803.18    | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | 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        |    660000 | PA      | $684295.00    | 0.10%             | 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        |   1320000 | PA      | $1058310.28   | 0.16%             | 2042-12-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                           | GEORGIA POWER CO 3.700000% 01/30/2050                                             | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $807094.46    | 0.12%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | ESSENTIAL UTILITIES INC 5.300000% 05/01/2052                                      | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350301.27    | 0.05%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                  | TEXAS INSTRUMENTS INC 4.150000% 05/15/2048                                        | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    117000 | PA      | $103785.55    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | 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        |    470000 | PA      | $406150.87    | 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      | $180808.51    | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 4.625000% 03/23/2040                                           | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85657.70     | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                        | BIMBO BAKERIES USA INC 144A 4.000000% 05/17/2051                                  | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $203136.71    | 0.03%             | 2051-05-17      | Fixed         | 4.00%                 | 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        |    160000 | PA      | $120435.47    | 0.02%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                           | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118296.29    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 04/16/2050                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    470000 | PA      | $359988.21    | 0.05%             | 2050-04-16      | Fixed         | 4.50%                 | 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        |   1000000 | PA      | $846743.92    | 0.13%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 5.000000% 03/15/2049                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    317000 | PA      | $303717.82    | 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        |    475000 | PA      | $355797.64    | 0.05%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | DEVON ENERGY CORP 5.000000% 06/15/2045                                            | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71515.30     | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH AND HOSPITALS CORPORATION                       | ADVOCATE HEALTH & HOSPITALS CORP 4.272000% 08/15/2048                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    391000 | PA      | $339876.91    | 0.05%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -111 | NC      | $-14097000.00 | -2.13%            |  |  |  | No            |                  1 | 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      | $293931.46    | 0.04%             | 2050-11-15      | Fixed         | 2.82%                 | 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        |    545000 | PA      | $452524.86    | 0.07%             | 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        |    750000 | PA      | $617263.96    | 0.09%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.200000% 01/15/2047                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $542696.48    | 0.08%             | 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        |    375000 | PA      | $361214.80    | 0.05%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED               | TRANE TECHNOLOGIES GLOBAL HOLDING CO LTD 4.300000% 02/21/2048                     | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111071.53    | 0.02%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 3.700000% 10/30/2049                                        | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1020000 | PA      | $782550.81    | 0.12%             | 2049-10-30      | Fixed         | 3.70%                 | 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        |   2731000 | PA      | $1382705.30   | 0.21%             | 2036-10-10      | Fixed         | 0.00%                 | 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        |    200000 | PA      | $157488.44    | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV         | SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1327918.93   | 0.20%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | US TREASURY N/B 2.875000% 11/15/2046                                              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $2450700.77   | 0.37%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                 | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308259.94    | 0.05%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY                  | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    776000 | PA      | $545554.54    | 0.08%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                           | FREEPORT-MCMORAN INC 5.450000% 03/15/2043                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    948000 | PA      | $849938.88    | 0.13%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                             | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    360000 | PA      | $329606.20    | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                             | KILROY REALTY LP 2.650000% 11/15/2033                                             | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    215000 | PA      | $153031.11    | 0.02%             | 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        |   2075000 | PA      | $1543119.15   | 0.23%             | 2051-05-15      | Fixed         | 2.38%                 | 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        |    660000 | PA      | $536030.74    | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                               | CROWN CASTLE INC 3.250000% 01/15/2051                                             | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102613.92    | 0.02%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                              | SUNCOR ENERGY INC 3.750000% 03/04/2051                                            | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $203285.56    | 0.03%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                              | T-MOBILE USA INC 5.800000% 09/15/2062                                             | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169511.43    | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | CONOCOPHILLIPS CO 3.758000% 03/15/2042                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $237087.01    | 0.04%             | 2042-03-15      | Fixed         | 3.76%                 | 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        |   2205000 | PA      | $2251231.04   | 0.34%             | 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        |     25860 | PA      | $24684.76     | 0.00%             | 2045-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                       | LIBERTY MUTUAL GROUP INC 144A 3.951000% 10/15/2050                                | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    220000 | PA      | $155015.33    | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170912.21    | 0.03%             | 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      | $273518.31    | 0.04%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                         | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    507000 | PA      | $342337.75    | 0.05%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                             | KINDER MORGAN INC 5.550000% 06/01/2045                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242638.27    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | 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      | $302664.71    | 0.05%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                      | WARNERMEDIA HOLDINGS INC 144A 5.391000% 03/15/2062                                | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    161000 | PA      | $124580.14    | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                        | KIMCO REALTY CORP 4.250000% 04/01/2045                                            | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85258.05     | 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        |    885000 | PA      | $672882.35    | 0.10%             | 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        |    100000 | PA      | $69417.85     | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | 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        |    540000 | PA      | $529914.67    | 0.08%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                         | CHUBB INA HOLDINGS INC 6.700000% 05/15/2036                                       | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    627000 | PA      | $701922.78    | 0.11%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS CO LLC                                      | EL PASO NATURAL GAS CO LLC 8.375000% 06/15/2032                                   | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $137962.07    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 5.600000% 02/15/2041                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424045.07    | 0.06%             | 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        |   1305000 | PA      | $1153426.66   | 0.17%             | 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        |    580000 | PA      | $414654.64    | 0.06%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 4.340000% 03/07/2042                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    435000 | PA      | $370810.72    | 0.06%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                             | HALLIBURTON CO 5.000000% 11/15/2045                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54002.89     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                     | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $735762.02    | 0.11%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                           | GEORGIA POWER CO 4.300000% 03/15/2042                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $364828.78    | 0.06%             | 2042-03-15      | Fixed         | 4.30%                 | 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      | $93366.31     | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                           | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    163000 | PA      | $148399.15    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | 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        |    710000 | PA      | $593622.30    | 0.09%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                 | REGENERON PHARMACEUTICALS INC 2.800000% 09/15/2050                                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95111.49     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                      | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    964000 | PA      | $941407.28    | 0.14%             | 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        |    895000 | PA      | $895400.48    | 0.14%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                         | BLACK HILLS CORP 4.200000% 09/15/2046                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384622.22    | 0.06%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                      | AMGEN INC 4.200000% 02/22/2052                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4093.56      | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                      | ROGERS COMMUNICATIONS INC 4.500000% 03/15/2043                                    | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |    257000 | PA      | $211210.34    | 0.03%             | 2043-03-15      | Fixed         | 4.50%                 | 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        |    570000 | PA      | $478057.69    | 0.07%             | 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        |   1140000 | PA      | $753753.73    | 0.11%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                       | ARTHUR J GALLAGHER & CO 3.500000% 05/20/2051                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $310263.64    | 0.05%             | 2051-05-20      | Fixed         | 3.50%                 | 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        |    395000 | PA      | $265610.98    | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | 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        |    300000 | PA      | $211526.66    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                   | AMERICA MOVIL SAB DE CV 6.375000% 03/01/2035                                      | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |    190000 | PA      | $205407.10    | 0.03%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                 | S&P GLOBAL INC 144A 3.900000% 03/01/2062                                          | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81406.69     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                   | FIRSTENERGY TRANSMISSION LLC 144A 5.450000% 07/15/2044                            | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185227.43    | 0.03%             | 2044-07-15      | Fixed         | 5.45%                 | 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        |    880000 | PA      | $987017.49    | 0.15%             | 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        |    234000 | PA      | $202133.77    | 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        |    660000 | PA      | $479327.03    | 0.07%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 5.000000% 05/30/2038                                           | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    195000 | PA      | $180576.93    | 0.03%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                    | VIATRIS INC 4.000000% 06/22/2050                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    770000 | PA      | $500799.99    | 0.08%             | 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        |   1410000 | PA      | $1110659.55   | 0.17%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                     | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1000522.21   | 0.15%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANSMISSION, LLC                                   | SABAL TRAIL TRANSMISSION LLC 144A 4.832000% 05/01/2048                            | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    530000 | PA      | $459680.56    | 0.07%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55165.51     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                           | VODAFONE GROUP PLC 4.375000% 02/19/2043                                           | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | NUSS              | GB        |    315000 | PA      | $259009.66    | 0.04%             | 2043-02-19      | Fixed         | 4.38%                 | 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        |   1225000 | PA      | $1229695.35   | 0.19%             | 2036-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                           | QUALCOMM INC 4.500000% 05/20/2052                                                 | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257374.21    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                  | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167245.45    | 0.03%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                   | FLORIDA POWER & LIGHT CO 3.950000% 03/01/2048                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146866.66    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | 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      | $186171.02    | 0.03%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                        | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $246273.15    | 0.04%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                          | ENTERGY LOUISIANA LLC 4.750000% 09/15/2052                                        | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90203.17     | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | 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        |    245000 | PA      | $187580.58    | 0.03%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                         | MICRON TECHNOLOGY INC 3.366000% 11/01/2041                                        | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    165000 | PA      | $114930.96    | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | 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        |   1171000 | PA      | $933525.81    | 0.14%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                      | EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048                                    | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387329.27    | 0.06%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                  | KROGER CO/THE 3.950000% 01/15/2050                                                | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    550000 | PA      | $437525.83    | 0.07%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN.                                           | KANSAS CITY SOUTHERN/OLD 4.200000% 11/15/2069                                     | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    453000 | PA      | $342430.09    | 0.05%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THE CLEVELAND CLINIC FOUNDATION                                 | CLEVELAND CLINIC FOUNDATION/THE 4.858000% 01/01/2114                              | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63337.77     | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                               | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $403449.11    | 0.06%             | 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        |    455000 | PA      | $450861.82    | 0.07%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                   | FIRSTENERGY TRANSMISSION LLC 144A 4.550000% 04/01/2049                            | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97774.18     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                          | LOWE'S COS INC 4.050000% 05/03/2047                                               | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153097.77    | 0.02%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                  | LOS ANGELES CA UNIF SCH DIST LOS ANGELES UNIFIED SCHOOL DISTRICT/CA               | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1541656.15   | 0.23%             | 2034-07-01      | Fixed         | 6.76%                 | 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        |    179000 | PA      | $149171.44    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | 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        |    560000 | PA      | $518560.27    | 0.08%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                            | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $786410.71    | 0.12%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                             | ENTERGY CORP 3.750000% 06/15/2050                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    114000 | PA      | $85821.13     | 0.01%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORP 2.973000% 09/16/2062                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    308000 | PA      | $203186.49    | 0.03%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | United States Treasury Note/Bond 3.625000% 02/15/2044                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1706000 | PA      | $1604506.32   | 0.24%             | 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        |  18529000 | PA      | $13380688.44  | 2.02%             | 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        |   1060000 | PA      | $1026504.94   | 0.16%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                     | PARKER-HANNIFIN CORP MTN 4.450000% 11/21/2044                                     | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351630.18    | 0.05%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                     | KAISER FOUNDATION HOSPITALS 3.002000% 06/01/2051                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    525000 | PA      | $363690.56    | 0.06%             | 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        |    600000 | PA      | $456747.13    | 0.07%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                | SHELL INTERNATIONAL FINANCE BV 4.550000% 08/12/2043                               | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    635000 | PA      | $583517.97    | 0.09%             | 2043-08-12      | Fixed         | 4.55%                 | 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        |   9970000 | PA      | $6556443.38   | 0.99%             | 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        |    135000 | PA      | $89861.12     | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENERGY TRANSFER LP 6.500000% 02/01/2042                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44547.44     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | 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        |    430000 | PA      | $378624.32    | 0.06%             | 2044-03-01      | Fixed         | 4.40%                 | 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        |   1195000 | PA      | $821466.21    | 0.12%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.625000% 07/15/2035                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476100.41    | 0.07%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                       | GE HEALTHCARE HOLDING LLC 144A 6.377000% 11/22/2052                               | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $978925.77    | 0.15%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                        | HCA INC 144A 4.375000% 03/15/2042                                                 | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60783.30     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | 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      | $44441.40     | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                        | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362384.75    | 0.05%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                | CANADIAN NATIONAL RAILWAY CO 6.200000% 06/01/2036                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    156000 | PA      | $170337.14    | 0.03%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                    | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $296964.56    | 0.04%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE, INC.                                      | NORTHWELL HEALTHCARE INC 4.260000% 11/01/2047                                     | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207662.10    | 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        |    685000 | PA      | $643899.91    | 0.10%             | 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        |   1175000 | PA      | $812335.64    | 0.12%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                   | BECTON DICKINSON AND CO 3.794000% 05/20/2050                                      | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $260546.38    | 0.04%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                              | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $204665.10    | 0.03%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                              | PUBLIC SERVICE CO OF COLORADO 6.500000% 08/01/2038                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $356374.63    | 0.05%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                   | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $323128.91    | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | FREDDIE MAC REMICS FHR 3756 PZ                                                    | CUSIP: 3137A2NU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3273098 | PA      | $3146828.34   | 0.48%             | 2040-11-15      | Fixed         | 4.00%                 | 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        |    838000 | PA      | $793671.02    | 0.12%             | 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        |    755000 | PA      | $648049.78    | 0.10%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                 | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $629390.22    | 0.10%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC 8.113000% 11/03/2033                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $211151.23    | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | 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        |    700000 | PA      | $613721.62    | 0.09%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                        | United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049               | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    596000 | PA      | $614643.70    | 0.09%             | 2049-02-15      | Fixed         | 1.00%                 | 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        |    295000 | PA      | $319840.73    | 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        |   1998000 | PA      | $1718039.46   | 0.26%             | 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        |    570000 | PA      | $360414.59    | 0.05%             | 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        |   1685000 | PA      | $1538613.84   | 0.23%             | 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        |   1215000 | PA      | $1093410.81   | 0.17%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                      | ROGERS COMMUNICATIONS INC 144A 4.550000% 03/15/2052                               | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |    402000 | PA      | $327205.30    | 0.05%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                       | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137106.21    | 0.02%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO