# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016937
**Filing Date:** 2023-1
**Character Count:** 692821
**Document Hash:** 66569593b7f7ea5217d843497eb86b06
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016937.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016937

**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:** 23564320

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $2745626817.57

**Total Liabilities:** $16340073.63

**Net Assets:** $2729286743.94

**Cash Not Reported:** $21073.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2527.16435993 | **1-Year:** -52882.16951595 | **5-Year:** -224365.15972233 | **10-Year:** -1435675.61213426 | **30-Year:** -1626376.03832680

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

- **3-Month:** -18.55212839 | **1-Year:** -390.55790686 | **5-Year:** -1746.44313941 | **10-Year:** -7992.40751575 | **30-Year:** -6385.58765930

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112815 | 8.58%                | -2.97%               | -8.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32946330.92            | $226376726.51                              |
| Month 2  | $-11728439.52            | $-74391681.80                              |
| Month 3  | $-21396133.72            | $-239579389.91                             |

**Designated Index Information**

- **Index Name:** Barclays Long Credit High Quality Index

- **Index Identifier:** LCRDLONGHQ

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                            | INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052                                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1511551.00   | 0.06%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8777000 | PA      | $7610306.92   | 0.28%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                | HUMANA INC 8.150000% 06/15/2038                                                   | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1786984.65   | 0.07%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $423720.35    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8538000 | PA      | $5534271.83   | 0.20%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                              | AEP TRANSMISSION CO LLC 4.000000% 12/01/2046                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   3833000 | PA      | $3093731.67   | 0.11%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                         | T-MOBILE USA INC 3.000000% 02/15/2041                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $818240.69    | 0.03%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 6.500000% 11/15/2035                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    420000 | PA      | $470082.05    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 2.750000% 09/15/2051                                           | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    995000 | PA      | $674724.45    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | PARAMOUNT GLOBAL 5.850000% 09/01/2043                                             | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    815000 | PA      | $689596.81    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | 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        |    890000 | PA      | $642364.35    | 0.02%             | 2040-07-01      | Fixed         | 2.81%                 | 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        |   1220000 | PA      | $1152566.82   | 0.04%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA FED AID HWY FIN AUTH SPL OBLIG REV                 | ALABAMA FEDERAL AID HIGHWAY FI ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY      | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $796808.28    | 0.03%             | 2037-09-01      | Fixed         | 2.65%                 | 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        |    150000 | PA      | $105172.21    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | 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        |   1750000 | PA      | $1627216.26   | 0.06%             | 2042-05-15      | Fixed         | 4.40%                 | 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        |   1500000 | PA      | $1260852.41   | 0.05%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP 4.200000% 09/15/2046                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $873092.44    | 0.03%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                   | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4108837.69   | 0.15%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP 4.650000% 03/15/2047                                           | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1213759.01   | 0.04%             | 2047-03-15      | Fixed         | 4.65%                 | 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        |   2365000 | PA      | $2543618.23   | 0.09%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                             | INDIANA MICHIGAN POWER CO 4.250000% 08/15/2048                                    | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $898369.62    | 0.03%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | DEERE & CO 3.900000% 06/09/2042                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $719539.74    | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $974471.87    | 0.04%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO 4.300000% 03/15/2042                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $5950183.73   | 0.22%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $928968.41    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | 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        |   1065000 | PA      | $956439.64    | 0.04%             | 2048-05-30      | Fixed         | 5.25%                 | 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        |   2360000 | PA      | $1541513.77   | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTH SOUTH FLORIDA, INC.                         | BAPTIST HEALTH SOUTH FLORIDA INC 4.342000% 11/15/2041                             | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $528697.25    | 0.02%             | 2041-11-15      | Fixed         | 4.34%                 | 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        |    875000 | PA      | $631398.36    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $2307860.43   | 0.08%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1820522.60   | 0.07%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $7515333.74   | 0.28%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                          | UNIVERSITY OF SOUTHERN CALIFORNIA 2.805000% 10/01/2050                            | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    925000 | PA      | $629928.27    | 0.02%             | 2050-10-01      | Fixed         | 2.81%                 | 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        |   1295000 | PA      | $1111555.58   | 0.04%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $6441595.63   | 0.24%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976563.57    | 0.04%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                                  | ACTIVISION BLIZZARD INC 2.500000% 09/15/2050                                      | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $2653079.97   | 0.10%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 3.250000% 11/01/2039                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197528.40    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | 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        |   1290000 | PA      | $918695.07    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | 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        |    724000 | PA      | $531348.47    | 0.02%             | 2052-03-13      | Fixed         | 3.48%                 | 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        |   1545000 | PA      | $1664840.01   | 0.06%             | 2038-08-15      | Fixed         | 6.35%                 | 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        |    220000 | PA      | $154667.52    | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                     | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 2.000000% 01/30/2032                      | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $799563.60    | 0.03%             | 2032-01-30      | Fixed         | 2.00%                 | 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        |   1570000 | PA      | $1469954.86   | 0.05%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 3.125000% 12/15/2049                                           | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $292809.27    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046                               | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |   1580000 | PA      | $1334410.44   | 0.05%             | 2046-05-10      | Fixed         | 4.00%                 | 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        |    630000 | PA      | $607950.00    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.400000% 05/15/2044                                                   | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586844.51    | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | 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        |   1500000 | PA      | $1302186.66   | 0.05%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                     | MEMORIAL SLOAN-KETTERING CANCER CENTER 4.125000% 07/01/2052                       | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2004978.75   | 0.07%             | 2052-07-01      | Fixed         | 4.12%                 | 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        |   1440000 | PA      | $1626909.93   | 0.06%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4728031.75   | 0.17%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3855482.72   | 0.14%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2165486.59   | 0.08%             | 2046-06-15      | Fixed         | 3.85%                 | 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        |   1520000 | PA      | $1182453.13   | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | 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        |   1490000 | PA      | $1329368.46   | 0.05%             | 2038-09-24      | Fixed         | 3.90%                 | 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        |   1335000 | PA      | $1063954.52   | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | 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        |    615000 | PA      | $462897.35    | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 2.100000% 09/01/2040                                            | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $939284.92    | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA 6.600000% 01/15/2038                                          | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5570653.18   | 0.20%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                         | T-MOBILE USA INC 3.300000% 02/15/2051                                             | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347163.79    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2112184.26   | 0.08%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                              | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2723878.78   | 0.10%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VALIDUS HOLDINGS, LTD.                                     | VALIDUS HOLDINGS LTD 8.875000% 01/26/2040                                         | CUSIP: 91915WAB8<br>LEI: 549300V97BMXPCWUAZ30 | Long             | DBT              | NUSS              | US        |   2035000 | PA      | $2552139.02   | 0.09%             | 2040-01-26      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 3.250000% 10/01/2049                                      | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2160840.84   | 0.08%             | 2049-10-01      | Fixed         | 3.25%                 | 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        |    895000 | PA      | $784058.59    | 0.03%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORPORATION                                 | TRINITY HEALTH CORP 4.125000% 12/01/2045                                          | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2043225.06   | 0.07%             | 2045-12-01      | Fixed         | 4.12%                 | 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        |    650000 | PA      | $519155.26    | 0.02%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $3290319.33   | 0.12%             | 2052-11-01      | Fixed         | 4.05%                 | 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        |   1625000 | PA      | $1823070.08   | 0.07%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $2674106.33   | 0.10%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO/THE 5.705000% 05/01/2040                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $328740.13    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 5.606000% 01/15/2044                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1214462.68   | 0.04%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                      | CARGILL INC 144A 4.375000% 04/22/2052                                             | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3660255.85   | 0.13%             | 2052-04-22      | Fixed         | 4.38%                 | 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        |    465000 | PA      | $434999.72    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                           | EMORY UNIVERSITY 2.969000% 09/01/2050                                             | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1143631.92   | 0.04%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 2.300000% 05/15/2031                                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2297612.98   | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | 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        |   1195000 | PA      | $1049110.43   | 0.04%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.375000% 05/15/2055                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1224113.65   | 0.04%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.750000% 02/05/2070                                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $892651.45    | 0.03%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OHIO ST HOSP FAC REV                                       | OHIO ST HOSP FAC REVENUE STATE OF OHIO                                            | CUSIP: 677561JU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $773065.65    | 0.03%             | 2043-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   8640000 | PA      | $6029300.28   | 0.22%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 3.900000% 05/01/2045                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3674000 | PA      | $2965037.66   | 0.11%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE MOUNT SINAI HOSPITAL                                   | MOUNT SINAI HOSPITALS GROUP INC 3.737000% 07/01/2049                              | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2027020.33   | 0.07%             | 2049-07-01      | Fixed         | 3.74%                 | 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        |   1150000 | PA      | $915689.27    | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | 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        |   1755000 | PA      | $1347095.28   | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN'S HOSPITAL-SAN DIEGO                         | RADY CHILDREN'S HOSPITAL-SAN DIEGO 3.154000% 08/15/2051                           | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    865000 | PA      | $610174.13    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | 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        |    385000 | PA      | $385172.27    | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | 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        |   1900000 | PA      | $1588566.71   | 0.06%             | 2118-08-01      | Fixed         | 5.10%                 | 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        |   2635000 | PA      | $2132146.19   | 0.08%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.450000% 12/15/2048                                       | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8364000 | PA      | $7500811.20   | 0.27%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP 4.250000% 11/30/2046                                      | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1024156.67   | 0.04%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4365978.58   | 0.16%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                            | RIO TINTO FINANCE USA LTD 2.750000% 11/02/2051                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $676827.57    | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC 3.625000% 10/01/2042                                    | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1037550.44   | 0.04%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS REV                           | LOS ANGELES CA DEPT OF ARPTS A CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS         | CUSIP: 544445BD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1201070.01   | 0.04%             | 2038-05-15      | Fixed         | 3.89%                 | 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        |    930000 | PA      | $912934.82    | 0.03%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2196831.38   | 0.08%             | 2038-10-31      | Fixed         | 4.02%                 | 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        |   1326000 | PA      | $1070347.94   | 0.04%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                               | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |   1769000 | PA      | $2020501.21   | 0.07%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                        | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2419061.32   | 0.09%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1972534.10   | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT WTR & PWR REV                       | LOS ANGELES CA DEPT WTR & PWR LOS ANGELES DEPARTMENT OF WATER & POWER             | CUSIP: 544495UG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1631444.77   | 0.06%             | 2039-07-01      | Fixed         | 5.72%                 | 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        |   1530000 | PA      | $1248640.01   | 0.05%             | 2048-07-24      | Fixed         | 4.03%                 | 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        |   3723000 | PA      | $3142326.15   | 0.12%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    360000 | PA      | $281108.29    | 0.01%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                      | ALEXANDRIA REAL ESTATE EQUITIES INC 2.950000% 03/15/2034                          | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182561.60    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | 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        |    400000 | PA      | $304498.08    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | 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        |    805000 | PA      | $605076.61    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046                               | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |   3583000 | PA      | $3026071.27   | 0.11%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                      | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.067000% 04/01/2052                        | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1866246.66   | 0.07%             | 2052-04-01      | Fixed         | 3.07%                 | 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        |     85000 | PA      | $62993.87     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18705000 | PA      | $16802350.78  | 0.62%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  1 | 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        |       135 | NC      | $17145000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    914000 | PA      | $672658.00    | 0.02%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                       | LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1235925.01   | 0.05%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5244000 | PA      | $4925714.79   | 0.18%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.200000% 12/01/2061                  | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $380089.34    | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $597525.82    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.050000% 05/01/2048                       | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $1819203.93   | 0.07%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 4.900000% 04/01/2077                  | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2245891.71   | 0.08%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $285390.50    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP 144A 1.591000% 04/03/2028                                        | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   2360000 | PA      | $1996307.36   | 0.07%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                           | PACKAGING CORP OF AMERICA 3.050000% 10/01/2051                                    | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $292387.79    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4773682.51   | 0.17%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $4709236.50   | 0.17%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP 3.250000% 09/13/2049                                      | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $1550936.31   | 0.06%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 6.500000% 06/15/2037                                       | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $397245.11    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                                | GEORGETOWN UNIVERSITY/THE 4.315000% 04/01/2049                                    | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1441513.19   | 0.05%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                             | LOS ANGELES CA UNIF SCH DIST LOS ANGELES UNIFIED SCHOOL DISTRICT/CA               | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1888436.82   | 0.07%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037                                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    840000 | PA      | $835352.68    | 0.03%             | 2037-03-16      | Fixed         | 5.25%                 | 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        |    945000 | PA      | $913172.65    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 5.800000% 03/15/2036                                       | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $660316.67    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                   | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1025028.51   | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 4.550000% 12/01/2041                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1013538.12   | 0.04%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 6.625000% 11/15/2037                                       | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1228629.16   | 0.05%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                   | PUGET SOUND ENERGY INC 2.893000% 09/15/2051                                       | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1510896.88   | 0.06%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   6021000 | PA      | $6601676.14   | 0.24%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                             | 7-ELEVEN INC 144A 2.500000% 02/10/2041                                            | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    870000 | PA      | $581935.81    | 0.02%             | 2041-02-10      | Fixed         | 2.50%                 | 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        |    250000 | PA      | $229639.69    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1104730.80   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | DEERE & CO 2.875000% 09/07/2049                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1307731.65   | 0.05%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                                  | ROCKWELL AUTOMATION INC 4.200000% 03/01/2049                                      | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    740000 | PA      | $635272.71    | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1517570.81   | 0.06%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                         | PPL ELECTRIC UTILITIES CORP 3.950000% 06/01/2047                                  | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1993024.81   | 0.07%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                      | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1076000 | PA      | $913058.63    | 0.03%             | 2115-05-15      | Fixed         | 4.77%                 | 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        |   1000000 | PA      | $692700.00    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | 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        |    370000 | PA      | $351610.33    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | 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        |   4190000 | PA      | $4506375.80   | 0.17%             | 2032-03-15      | Fixed         | 6.90%                 | Yes           |                  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        |    385000 | PA      | $262978.70    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 9.950000% 11/10/2038                                             | CUSIP: 02209SAE3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1941893.00   | 0.07%             | 2038-11-10      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL TRANSMISSION COMPANY                         | INTERNATIONAL TRANSMISSION CO 4.625000% 08/15/2043                                | CUSIP: 46051MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2238784.58   | 0.08%             | 2043-08-15      | Fixed         | 4.62%                 | 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        |   1175000 | PA      | $813922.50    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1377949.30   | 0.05%             | 2045-01-27      | Fixed         | 4.30%                 | 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        |   1355000 | PA      | $1311524.76   | 0.05%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                        | COMMONSPIRIT HEALTH 3.910000% 10/01/2050                                          | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $270508.95    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDICAL CENTER                         | CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH 2.820000% 11/15/2050             | CUSIP: 16876AAC8<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $770753.60    | 0.03%             | 2050-11-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY             | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $349320.54    | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 4.650000% 07/23/2048                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2340682.32   | 0.09%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $951151.71    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                               | NOVARTIS CAPITAL CORP 4.000000% 11/20/2045                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | CH        |    775000 | PA      | $686393.49    | 0.03%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                         | TARGET CORP 2.950000% 01/15/2052                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $2486501.04   | 0.09%             | 2052-01-15      | 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        |   2680000 | PA      | $1962585.65   | 0.07%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP 5.400000% 10/01/2047                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $1898955.19   | 0.07%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC 6.200000% 01/15/2038                                    | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1753489.44   | 0.06%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                     | TAMPA ELECTRIC CO 4.350000% 05/15/2044                                            | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1028834.83   | 0.04%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                              | ALPHABET INC 2.250000% 08/15/2060                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2092500 | PA      | $1266312.81   | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    220000 | PA      | $152795.25    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.200000% 01/15/2039                           | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1445000 | PA      | $1820798.68   | 0.07%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC 5.250000% 03/14/2044                                            | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    431000 | PA      | $374841.95    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                          | RAYTHEON TECHNOLOGIES CORP 4.625000% 11/16/2048                                   | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    415000 | PA      | $380369.94    | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1713446.37   | 0.06%             | 2048-11-15      | Fixed         | 3.79%                 | 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        |   4164897 | NS      | $4164896.61   | 0.15%             |  |  |  | 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        |    689000 | PA      | $500191.95    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                        | CHEVRON USA INC 2.343000% 08/12/2050                                              | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1094132.76   | 0.04%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.250000% 05/12/2061                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5186000 | PA      | $3720472.70   | 0.14%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC 3.450000% 10/06/2046                                                  | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $5460369.65   | 0.20%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 2.963000% 01/25/2033                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2551741.74   | 0.09%             | 2033-01-25      | Fixed         | 2.96%                 | 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        |    495000 | PA      | $463738.15    | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.200000% 04/01/2043                                           | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1620863.60   | 0.06%             | 2043-04-01      | Fixed         | 4.20%                 | 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        |   1195000 | PA      | $1066171.35   | 0.04%             | 2038-09-24      | Fixed         | 3.90%                 | 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        |   2260000 | PA      | $1620178.93   | 0.06%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA 6.600000% 01/15/2038                                          | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4725945.61   | 0.17%             | 2038-01-15      | Fixed         | 6.60%                 | 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        |   9375000 | NC      | $-535010.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 2.750000% 12/10/2051                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1532771.61   | 0.06%             | 2051-12-10      | Fixed         | 2.75%                 | 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        |   5391000 | PA      | $3829884.79   | 0.14%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                     | NSTAR ELECTRIC CO 4.950000% 09/15/2052                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    765000 | PA      | $744509.06    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | PARAMOUNT GLOBAL 4.375000% 03/15/2043                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1149291.88   | 0.04%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                              | BROADCOM INC 144A 2.600000% 02/15/2033                                            | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151122.14    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                          | UNIVERSITY OF SOUTHERN CALIFORNIA 3.841000% 10/01/2047                            | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1113904.41   | 0.04%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                              | TRAVELERS COS INC/THE 4.050000% 03/07/2048                                        | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1069145.42   | 0.04%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 2.700000% 04/15/2040                                                     | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $712972.33    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 3.750000% 03/03/2047                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1211928.46   | 0.04%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                         | AVISTA CORP 4.000000% 04/01/2052                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787603.17    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 9.250000% 06/01/2032                    | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | NUSS              | DE        |   2192000 | PA      | $2776389.85   | 0.10%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                   | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 2.517000% 10/15/2050                     | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $932504.44    | 0.03%             | 2050-10-15      | Fixed         | 2.52%                 | 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        |   3950000 | PA      | $3447951.41   | 0.13%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.150000% 11/01/2045                       | CUSIP: 74456QBN5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $1743742.64   | 0.06%             | 2045-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 3.700000% 08/08/2046                                               | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3096551.24   | 0.11%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1388149.16   | 0.05%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REV                                 | KANSAS ST DEV FIN AUTH REVENUE KANSAS DEVELOPMENT FINANCE AUTHORITY               | CUSIP: 485429Z64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2796499.54   | 0.10%             | 2037-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                       | AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRU 3.200000% 06/15/2028           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735322 | PA      | $646120.97    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TEX INTL ARPT REV                        | DALLAS-FORT WORTH TX INTERNATI DALLAS FORT WORTH INTERNATIONAL AIRPORT            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4095000 | PA      | $3306009.39   | 0.12%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $6454140.94   | 0.24%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.500000% 12/06/2048                                           | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3469333.46   | 0.13%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5277000 | PA      | $4675284.27   | 0.17%             | 2046-04-01      | Fixed         | 4.25%                 | 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        |    825000 | PA      | $894428.99    | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | 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        |    404000 | PA      | $407880.46    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SHANDS TEACHING HOSPITAL AND CLINICS, INC.                 | SHANDS TEACHING HOSPITAL AND CLINICS INC 4.741000% 12/01/2042                     | CUSIP: 819420AB6<br>LEI: 549300VJKZWK0KYJ1043 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1560708.64   | 0.06%             | 2042-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1854318.90   | 0.07%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO 4.300000% 11/15/2044                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3295431.39   | 0.12%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 2.500000% 06/03/2050                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $2710712.77   | 0.10%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                           | NIAGARA MOHAWK POWER CORP 144A 4.119000% 11/28/2042                               | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $873315.72    | 0.03%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5400000 | PA      | $6648951.42   | 0.24%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | OGLETHORPE POWER CORP 5.250000% 09/01/2050                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69593.59     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 144A 4.600000% 05/01/2053                            | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1194508.81   | 0.04%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 4.100000% 06/15/2048                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    475000 | PA      | $398641.43    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050                               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $1920503.03   | 0.07%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                   | PUGET SOUND ENERGY INC 4.223000% 06/15/2048                                       | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830091.86    | 0.03%             | 2048-06-15      | Fixed         | 4.22%                 | 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        |   1495000 | PA      | $1239910.50   | 0.05%             | 2049-09-15      | Fixed         | 4.05%                 | 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        |    285000 | PA      | $229759.78    | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9580000 | PA      | $6682944.20   | 0.24%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                  | ASCENSION HEALTH 4.847000% 11/15/2053                                             | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494348.74    | 0.02%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 3.041000% 03/17/2062                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  11638000 | PA      | $8462869.40   | 0.31%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2331482.45   | 0.09%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.850000% 08/05/2061                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $1881250.76   | 0.07%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 7.950000% 11/15/2029                                             | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $775466.70    | 0.03%             | 2029-11-15      | Fixed         | 7.95%                 | 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        |   3135000 | PA      | $3025275.00   | 0.11%             | 2052-12-01      | Fixed         | 6.50%                 | 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        |   3955000 | PA      | $3324447.51   | 0.12%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    225000 | PA      | $184264.67    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                  | AIRBUS SE 144A 3.950000% 04/10/2047                                               | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2034973.98   | 0.07%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 4.300000% 05/15/2043                              | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1387756.74   | 0.05%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                             | MARATHON PETROLEUM CORP 5.000000% 09/15/2054                                      | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $456139.20    | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $903345.10    | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 5.650000% 06/15/2035                                                 | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3737390.21   | 0.14%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 2.900000% 12/10/2061                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $1537181.50   | 0.06%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1512351.88   | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 4.375000% 01/22/2047                                               | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347307.21    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1102238.58   | 0.04%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   7935000 | PA      | $5464742.06   | 0.20%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL-MYERS SQUIBB CO 2.350000% 11/13/2040                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282310.03    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3337220.95   | 0.12%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DALLAS CNTY TEX HOSP DIST                                  | DALLAS CNTY TX HOSP DIST DALLAS COUNTY HOSPITAL DISTRICT                          | CUSIP: 234667JL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2359712.70   | 0.09%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7911000 | PA      | $5004792.73   | 0.18%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                           | JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 5.750000% 04/01/2033           | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | NUSS              | US        |   7370000 | PA      | $7139540.10   | 0.26%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH & MCLENNAN COS INC 6.250000% 11/01/2052                                     | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $290552.77    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $2937298.06   | 0.11%             | 2051-02-08      | Fixed         | 2.65%                 | 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        |    970000 | PA      | $666796.84    | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                        | GEORGIA-PACIFIC LLC 7.250000% 06/01/2028                                          | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    330000 | PA      | $359747.17    | 0.01%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                   | MASTERCARD INC 3.650000% 06/01/2049                                               | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    990000 | PA      | $830597.47    | 0.03%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                              | TRAVELERS COS INC/THE 4.600000% 08/01/2043                                        | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3423872.86   | 0.13%             | 2043-08-01      | Fixed         | 4.60%                 | 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        |  10501000 | PA      | $9606774.22   | 0.35%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                           | MASSACHUSETTS ST COMMONWEALTH OF MASSACHUSETTS                                    | CUSIP: 57582PUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3085000 | PA      | $3242970.20   | 0.12%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                             | BRK: CITIGROUP PAY: 1.7725%                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1060000 | NC      | $303043.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                             | BRK: CITIGROUP PAY: 1.87% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1215000 | NC      | $318542.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 03/01/2043                       | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5109196.46   | 0.19%             | 2043-03-01      | Fixed         | 3.95%                 | 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        |    240000 | PA      | $163343.48    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.109000% 04/22/2041                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $258421.44    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                     | TAMPA ELECTRIC CO 3.450000% 03/15/2051                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $436572.25    | 0.02%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.700000% 01/15/2044                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2882467.90   | 0.11%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH, INC.                            | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 3.970000% 11/01/2048                | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1531416.69   | 0.06%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY             | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    788000 | PA      | $611699.07    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                           | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $383411.42    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963239.47    | 0.04%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.250000% 03/15/2043                                       | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    766000 | PA      | $681249.40    | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | 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        |    538000 | PA      | $458729.44    | 0.02%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE JOHNS HOPKINS UNIVERSITY                               | JOHNS HOPKINS UNIVERSITY 4.083000% 07/01/2053                                     | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1700850.44   | 0.06%             | 2053-07-01      | Fixed         | 4.08%                 | 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        |   7140000 | PA      | $4980816.45   | 0.18%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                | PEACEHEALTH OBLIGATED GROUP 3.218000% 11/15/2050                                  | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $2336548.25   | 0.09%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                        | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WRP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $464136.77    | 0.02%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                              | AEP TRANSMISSION CO LLC 3.650000% 04/01/2050                                      | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $274048.28    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $3809254.99   | 0.14%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                             | AEP TEXAS INC 4.150000% 05/01/2049                                                | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1652918.59   | 0.06%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO MTN 5.750000% 11/01/2035                                    | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $670275.58    | 0.02%             | 2035-11-01      | Fixed         | 5.75%                 | 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        |    360000 | PA      | $310076.19    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2535548.67   | 0.09%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. X LLC                                | KKR GROUP FINANCE CO X LLC 144A 3.250000% 12/15/2051                              | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $537862.14    | 0.02%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.750000% 07/15/2045                                       | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5429263.62   | 0.20%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA 3.250000% 11/18/2049                                                  | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1029000 | PA      | $774170.82    | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                   | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2825000 | PA      | $3015851.07   | 0.11%             | 2039-04-01      | Fixed         | 5.52%                 | 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        |    595000 | PA      | $415683.67    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.000000% 06/01/2044                       | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199074.84    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                          | FEDEX CORP 5.250000% 05/15/2050                                                   | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1070232.97   | 0.04%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC 5.950000% 12/01/2034                                            | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | NUSS              | CA        |   3080000 | PA      | $3095725.34   | 0.11%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 3.102000% 02/24/2033                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2200861.89   | 0.08%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. II LLC                               | KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043                             | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1012725.60   | 0.04%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                 | NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039                              | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2480572.52   | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 4.000000% 03/07/2049                                               | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480620.48    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                    | GOLDMAN SACHS CAPITAL I 6.345000% 02/15/2034                                      | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3983539.76   | 0.15%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                   | ATMOS ENERGY CORP 4.125000% 10/15/2044                                            | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2335994.55   | 0.09%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                     | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2016000 | PA      | $2016093.34   | 0.07%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                        | GEORGIA-PACIFIC LLC 8.875000% 05/15/2031                                          | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    475000 | PA      | $583833.29    | 0.02%             | 2031-05-15      | Fixed         | 8.88%                 | 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        |    640000 | PA      | $435900.20    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $927855.62    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                | AMERICAN TRANSMISSION SYSTEMS INC 144A 5.000000% 09/01/2044                       | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $363066.66    | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                          | CIGNA CORP 3.875000% 10/15/2047                                                   | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1145761.30   | 0.04%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                              | TRAVELERS COS INC/THE 4.100000% 03/04/2049                                        | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3177111.09   | 0.12%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 3.500000% 02/12/2035                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1139715.11   | 0.04%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 4.400000% 06/14/2046                                         | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1404522.03   | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | 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        |  13100000 | PA      | $11216875.00  | 0.41%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |   1975000 | PA      | $1323429.27   | 0.05%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                               | NASDAQ INC 3.950000% 03/07/2052                                                   | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    925000 | PA      | $727710.83    | 0.03%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                         | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1544573.87   | 0.06%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1071978.80   | 0.04%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO 4.350000% 11/15/2045                                    | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1379376.48   | 0.05%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                    | CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $900097.21    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | 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        |    900000 | PA      | $852084.17    | 0.03%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                     | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632G96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1407923.06   | 0.05%             | 2056-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1693290.29   | 0.06%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | ASTRAZENECA PLC 6.450000% 09/15/2037                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   1220000 | PA      | $1389927.98   | 0.05%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                         | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    750000 | PA      | $581310.96    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                       | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1068803.64   | 0.04%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.897000% 01/23/2049                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $4500216.24   | 0.16%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2128578.05   | 0.08%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | BANNER HEALTH 2.907000% 01/01/2042                                                | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1304866.32   | 0.05%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | PARAMOUNT GLOBAL 4.850000% 12/15/2034                                             | CUSIP: 92553PAZ5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250823.83    | 0.01%             | 2034-12-15      | Fixed         | 4.85%                 | 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        |   5534000 | PA      | $4482232.86   | 0.16%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                      | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.294000% 07/01/2051                        | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13176.25     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA 5.100000% 08/17/2040                                                  | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1415000 | PA      | $1417306.73   | 0.05%             | 2040-08-17      | Fixed         | 5.10%                 | 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        |   4870000 | PA      | $5451936.07   | 0.20%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                 | NIKE INC 3.250000% 03/27/2040                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1858577.75   | 0.07%             | 2040-03-27      | Fixed         | 3.25%                 | 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        |   6330000 | NC      | $-356690.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                             | PROLOGIS LP 3.000000% 04/15/2050                                                  | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44446.39     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 6.200000% 07/01/2037                                  | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4867783.13   | 0.18%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC 144A 4.625000% 03/15/2052                                                 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $467645.78    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV       | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3720000 | PA      | $4085648.47   | 0.15%             | 2042-06-15      | Fixed         | 5.72%                 | 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        |   2738000 | PA      | $2337437.99   | 0.09%             | 2047-05-15      | Fixed         | 4.20%                 | 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        |   3477000 | PA      | $2934203.58   | 0.11%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                     | MEMORIAL SLOAN-KETTERING CANCER CENTER 5.000000% 07/01/2042                       | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236156.70    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                      | MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY       | CUSIP: 57563RRD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1446659.11   | 0.05%             | 2030-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP 4.400000% 06/01/2043                                 | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    825000 | PA      | $685014.69    | 0.03%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                     | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WB21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $827776.64    | 0.03%             | 2042-01-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP 4.950000% 06/15/2035                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1365445.25   | 0.05%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 3.700000% 12/01/2047                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1053068.13   | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | 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 | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                          | RAYTHEON TECHNOLOGIES CORP 3.750000% 11/01/2046                                   | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1619898.68   | 0.06%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 3.700000% 12/01/2047                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $486031.45    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                   | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.745000% 11/15/2052                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    745000 | PA      | $628697.63    | 0.02%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4128000 | PA      | $3100057.99   | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $2533569.86   | 0.09%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.250000% 02/01/2049                      | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1527891.22   | 0.06%             | 2049-02-01      | Fixed         | 4.25%                 | 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        |    675000 | PA      | $513840.52    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                          | WISCONSIN POWER AND LIGHT CO 4.100000% 10/15/2044                                 | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $255455.29    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC 2.804000% 05/24/2032                                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1260000 | PA      | $978739.17    | 0.04%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 3.050000% 12/15/2061                                       | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1254805.02   | 0.05%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                     | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $598704.51    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    435000 | PA      | $401670.33    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 6.500000% 06/15/2037                                       | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $923175.26    | 0.03%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                        | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $238270.19    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | 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        |   1235000 | PA      | $1205324.95   | 0.04%             | 2033-06-15      | Fixed         | 5.20%                 | 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        |   5655000 | PA      | $4085325.02   | 0.15%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334490.89    | 0.01%             | 2039-01-24      | Fixed         | 3.88%                 | 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        |   1240000 | PA      | $1362214.98   | 0.05%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3352080.09   | 0.12%             | 2042-12-15      | Fixed         | 4.07%                 | 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        |   3315000 | PA      | $2709765.07   | 0.10%             | 2062-08-15      | Fixed         | 4.65%                 | 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        |    760000 | PA      | $794460.68    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | 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        |    185000 | PA      | $130799.11    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | 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        |   4310000 | PA      | $3588665.08   | 0.13%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP 6.050000% 06/01/2041                                           | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2103763.15   | 0.08%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE UNIVERSITY OF CHICAGO                                  | UNIVERSITY OF CHICAGO/THE 4.411000% 10/01/2044                                    | CUSIP: 91412NAK6<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    715000 | PA      | $638179.53    | 0.02%             | 2044-10-01      | Fixed         | 4.41%                 | 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        |   1940000 | PA      | $1469621.24   | 0.05%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2510000 | PA      | $3217147.82   | 0.12%             | 2040-03-01      | Fixed         | 7.62%                 | 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        |   1500000 | PA      | $1059178.62   | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                       | EMERSON ELECTRIC CO 2.750000% 10/15/2050                                          | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $545041.80    | 0.02%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC 5.300000% 04/01/2050                                    | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2715943.78   | 0.10%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.200000% 09/15/2048                                                   | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236823.90    | 0.01%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                            | SOUTHERN CALIFORNIA GAS CO 4.125000% 06/01/2048                                   | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2321195.27   | 0.09%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 3.041000% 03/17/2062                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    310000 | PA      | $225424.43    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                         | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    845000 | PA      | $654943.68    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | 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        |   7065000 | PA      | $5872781.25   | 0.22%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                     | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2025728.70   | 0.07%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1128364.87   | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                   | DUKE ENERGY FLORIDA LLC 5.950000% 11/15/2052                                      | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1106786.78   | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40644.26     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                       | ALLINA HEALTH SYSTEM 3.887000% 04/15/2049                                         | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1191653.85   | 0.04%             | 2049-04-15      | Fixed         | 3.89%                 | 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        |   1205000 | PA      | $990182.94    | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $2845996.01   | 0.10%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                       | DTE ELECTRIC CO 3.700000% 03/15/2045                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1903366.91   | 0.07%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                            | RIO TINTO FINANCE USA LTD 2.750000% 11/02/2051                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |   3135000 | PA      | $2121854.43   | 0.08%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $1783387.65   | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 4.650000% 07/23/2048                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1323894.97   | 0.05%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $934735.64    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | 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        |    750000 | PA      | $709104.63    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.375000% 03/15/2042                                       | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27052.14     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                        | SOUTHWESTERN PUBLIC SERVICE CO 4.500000% 08/15/2041                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $6178032.91   | 0.23%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                         | AVISTA CORP 4.350000% 06/01/2048                                                  | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1191389.56   | 0.04%             | 2048-06-01      | Fixed         | 4.35%                 | 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        |   1210000 | PA      | $912603.48    | 0.03%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SECURIAN FINANCIAL GROUP, INC.                             | SECURIAN FINANCIAL GROUP INC 144A 4.800000% 04/15/2048                            | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |   2921000 | PA      | $2376446.06   | 0.09%             | 2048-04-15      | Fixed         | 4.80%                 | 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        |    775000 | PA      | $560393.26    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                     | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 4.763000% 08/01/2116                       | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1435475.94   | 0.05%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC 144A 4.950000% 04/27/2062                                         | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |   1180000 | PA      | $1073837.50   | 0.04%             | 2062-04-27      | Fixed         | 4.95%                 | 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        |   1220000 | PA      | $982144.63    | 0.04%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1783675.54   | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 3.400000% 08/15/2042                                  | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    214000 | PA      | $168898.76    | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                          | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1917644.00   | 0.07%             | 2033-07-15      | Fixed         | 8.38%                 | 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        |    381000 | PA      | $389608.26    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                     | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2326423.90   | 0.09%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 4.600000% 12/01/2048                               | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1127901.21   | 0.04%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC 4.250000% 02/15/2048                            | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402801.32    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                   | DUKE ENERGY FLORIDA LLC 6.400000% 06/15/2038                                      | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2584815.93   | 0.09%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA-COLA CO/THE 2.500000% 03/15/2051                                             | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $2811089.62   | 0.10%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                              | SEMPRA ENERGY 4.000000% 02/01/2048                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    350000 | PA      | $269497.57    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                        | COMMONSPIRIT HEALTH 6.461000% 11/01/2052                                          | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    689000 | PA      | $741776.28    | 0.03%             | 2052-11-01      | Fixed         | 6.46%                 | 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        |   5123000 | PA      | $4668768.80   | 0.17%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                           | NIAGARA MOHAWK POWER CORP 144A 4.278000% 10/01/2034                               | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2044401.47   | 0.07%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 4.912000% 07/25/2033                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2198637.40   | 0.08%             | 2033-07-25      | Fixed         | 4.91%                 | 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        |    110000 | PA      | $82785.01     | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71268.72     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | 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        |   3310000 | PA      | $2828183.46   | 0.10%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.200000% 08/01/2049                       | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1099195.05   | 0.04%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6436000 | PA      | $4489710.74   | 0.16%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $720074.95    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 8.875000% 11/15/2038                               | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2605638.66   | 0.10%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                               | NOVARTIS CAPITAL CORP 4.000000% 11/20/2045                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | CH        |   3550000 | PA      | $3144125.02   | 0.12%             | 2045-11-20      | Fixed         | 4.00%                 | 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        |   1891000 | PA      | $1751066.91   | 0.06%             | 2048-12-17      | Fixed         | 4.88%                 | 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        |   1900000 | PA      | $1828101.15   | 0.07%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.700000% 08/15/2049                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1373786.16   | 0.05%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.450000% 12/15/2048                                       | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3506476.78   | 0.13%             | 2048-12-15      | Fixed         | 4.45%                 | 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        |       -23 | NC      | $-3134468.75  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646140CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $859931.80    | 0.03%             | 2036-01-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.250000% 01/15/2033                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3752199.88   | 0.14%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP 3.800000% 07/15/2050                                      | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1032140.58   | 0.04%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.000000% 03/01/2048                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    640000 | PA      | $533654.09    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.875000% 06/15/2047                       | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $2395631.58   | 0.09%             | 2047-06-15      | Fixed         | 3.88%                 | 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        |    400000 | PA      | $310120.10    | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL-MYERS SQUIBB CO 2.550000% 11/13/2050                                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2217661.47   | 0.08%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                           | WISCONSIN ELECTRIC POWER CO 3.650000% 12/15/2042                                  | CUSIP: 976656CE6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1738231.34   | 0.06%             | 2042-12-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $641067.27    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 3.150000% 04/15/2050                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1445485.46   | 0.05%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 2.875000% 03/11/2041                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |   1785000 | PA      | $1325291.80   | 0.05%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                      | PAYPAL HOLDINGS INC 5.050000% 06/01/2052                                          | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300883.64    | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | 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        |   1825000 | PA      | $1618877.24   | 0.06%             | 2048-05-15      | Fixed         | 4.15%                 | 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        |   1890000 | PA      | $1919095.04   | 0.07%             | 2037-08-01      | Fixed         | 5.51%                 | 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        |   1705000 | PA      | $1437849.33   | 0.05%             | 2038-10-31      | Fixed         | 4.02%                 | 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        |        48 | NC      | $9857250.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.100000% 09/15/2038                                                   | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1756825.96   | 0.06%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $916231.95    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3317000 | PA      | $2547953.78   | 0.09%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                           | XCEL ENERGY INC 4.800000% 09/15/2041                                              | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1694995.00   | 0.06%             | 2041-09-15      | Fixed         | 4.80%                 | 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        |    980000 | PA      | $800170.93    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1391150.47   | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 4.050000% 03/15/2042                                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $4296824.64   | 0.16%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.300000% 03/15/2049            | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $3058731.47   | 0.11%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $462550.09    | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.000000% 03/01/2049                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $977985.80    | 0.04%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9545000 | PA      | $11752637.28  | 0.43%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 2.500000% 05/01/2060                                          | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    620000 | PA      | $359937.36    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE HEALTH PROPERTIES, LLC                          | NATIONWIDE HEALTH PROPERTIES INC MTN 6.900000% 10/01/2037                         | CUSIP: 63861QAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1685797.46   | 0.06%             | 2037-10-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                       | NEVADA POWER CO 5.900000% 05/01/2053                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    340000 | PA      | $368570.32    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | 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        |   2407000 | PA      | $2135143.84   | 0.08%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7958000 | PA      | $5158319.89   | 0.19%             | 2056-11-01      | Fixed         | 2.94%                 | 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        |   2655000 | PA      | $1839235.13   | 0.07%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4160919.02   | 0.15%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $2583427.12   | 0.09%             | 2042-04-22      | Fixed         | 3.21%                 | 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        |   1235000 | PA      | $984546.87    | 0.04%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 6.350000% 11/30/2037                               | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1650430.26   | 0.06%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK SHARP & DOHME CORP 5.750000% 11/15/2036                                     | CUSIP: 589331AM9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1295400.00   | 0.05%             | 2036-11-15      | Fixed         | 5.75%                 | 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        |   1245000 | PA      | $1396752.15   | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                   | TSMC ARIZONA CORP 3.250000% 10/25/2051                                            | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |   1950000 | PA      | $1413210.75   | 0.05%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                               | UBS GROUP AG 144A 4.703000% 08/05/2027                                            | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   6895000 | PA      | $6669284.80   | 0.24%             | 2027-08-05      | Fixed         | 4.70%                 | 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        |    830000 | PA      | $672253.94    | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 2.802000% 01/25/2052                                           | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $151641.27    | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 4.200000% 09/01/2048                                        | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $859773.13    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | GULF POWER CO 4.550000% 10/01/2044                                                | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $627061.44    | 0.02%             | 2044-10-01      | Fixed         | 4.55%                 | 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        |   1705000 | PA      | $1771601.56   | 0.06%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                      | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1535139.56   | 0.06%             | 2049-03-15      | Fixed         | 3.95%                 | 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        |   2425000 | PA      | $1836098.43   | 0.07%             | 2042-04-22      | Fixed         | 3.31%                 | 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        |    190000 | PA      | $171099.74    | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC 5.950000% 02/01/2041                            | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    602000 | PA      | $607790.20    | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                   | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $650455.50    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.100000% 05/11/2047                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3011536.69   | 0.11%             | 2047-05-11      | Fixed         | 4.10%                 | 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        |   2722000 | PA      | $2779070.70   | 0.10%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66 3.300000% 03/15/2052                                                  | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1008814.57   | 0.04%             | 2052-03-15      | Fixed         | 3.30%                 | 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        |   3005000 | PA      | $3136559.29   | 0.11%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 4.300000% 03/15/2044                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    470000 | PA      | $408219.65    | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                           | SAN DIEGO GAS & ELECTRIC CO 3.750000% 06/01/2047                                  | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1868353.48   | 0.07%             | 2047-06-01      | Fixed         | 3.75%                 | 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        |   3075000 | PA      | $2497415.95   | 0.09%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.125000% 05/15/2045                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1259854.02   | 0.05%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    765000 | PA      | $574502.03    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4349353.54   | 0.16%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC 144A 4.800000% 02/01/2035                                  | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1261334.26   | 0.05%             | 2035-02-01      | Fixed         | 4.80%                 | 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        |   1075000 | PA      | $1063818.41   | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | 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        |   1300000 | PA      | $1460388.61   | 0.05%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 144A 4.600000% 06/01/2052                          | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372000.38    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | 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        |   6615000 | PA      | $6625440.52   | 0.24%             | 2040-02-15      | Fixed         | 5.30%                 | 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        |        49 | NC      | $5561500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Metro, Inc.                                         | EVERGY METRO INC 4.200000% 03/15/2048                                             | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814009.32    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                                | GEORGETOWN UNIVERSITY/THE 2.943000% 04/01/2050                                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    540000 | PA      | $335676.95    | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | 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        |    695000 | PA      | $538528.41    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044                             | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3504061.24   | 0.13%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $2937284.00   | 0.11%             | 2047-11-01      | Fixed         | 3.97%                 | 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        |   1895000 | PA      | $1657156.26   | 0.06%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                      | QUALCOMM INC 4.300000% 05/20/2047                                                 | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2768169.77   | 0.10%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                  | ASCENSION HEALTH 3.945000% 11/15/2046                                             | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1077350.05   | 0.04%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.375000% 05/13/2045                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6103000 | PA      | $5803542.70   | 0.21%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.500000% 08/15/2039                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2065485.60   | 0.08%             | 2039-08-15      | Fixed         | 3.50%                 | 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        |   2405000 | PA      | $2377383.84   | 0.09%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $592102.53    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                       | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1191682.80   | 0.04%             | 2052-05-15      | Fixed         | 5.62%                 | 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        |    325000 | PA      | $234648.16    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | 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        |   2960000 | PA      | $2581411.83   | 0.09%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                          | REPUBLIC OF CHILE 3.100000% 05/07/2041                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4930000 | PA      | $3589503.47   | 0.13%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 4.875000% 11/15/2043                              | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2438303.32   | 0.09%             | 2043-11-15      | Fixed         | 4.88%                 | 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        |   5900000 | PA      | $5243573.97   | 0.19%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE WESTERN AND SOUTHERN LIFE INSURANCE COMPANY            | WESTERN & SOUTHERN LIFE INSURANCE CO/THE 144A 3.750000% 04/28/2061                | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    695000 | PA      | $475761.53    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | 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        |    675000 | PA      | $746599.23    | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.600000% 08/15/2043                                       | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1876104.86   | 0.07%             | 2043-08-15      | Fixed         | 4.60%                 | 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        |   1205000 | PA      | $959817.10    | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 5.950000% 02/15/2041                                       | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101171.66    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    960000 | PA      | $800532.19    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2356948.30   | 0.09%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                              | TRAVELERS COS INC/THE MTN 6.250000% 06/15/2037                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1320924.02   | 0.05%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FINANCE L.L.C.                         | CARLYLE HOLDINGS II FINANCE LLC 144A 5.625000% 03/30/2043                         | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3818000 | PA      | $3418479.36   | 0.13%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.023000% 11/01/2032            | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    392000 | PA      | $358764.33    | 0.01%             | 2032-11-01      | Fixed         | 4.02%                 | 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        |   2780000 | PA      | $3106679.61   | 0.11%             | 2052-11-01      | Fixed         | 6.25%                 | 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        |   2595000 | PA      | $2963934.78   | 0.11%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.500000% 10/15/2040                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3740038.85   | 0.14%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                   | DUKE ENERGY FLORIDA LLC 3.400000% 10/01/2046                                      | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $967875.54    | 0.04%             | 2046-10-01      | Fixed         | 3.40%                 | 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        |   3090000 | PA      | $2540233.41   | 0.09%             | 2051-03-20      | Fixed         | 4.08%                 | 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        |    280000 | PA      | $201560.90    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                       | LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA           | CUSIP: 54438CPC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $566304.85    | 0.02%             | 2036-08-01      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                             | INDIANA MICHIGAN POWER CO 4.550000% 03/15/2046                                    | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    780000 | PA      | $666102.77    | 0.02%             | 2046-03-15      | Fixed         | 4.55%                 | 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        |  12660000 | NC      | $-724343.68   | -0.03%            |  |  |  | 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        |   9540000 | PA      | $7390755.06   | 0.27%             | 2051-04-15      | Fixed         | 3.45%                 | 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        |   5400000 | PA      | $3974128.22   | 0.15%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | ASCENSION HEALTH 3.106000% 11/15/2039                                             | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $572470.27    | 0.02%             | 2039-11-15      | Fixed         | 3.11%                 | 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        |   2890000 | PA      | $2066350.00   | 0.08%             | 2050-01-16      | Fixed         | 3.50%                 | 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        |   4180000 | PA      | $4039218.69   | 0.15%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 4.250000% 08/09/2042                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    575000 | PA      | $428733.66    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.125000% 05/15/2045                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    920000 | PA      | $702464.06    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | 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        |   1500000 | PA      | $1167153.96   | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                            | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2044148.70   | 0.07%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.350000% 04/01/2051                      | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $516003.51    | 0.02%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                  | UNIV OF MICHIGAN MI UNIVERSITY OF MICHIGAN                                        | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2525000 | PA      | $2168694.22   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 3.800000% 06/01/2049                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3375648.91   | 0.12%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                       | ANALOG DEVICES INC 2.950000% 10/01/2051                                           | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $605341.71    | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                          | PERKINELMER INC 3.625000% 03/15/2051                                              | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    325000 | PA      | $227954.03    | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 4.150000% 05/18/2043                                               | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2425449.10   | 0.09%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                           | PACIFIC LIFECORP 144A 5.400000% 09/15/2052                                        | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3857546.49   | 0.14%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 6.450000% 05/01/2036                                  | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    890000 | PA      | $945139.81    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                               | NOVARTIS CAPITAL CORP 4.400000% 05/06/2044                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | CH        |    535000 | PA      | $508356.03    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU LANGONE HOSPITALS 3.380000% 07/01/2055                                        | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2805000 | PA      | $1944301.99   | 0.07%             | 2055-07-01      | Fixed         | 3.38%                 | 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        |    830000 | PA      | $721237.26    | 0.03%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 3.878000% 01/24/2039                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2533768.51   | 0.09%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1708694.26   | 0.06%             | 2042-04-22      | Fixed         | 3.21%                 | 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        |   1250000 | PA      | $908700.00    | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                           | SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4359000 | PA      | $3137871.27   | 0.11%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.500000% 06/01/2050                           | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $180823.08    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $898093.68    | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | 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        |    535000 | PA      | $581714.46    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORPORATION                                      | ALLEGHANY CORP 4.900000% 09/15/2044                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1272735.80   | 0.05%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1544315.94   | 0.06%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $4794094.15   | 0.18%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                 | KENTUCKY UTILITIES CO 3.300000% 06/01/2050                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    710000 | PA      | $506428.56    | 0.02%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC 5.950000% 08/15/2052                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $963475.85    | 0.04%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                           | OCCIDENTAL PETROLEUM CORP 4.300000% 08/15/2039                                    | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    462000 | PA      | $374220.00    | 0.01%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 2.450000% 02/03/2032                                     | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4023200.92   | 0.15%             | 2032-02-03      | Fixed         | 2.45%                 | 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        |   4055000 | PA      | $3901552.72   | 0.14%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555863.81    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1230021.72   | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO 4.300000% 07/15/2048                                             | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1195960.95   | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3968000 | PA      | $3048019.48   | 0.11%             | 2047-12-08      | Fixed         | 3.73%                 | 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        |   1665000 | PA      | $1724440.50   | 0.06%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 6.250000% 06/01/2036                                  | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5736948.45   | 0.21%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORPORATION                                     | OHIOHEALTH CORP 3.042000% 11/15/2050                                              | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1031377.39   | 0.04%             | 2050-11-15      | Fixed         | 3.04%                 | 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        |   1235000 | PA      | $1135659.74   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.300000% 06/15/2062                                         | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1619133.15   | 0.06%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 5.350000% 12/01/2053                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | NUSS              | US        |   1900000 | PA      | $1911282.54   | 0.07%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.400000% 11/01/2048            | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1844580.98   | 0.07%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                          | CIGNA CORP 4.900000% 12/15/2048                                                   | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1278611.43   | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 6.150000% 11/15/2052                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $175950.24    | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | 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        |    695000 | PA      | $565776.50    | 0.02%             | 2062-03-01      | Fixed         | 3.90%                 | 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        |   1575000 | PA      | $1612250.33   | 0.06%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass Through Trust                              | AIR CANADA 2013-1 CLASS A PASS THROUGH TRUST 144A 4.125000% 05/15/2025            | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    308206 | PA      | $279150.33    | 0.01%             | 2025-05-15      | Fixed         | 4.12%                 | 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        |    840000 | PA      | $754264.98    | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU LANGONE HOSPITALS 5.750000% 07/01/2043                                        | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1731095.60   | 0.06%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                        | PECO ENERGY CO 4.800000% 10/15/2043                                               | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1346608.25   | 0.05%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 3.800000% 12/15/2042                                     | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3023715.99   | 0.11%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV       | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $557095.90    | 0.02%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    535000 | PA      | $504006.04    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877552.54    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.750000% 07/15/2042                           | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    320000 | PA      | $265635.81    | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.400000% 03/15/2042                             | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2579575.13   | 0.09%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3547876.07   | 0.13%             | 2043-05-04      | Fixed         | 3.85%                 | 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        |   1250000 | PA      | $1139168.65   | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | 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        |    870000 | PA      | $943216.02    | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP 4.900000% 07/27/2052                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $402543.30    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2089350.51   | 0.08%             | 2048-03-01      | Fixed         | 4.12%                 | 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        |    475000 | PA      | $374035.05    | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                     | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.000000% 06/15/2044                      | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1846381.62   | 0.07%             | 2044-06-15      | Fixed         | 5.00%                 | 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        |   3675000 | PA      | $3099176.71   | 0.11%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | DEERE & CO 3.900000% 06/09/2042                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1254697.41   | 0.05%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 10.200000% 02/06/2039                                            | CUSIP: 02209SAH6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $3192501.24   | 0.12%             | 2039-02-06      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                     | KYNDRYL HOLDINGS INC 4.100000% 10/15/2041                                         | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    850000 | PA      | $507913.53    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1302348.50   | 0.05%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                       | ALLINA HEALTH SYSTEM 4.805000% 11/15/2045                                         | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1572643.26   | 0.06%             | 2045-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $5255245.60   | 0.19%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                        | CISCO SYSTEMS INC 5.900000% 02/15/2039                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3426362.67   | 0.13%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4127000 | PA      | $2914153.44   | 0.11%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $2834961.72   | 0.10%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 8.000000% 11/15/2039                           | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   2786000 | PA      | $3467827.81   | 0.13%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO 4.989000% 05/26/2033                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1359178.40   | 0.05%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 3.750000% 05/15/2046                                      | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $589491.35    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO 4.500000% 03/01/2049                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583693.64    | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 2.850000% 12/15/2051                                       | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $722677.89    | 0.03%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                                | GEORGETOWN UNIVERSITY/THE 5.215000% 10/01/2118                                    | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1641672.27   | 0.06%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1679741.48   | 0.06%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                   | MASTERCARD INC 3.950000% 02/26/2048                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1085374.04   | 0.04%             | 2048-02-26      | Fixed         | 3.95%                 | 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        |    475000 | PA      | $391421.86    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | 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        |   1665000 | PA      | $1469533.16   | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2119603.24   | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.800000% 03/01/2046                       | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $718504.20    | 0.03%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 4.000000% 03/15/2033                                        | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1150430.71   | 0.04%             | 2033-03-15      | Fixed         | 4.00%                 | 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        |    985000 | PA      | $931488.61    | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    905000 | PA      | $1136337.40   | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE OF AMERICA INC 7.620000% 04/01/2030                         | CUSIP: 911308AB0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    710000 | PA      | $822764.38    | 0.03%             | 2030-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8781000 | PA      | $5691782.73   | 0.21%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                           | PACIFIC GAS AND ELECTRIC CO 3.750000% 08/15/2042                                  | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64924.52     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                    | AMEREN ILLINOIS CO 5.900000% 12/01/2052                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1126183.10   | 0.04%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 2.800000% 06/15/2050                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1709635.34   | 0.06%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.900000% 03/07/2039                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888895.93    | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                      | ENTERGY ARKANSAS LLC 4.200000% 04/01/2049                                         | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1356459.32   | 0.05%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 6.350000% 11/30/2037                               | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    920000 | PA      | $976460.34    | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORPORATION                                   | HORMEL FOODS CORP 3.050000% 06/03/2051                                            | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $922126.13    | 0.03%             | 2051-06-03      | Fixed         | 3.05%                 | 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        |   4875000 | PA      | $3980442.13   | 0.15%             | 2052-03-15      | Fixed         | 3.85%                 | 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        |    735000 | PA      | $541441.56    | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                       | NEVADA POWER CO 5.900000% 05/01/2053                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1246634.89   | 0.05%             | 2053-05-01      | Fixed         | 5.90%                 | 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        |    285000 | PA      | $246188.56    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738715.48    | 0.03%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 3.950000% 03/01/2048                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2458967.46   | 0.09%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                          | MYMICHIGAN HEALTH 3.409000% 06/01/2050                                            | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1547950.68   | 0.06%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $3706279.30   | 0.14%             | 2039-04-23      | Fixed         | 4.41%                 | 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        |   3469000 | PA      | $3434864.07   | 0.13%             | 2038-06-01      | Fixed         | 6.80%                 | 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        |    955000 | PA      | $873105.33    | 0.03%             | 2052-06-01      | Fixed         | 4.55%                 | 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        |    725000 | PA      | $511189.42    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1208485.58   | 0.04%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                          | UNIVERSITY OF SOUTHERN CALIFORNIA 3.028000% 10/01/2039                            | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1832504.16   | 0.07%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052                                  | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183912.51    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY HEALTH, INC.                             | BON SECOURS MERCY HEALTH INC 3.205000% 06/01/2050                                 | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $738222.82    | 0.03%             | 2050-06-01      | Fixed         | 3.21%                 | 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        |   5736000 | PA      | $5551960.15   | 0.20%             | 2044-04-01      | Fixed         | 4.90%                 | 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        |   5474949 | NS      | $5474949.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 2.000000% 08/15/2050                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   5409500 | PA      | $3380379.13   | 0.12%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                       | WEYERHAEUSER CO 4.000000% 03/09/2052                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $787378.04    | 0.03%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                    | PUBLIC SERVICE CO OF NEW HAMPSHIRE 3.600000% 07/01/2049                           | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1279726.32   | 0.05%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.750000% 10/15/2047                                       | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $604134.93    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 5.950000% 04/01/2041                                           | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2951984.95   | 0.11%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 3.400000% 07/15/2046                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $5017510.80   | 0.18%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                      | SCENTRE GROUP TRUST 2 144A 4.750000% 09/24/2080                                   | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | NUSS              | AU        |   1250000 | PA      | $1100531.53   | 0.04%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1468377.22   | 0.05%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043                                  | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $363617.63    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                          | MASS GENERAL BRIGHAM INC 3.765000% 07/01/2048                                     | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794829.34    | 0.03%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216064.94    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                      | QUALCOMM INC 4.500000% 05/20/2052                                                 | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2036806.23   | 0.07%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $691330.43    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | 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        |    900000 | PA      | $921285.90    | 0.03%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                | HUMANA INC 4.625000% 12/01/2042                                                   | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    705000 | PA      | $622697.18    | 0.02%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                        | OHIO EDISON CO 8.250000% 10/15/2038                                               | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $789047.57    | 0.03%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 5.700000% 06/15/2035                                                  | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6239000 | PA      | $6546955.85   | 0.24%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 5.875000% 02/07/2042                                     | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3752389.57   | 0.14%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                              | MEDTRONIC INC 4.375000% 03/15/2035                                                | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2244997.17   | 0.08%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                   | DUKE ENERGY FLORIDA LLC 3.400000% 10/01/2046                                      | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    725000 | PA      | $533619.60    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                       | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1390960.54   | 0.05%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                | HOUSTON TX CITY OF HOUSTON TX                                                     | CUSIP: 4423313K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1307336.25   | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 3.650000% 08/01/2048                                        | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2421456.41   | 0.09%             | 2048-08-01      | Fixed         | 3.65%                 | 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        |    485000 | PA      | $393901.38    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.000000% 03/15/2049                                                   | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1512614.53   | 0.06%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                            | S&P GLOBAL INC 144A 3.700000% 03/01/2052                                          | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1242370.84   | 0.05%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 2.900000% 03/15/2051                                        | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    265000 | PA      | $174061.91    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1281442.38   | 0.05%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |   2026000 | PA      | $2275959.47   | 0.08%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 03/15/2043                             | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $514070.93    | 0.02%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC 4.200000% 02/22/2052                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286549.31    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                         | SENTARA HEALTHCARE 2.927000% 11/01/2051                                           | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    805000 | PA      | $521904.57    | 0.02%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| THE UNIVERSITY OF CHICAGO                                  | UNIVERSITY OF CHICAGO/THE 2.761000% 04/01/2045                                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1917173.99   | 0.07%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.950000% 09/15/2052                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1335958.00   | 0.05%             | 2052-09-15      | Fixed         | 4.95%                 | 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        |   2728000 | PA      | $2574829.97   | 0.09%             | 2035-11-15      | Fixed         | 4.42%                 | 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        |   1080000 | PA      | $882819.39    | 0.03%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                | UNITED PARCEL SERVICE INC 6.200000% 01/15/2038                                    | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2960143.26   | 0.11%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                    | AMEREN ILLINOIS CO 3.250000% 03/15/2050                                           | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35923.32     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040                                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60094.70     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                          | REPUBLIC OF CHILE 3.500000% 01/25/2050                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1930000 | PA      | $1426801.73   | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Children's Health Care                                     | CHILDREN'S HEALTH CARE 3.448000% 08/15/2049                                       | CUSIP: 16876YAA0<br>LEI: 549300KIIPBGID7OQ807 | Long             | DBT              | CORP              | US        |    815000 | PA      | $623128.19    | 0.02%             | 2049-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                | ECOLAB INC 2.700000% 12/15/2051                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $4396002.11   | 0.16%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 6.400000% 05/15/2038                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1979681.60   | 0.07%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 3.900000% 03/01/2038                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4333110.36   | 0.16%             | 2038-03-01      | Fixed         | 3.90%                 | 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        |   1885000 | PA      | $1465326.71   | 0.05%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO 6.700000% 08/15/2037                                         | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53270.25     | 0.00%             | 2037-08-15      | Fixed         | 6.70%                 | 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        |    435000 | PA      | $357451.93    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MEDICAL CENTER                             | WILLIS-KNIGHTON MEDICAL CENTER 4.813000% 09/01/2048                               | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1520605.32   | 0.06%             | 2048-09-01      | Fixed         | 4.81%                 | 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        |       882 | NC      | $95759015.63  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                                 | NIKE INC 3.250000% 03/27/2040                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $898517.72    | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 2.250000% 04/01/2031                                  | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    830000 | PA      | $695059.81    | 0.03%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5853000 | PA      | $3904482.63   | 0.14%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                                   | LAM RESEARCH CORP 2.875000% 06/15/2050                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1171421.78   | 0.04%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 6.500000% 08/01/2038                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44546.83     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | 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        |    670000 | PA      | $534131.18    | 0.02%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                       | ANALOG DEVICES INC 2.800000% 10/01/2041                                           | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1795138.51   | 0.07%             | 2041-10-01      | Fixed         | 2.80%                 | 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        |   1000000 | PA      | $803971.47    | 0.03%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    815000 | PA      | $733123.41    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | 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        |   1420000 | PA      | $1259619.55   | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | 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        |   4165000 | PA      | $3526688.43   | 0.13%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                      | ELI LILLY & CO 3.950000% 03/15/2049                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3521790.75   | 0.13%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA COMWLTH UNIV HEALTH SYS AUTH REV                  | VIRGINIA ST CMWLTH UNIV HLTH S VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUT | CUSIP: 92778LBL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $449969.92    | 0.02%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.070000% 12/15/2042                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1768907.70   | 0.06%             | 2042-12-15      | Fixed         | 4.07%                 | 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        |   1450000 | PA      | $1003752.22   | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | 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        |   3826000 | PA      | $3579158.95   | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | 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        |    425000 | PA      | $338814.56    | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                    | NORTHWESTERN UNIVERSITY 3.688000% 12/01/2038                                      | CUSIP: 668444AM4<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1810752.39   | 0.07%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 6.050000% 04/15/2038                                    | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2422611.13   | 0.09%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 3.969000% 11/01/2047                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1168422.36   | 0.04%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1110441.63   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043                                      | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $360118.23    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP 4.700000% 04/15/2050                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $617828.84    | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                         | PIEDMONT NATURAL GAS CO INC 4.650000% 08/01/2043                                  | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432423.64    | 0.02%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                  | DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    975000 | PA      | $822916.80    | 0.03%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                             | BRK: CITIGROUP PAY: 1.8075                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    530000 | NC      | $148076.97    | 0.01%             |  |  |  | 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        |   8540000 | PA      | $7589851.13   | 0.28%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE NEW YORK AND PRESBYTERIAN HOSPITAL                     | NEW YORK AND PRESBYTERIAN HOSPITAL/THE 4.063000% 08/01/2056                       | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1862227.22   | 0.07%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                         | AVISTA CORP 4.000000% 04/01/2052                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275661.11    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |     25000 | PA      | $22712.84     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | 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        |   3965000 | PA      | $3208333.83   | 0.12%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                | AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051                                     | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191767.12    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  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        |      -271 | NC      | $-32426843.75 | -1.19%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.600000% 07/15/2041                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6239514.85   | 0.23%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                              | TUCSON ELECTRIC POWER CO 4.000000% 06/15/2050                                     | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174292.77    | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ELEC & GAS REV                             | SAN ANTONIO TX ELEC & GAS REVE CITY OF SAN ANTONIO TX ELECTRIC & GAS SYSTEMS REVE | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $3003252.28   | 0.11%             | 2041-02-01      | Fixed         | 5.81%                 | 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        |    765000 | PA      | $767143.82    | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 3.102000% 02/24/2033                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $643648.29    | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                               | KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041                                   | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2062590.71   | 0.08%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 4.050000% 06/01/2042                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2088536.33   | 0.08%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 4.150000% 12/14/2035                                                     | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1019207.46   | 0.04%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tufts University                                           | TRUSTEES OF TUFTS COLLEGE 3.099000% 08/15/2051                                    | CUSIP: 899043AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2667000 | PA      | $1853830.21   | 0.07%             | 2051-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    345000 | PA      | $246035.45    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.750000% 03/15/2045                                                   | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5377917.19   | 0.20%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC 144A 4.700000% 12/15/2042                                  | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    294000 | PA      | $247743.82    | 0.01%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                    | AMEREN ILLINOIS CO 3.700000% 12/01/2047                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1796017.86   | 0.07%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 4.100000% 11/15/2048                               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $635088.05    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                     | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $448940.59    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                               | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2436115.76   | 0.09%             | 2041-10-01      | Fixed         | 4.84%                 | 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        |   1595000 | PA      | $1086613.97   | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                          | WISCONSIN POWER AND LIGHT CO 3.650000% 04/01/2050                                 | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $270731.01    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | 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        |   1565000 | PA      | $1531534.32   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.600000% 12/01/2047                       | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $2910077.81   | 0.11%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                 | KIMBERLY-CLARK CORP 5.300000% 03/01/2041                                          | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561534.74    | 0.02%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.882000% 07/24/2038                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $9624506.69   | 0.35%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 5.150000% 09/01/2043                             | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1339377.65   | 0.05%             | 2043-09-01      | Fixed         | 5.15%                 | 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        |   2089000 | PA      | $1696618.51   | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | 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        |  29370000 | PA      | $25148062.50  | 0.92%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |    700000 | PA      | $708132.35    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA 144A 4.316000% 01/10/2048                          | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |   2536000 | PA      | $1886853.84   | 0.07%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMBINED CYCLE GENERATION LLC                  | JOHN SEVIER COMBINED CYCLE GENERATION LLC 4.626000% 01/15/2042                    | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4137291 | PA      | $3959707.76   | 0.15%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 2.450000% 09/01/2060                                            | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $2930298.83   | 0.11%             | 2060-09-01      | Fixed         | 2.45%                 | 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        |    750000 | PA      | $607296.30    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                        | ATHENE HOLDING LTD 6.650000% 02/01/2033                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | NUSS              | US        |   1275000 | PA      | $1275817.01   | 0.05%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 4.000000% 01/15/2043                               | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246732.42    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA-COLA CO/THE 2.500000% 03/15/2051                                             | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $160252.14    | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | 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        |    670000 | PA      | $590306.16    | 0.02%             | 2033-03-28      | Fixed         | 4.25%                 | 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        |   1560000 | PA      | $1642855.36   | 0.06%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL-MYERS SQUIBB CO 3.900000% 03/15/2062                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1076089.73   | 0.04%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 3.600000% 01/13/2051                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2045953.03   | 0.07%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7478000 | PA      | $4847187.25   | 0.18%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                              | TRAVELERS COS INC/THE 5.350000% 11/01/2040                                        | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1564335.33   | 0.06%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC 4.200000% 07/18/2052                                                  | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1712145.56   | 0.06%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.400000% 05/15/2044                                                   | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1291057.93   | 0.05%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046                                   | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1004225.83   | 0.04%             | 2046-08-21      | Fixed         | 4.86%                 | 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        |   1385000 | PA      | $1102808.38   | 0.04%             | 2032-10-20      | Fixed         | 2.57%                 | 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        |   4454000 | PA      | $3464898.84   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1197884.76   | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV                 | GRAND PARKWAY TRANSPRTN CORP T GRAND PARKWAY TRANSPORTATION CORP                  | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $331153.39    | 0.01%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                    | AMERICAN TOWER TRUST #1 AMTT 13 2A                                                | CUSIP: 03027WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2774000 | PA      | $2749803.51   | 0.10%             | 2048-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP 7.750000% 05/14/2038                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $3436961.64   | 0.13%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 4.260000% 02/22/2048                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $469984.92    | 0.02%             | 2048-02-22      | Fixed         | 4.26%                 | 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        |   1855000 | PA      | $1451448.72   | 0.05%             | 2049-06-15      | Fixed         | 3.80%                 | 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        |    335000 | PA      | $289315.49    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | 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        |   1275000 | PA      | $909393.43    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1188863.57   | 0.04%             | 2030-09-01      | Fixed         | 8.75%                 | 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        |    820000 | PA      | $551394.94    | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 2.550000% 05/28/2040                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $427767.72    | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                | ECOLAB INC 2.750000% 08/18/2055                                                   | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $1736063.90   | 0.06%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                   | NATURE CONSERVANCY/THE 3.957000% 03/01/2052                                       | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1744702.62   | 0.06%             | 2052-03-01      | Fixed         | 3.96%                 | 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        |    275000 | PA      | $202792.75    | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                            | RIO TINTO FINANCE USA LTD 5.200000% 11/02/2040                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | NUSS              | AU        |   2502000 | PA      | $2536947.16   | 0.09%             | 2040-11-02      | Fixed         | 5.20%                 | 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        |   5959000 | PA      | $4689166.95   | 0.17%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC 3.001000% 03/17/2052                               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $723511.18    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                      | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $872937.30    | 0.03%             | 2045-05-15      | Fixed         | 4.13%                 | 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        |    110000 | PA      | $85820.13     | 0.00%             | 2033-02-11      | Fixed         | 2.75%                 | 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        |   2008000 | PA      | $1895256.08   | 0.07%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                          | RAYTHEON TECHNOLOGIES CORP 6.125000% 07/15/2038                                   | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    295000 | PA      | $318827.51    | 0.01%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP 5.405000% 08/10/2033                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    520000 | PA      | $480172.44    | 0.02%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 3.567000% 03/06/2045                                             | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3342471.62   | 0.12%             | 2045-03-06      | Fixed         | 3.57%                 | 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        |   3785000 | PA      | $3204925.74   | 0.12%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO 4.250000% 03/01/2049                                    | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $349136.62    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $799355.27    | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | 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        |    340000 | PA      | $251975.50    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | SOUTHWESTERN ELECTRIC POWER CO 6.200000% 03/15/2040                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1230506.83   | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | 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        |   3095000 | PA      | $3425059.13   | 0.13%             | 2053-02-15      | Fixed         | 5.88%                 | 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        |    494000 | PA      | $378976.53    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 2.525000% 11/19/2041                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $303920.75    | 0.01%             | 2041-11-19      | Fixed         | 2.52%                 | 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        |    575000 | PA      | $583846.12    | 0.02%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                            | ESTEE LAUDER COS INC/THE 3.125000% 12/01/2049                                     | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $1811792.38   | 0.07%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $391571.66    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | 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        |   1223000 | PA      | $1075862.42   | 0.04%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1048313.06   | 0.04%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 4.000000% 11/15/2046                               | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $885748.72    | 0.03%             | 2046-11-15      | Fixed         | 4.00%                 | 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        |   3320000 | PA      | $3285467.09   | 0.12%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.675000% 06/01/2060                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $3710283.59   | 0.14%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 3.400000% 01/15/2038                                            | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2686503.09   | 0.10%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust       | ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRU 2.500000% 10/15/2031           | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   4380000 | PA      | $3417993.09   | 0.13%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                               | NORFOLK SOUTHERN CORP 3.700000% 03/15/2053                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381175.12    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.400000% 03/15/2045                                           | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2008444.93   | 0.07%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                        | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2320000 | PA      | $1596529.58   | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| THE ROCKEFELLER FOUNDATION                                 | ROCKEFELLER FOUNDATION/THE 2.492000% 10/01/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $1969950.92   | 0.07%             | 2050-10-01      | Fixed         | 2.49%                 | 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        |    100000 | PA      | $77378.97     | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | 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        |   1810000 | PA      | $1751926.06   | 0.06%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC 144A 2.550000% 04/01/2031                                      | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   1615000 | PA      | $1352231.46   | 0.05%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1282933.20   | 0.05%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLLEGE                                 | TRUSTEES OF BOSTON COLLEGE 3.042000% 07/01/2057                                   | CUSIP: 89838LAH7<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $794177.19    | 0.03%             | 2057-07-01      | Fixed         | 3.04%                 | 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        |    340000 | PA      | $328100.00    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.400000% 01/06/2042                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3862895.35   | 0.14%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 4.750000% 08/15/2041                                | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35891.07     | 0.00%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                               | NOVARTIS CAPITAL CORP 2.750000% 08/14/2050                                        | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | CH        |   2614000 | PA      | $1866083.84   | 0.07%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                   | PUGET SOUND ENERGY INC 5.795000% 03/15/2040                                       | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132167.85    | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 5.690000% 03/01/2040                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4978000 | PA      | $5177004.96   | 0.19%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                               | GENERAL DYNAMICS CORP 4.250000% 04/01/2050                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1856259.99   | 0.07%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.450000% 02/09/2045                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3181312.25   | 0.12%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO/THE 5.150000% 05/01/2030                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1053681.46   | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.700000% 08/05/2051                                                    | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2188121.10   | 0.08%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 6.250000% 10/15/2037                                                   | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2229131.83   | 0.08%             | 2037-10-15      | Fixed         | 6.25%                 | 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        |   1280000 | PA      | $1178034.47   | 0.04%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                   | GENERAL ELECTRIC CO MTN 6.750000% 03/15/2032                                      | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    678000 | PA      | $769351.25    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3040332.08   | 0.11%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |   1744000 | PA      | $1584850.95   | 0.06%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                               | AMERICAN WATER CAPITAL CORP 3.750000% 09/01/2047                                  | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1162970.36   | 0.04%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 6.375000% 07/24/2042                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $426376.71    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                  | DUKE ENERGY PROGRESS LLC 4.375000% 03/30/2044                                     | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2508778.05   | 0.09%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.100000% 05/19/2046                                                   | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $1922596.01   | 0.07%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032                                | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1345000 | PA      | $1286575.27   | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | 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        |   1155000 | PA      | $991387.41    | 0.04%             | 2064-06-19      | Fixed         | 4.88%                 | 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        |   3010000 | PA      | $2143621.83   | 0.08%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                              | BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045                                | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    825000 | PA      | $709379.09    | 0.03%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC/THE 5.400000% 03/04/2044                                         | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924698.94    | 0.03%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                       | AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRU 3.200000% 06/15/2028           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932910 | PA      | $1698431.01   | 0.06%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                               | NORTHERN NATURAL GAS CO 144A 4.300000% 01/15/2049                                 | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1229293.31   | 0.05%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8791000 | PA      | $6054259.28   | 0.22%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA-COLA CO/THE 2.000000% 03/05/2031                                             | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    675000 | PA      | $562636.02    | 0.02%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 6.375000% 07/24/2042                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5980348.64   | 0.22%             | 2042-07-24      | Fixed         | 6.38%                 | 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        |    650000 | PA      | $553315.91    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.600000% 03/25/2040                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2097642.90   | 0.08%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1518726.39   | 0.06%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.799000% 10/01/2051                                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    435000 | PA      | $356119.78    | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 3.700000% 05/15/2050                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $297919.76    | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                 | AETNA INC 4.125000% 11/15/2042                                                    | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    780000 | PA      | $641472.69    | 0.02%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                        | SOUTHWESTERN PUBLIC SERVICE CO 4.500000% 08/15/2041                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1794909.13   | 0.07%             | 2041-08-15      | Fixed         | 4.50%                 | 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        |   2800000 | PA      | $2775742.26   | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 4.375000% 01/22/2047                                               | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99850.82     | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | 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        |    850000 | PA      | $600321.93    | 0.02%             | 2051-03-30      | Fixed         | 3.45%                 | 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        |   2223500 | PA      | $2311431.11   | 0.08%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 2.900000% 03/15/2051                                        | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2338341.11   | 0.09%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43786.12     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    970000 | PA      | $711793.80    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 2.800000% 06/15/2050                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $790401.67    | 0.03%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                                    | APPLIED MATERIALS INC 4.350000% 04/01/2047                                        | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2024493.21   | 0.07%             | 2047-04-01      | Fixed         | 4.35%                 | 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        |   1095000 | PA      | $736643.52    | 0.03%             | 2050-06-15      | Fixed         | 2.90%                 | 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        |    170000 | PA      | $144477.09    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.200000% 08/01/2049                       | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1612871.17   | 0.06%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                        | LSEGA FINANCING PLC 144A 3.200000% 04/06/2041                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | NUSS              | GB        |   2914000 | PA      | $2158508.78   | 0.08%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3370130.65   | 0.12%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                           | SAN DIEGO GAS & ELECTRIC CO 4.100000% 06/15/2049                                  | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1106440.84   | 0.04%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO           | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3205000 | PA      | $3486527.84   | 0.13%             | 2038-12-01      | Fixed         | 5.72%                 | 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        |    710000 | PA      | $491848.19    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2319190.31   | 0.08%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.250000% 06/15/2048                                       | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2728566.21   | 0.10%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 3.100000% 09/15/2049                               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50043.21     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | 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        |   1000000 | PA      | $790854.57    | 0.03%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $501823.67    | 0.02%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                     | MEMORIAL SLOAN-KETTERING CANCER CENTER 2.955000% 01/01/2050                       | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    480000 | PA      | $322183.34    | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | 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        |   6940000 | PA      | $5702796.35   | 0.21%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.500000% 10/15/2040                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    367000 | PA      | $367987.74    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | 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        |    790000 | PA      | $567676.70    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                    | CONNECTICUT LIGHT AND POWER CO/THE 4.150000% 06/01/2045                           | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2537479.36   | 0.09%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 4.300000% 01/27/2045                                           | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $4814210.35   | 0.18%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1277237.26   | 0.05%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                         | PPL ELECTRIC UTILITIES CORP 4.125000% 06/15/2044                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1614493.07   | 0.06%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 2.700000% 11/15/2051                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1349615.29   | 0.05%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1865236.42   | 0.07%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV       | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $532132.35    | 0.02%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WACHOVIA CORP 7.500000% 04/15/2035                                                | CUSIP: 337358BA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $504133.74    | 0.02%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1250332.69   | 0.05%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP 4.000000% 06/20/2042                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1458569.81   | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                             | BRK: CITIGROUP PAY: 1.785%                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    780000 | NC      | $221183.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC 4.875000% 03/01/2053                                                    | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410446.35    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | ROYALTY PHARMA PLC 3.550000% 09/02/2050                                           | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    475000 | PA      | $317835.55    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 4.327000% 03/19/2050                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $1980980.14   | 0.07%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 2.700000% 07/15/2041                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1203202.17   | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 3.500000% 08/01/2051                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    655000 | PA      | $497404.34    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | 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        |    910000 | PA      | $646483.98    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                         | MARS INC 144A 3.950000% 04/01/2049                                                | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1476684.03   | 0.05%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | DEERE & CO 3.750000% 04/15/2050                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $919540.86    | 0.03%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                | AVALONBAY COMMUNITIES INC MTN 4.350000% 04/15/2048                                | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184137.20    | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 5.316000% 03/26/2041                                                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5708032.39   | 0.21%             | 2041-03-26      | Fixed         | 5.32%                 | 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        |    470000 | PA      | $423197.26    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | 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        |   8638000 | PA      | $8113715.55   | 0.30%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                | ECOLAB INC 2.700000% 12/15/2051                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $712255.47    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 3.800000% 07/15/2048                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $3599332.08   | 0.13%             | 2048-07-15      | Fixed         | 3.80%                 | 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        |   2410000 | PA      | $2088599.10   | 0.08%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 3.600000% 05/15/2046                                  | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392282.86    | 0.01%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                            | WEA FINANCE LLC 144A 4.625000% 09/20/2048                                         | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1381454.32   | 0.05%             | 2048-09-20      | Fixed         | 4.62%                 | 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        |    840000 | PA      | $685527.85    | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                        | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2005000 | PA      | $1360739.37   | 0.05%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $3338008.98   | 0.12%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 4.250000% 01/15/2049                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1530873.62   | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | 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        |    400000 | PA      | $352879.58    | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 4.550000% 12/01/2041                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2475994.95   | 0.09%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 4.350000% 04/15/2049                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $2896889.43   | 0.11%             | 2049-04-15      | Fixed         | 4.35%                 | 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        |    830000 | PA      | $717823.24    | 0.03%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $827238.80    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                            | KLA CORP 4.950000% 07/15/2052                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3540172.70   | 0.13%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC 4.450000% 01/15/2043                                       | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1057565.01   | 0.04%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH SALES TAX REV       | LOS ANGELES CNTY CA MET TRANSP LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUT | CUSIP: 5447122H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $1022572.90   | 0.04%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV             | SAN DIEGO CNTY CA WTR AUTH FIN SAN DIEGO COUNTY WATER AUTHORITY                   | CUSIP: 79741TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1122684.10   | 0.04%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO 5.050000% 09/01/2041                                    | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44130.45     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | 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        |     55000 | PA      | $49804.53     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                        | CISCO SYSTEMS INC 5.500000% 01/15/2040                                            | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2200157.53   | 0.08%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                    | AMEREN ILLINOIS CO 3.700000% 12/01/2047                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1728168.30   | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3696000 | PA      | $3694354.21   | 0.14%             | 2040-09-30      | Fixed         | 5.25%                 | 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: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3820000 | PA      | $3963292.40   | 0.15%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE              | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |   1405000 | PA      | $1420567.39   | 0.05%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1295093.58   | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | SOUTHWESTERN ELECTRIC POWER CO 3.850000% 02/01/2048                               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $2882033.95   | 0.11%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARILION MEDICAL CENTER                                    | CARILION CLINIC OBLIGATED GROUP 3.147000% 07/01/2051                              | CUSIP: 14215GAA4<br>LEI: 549300T34KS1S8BFY317 | Long             | DBT              | CORP              | US        |    535000 | PA      | $365746.84    | 0.01%             | 2051-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                                | EVERGY KANSAS CENTRAL INC 3.450000% 04/15/2050                                    | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $675299.95    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | ASCENSION HEALTH 3.106000% 11/15/2039                                             | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2395000 | PA      | $1852792.29   | 0.07%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   6314000 | PA      | $5160526.85   | 0.19%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1065246.28   | 0.04%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 5.800000% 02/14/2039                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213228.42    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO 3.800000% 03/15/2052                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1641043.70   | 0.06%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 6.500000% 02/01/2034                                                    | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2135255.87   | 0.08%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                 | NIKE INC 3.625000% 05/01/2043                                                     | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1102928.85   | 0.04%             | 2043-05-01      | Fixed         | 3.62%                 | 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        |    880000 | PA      | $740465.93    | 0.03%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                     | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1329377.64   | 0.05%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                                  | RWJ BARNABAS HEALTH INC 3.949000% 07/01/2046                                      | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41537.95     | 0.00%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 4.850000% 05/15/2041                                            | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5665217.20   | 0.21%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 6.750000% 04/01/2038                       | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2108522.03   | 0.08%             | 2038-04-01      | Fixed         | 6.75%                 | 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        |   2575000 | PA      | $2848137.82   | 0.10%             | 2063-11-15      | Fixed         | 5.90%                 | 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        |   4664000 | PA      | $3066508.36   | 0.11%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $930205.69    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 2.850000% 10/15/2050                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $881770.88    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                 | KIMBERLY-CLARK CORP 3.900000% 05/04/2047                                          | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1911728.48   | 0.07%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                        | NATIONWIDE MUTUAL INSURANCE CO 144A 9.375000% 08/15/2039                          | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1528402.15   | 0.06%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.250000% 05/15/2051                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $807188.84    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | 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        |    550000 | PA      | $447736.80    | 0.02%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.900000% 03/07/2039                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2084460.96   | 0.08%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 4.350000% 11/03/2045                                       | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2631752.24   | 0.10%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $3344960.07   | 0.12%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EAST BAY CALIF MUN UTIL DIST WTR SYS REV                   | EAST BAY CA MUNI UTILITY DIST EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM R  | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1398476.37   | 0.05%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.550000% 08/20/2060                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    310000 | PA      | $199621.60    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                         | NVIDIA CORP 3.500000% 04/01/2050                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1205251.39   | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | 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        |   3395000 | PA      | $2974661.52   | 0.11%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.700000% 05/15/2046                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520837.10    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV               | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1435708.59   | 0.05%             | 2039-03-15      | Fixed         | 5.63%                 | 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        |    552000 | PA      | $521006.65    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                              | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $2580960.18   | 0.09%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.950000% 10/15/2042                                       | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    910000 | PA      | $773396.08    | 0.03%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $4728472.27   | 0.17%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | ABBOTT LABORATORIES 5.300000% 05/27/2040                                          | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1421062.23   | 0.05%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA 3.625000% 04/06/2040                                                  | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   2585000 | PA      | $2163742.89   | 0.08%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELM ROAD GENERATING STATION SUPERCRITICAL, LLC             | ELM ROAD GENERATING STATION SUPERCRITICAL LLC 144A 5.848000% 01/19/2041           | CUSIP: 28932MAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012454.24   | 0.04%             | 2041-01-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                 | CONSTELLATION BRANDS INC 3.750000% 05/01/2050                                     | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $879514.85    | 0.03%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.100000% 05/12/2051                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4609000 | PA      | $3361516.17   | 0.12%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                             | PACIFIC LIFE INSURANCE CO 144A 4.300000% 10/24/2067                               | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1059061.50   | 0.04%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9875000 | PA      | $12177557.70  | 0.45%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                       | DOMINION ENERGY SOUTH CAROLINA INC 5.100000% 06/01/2065                           | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265786.75    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35836.87     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1472304.82   | 0.05%             | 2039-01-15      | Fixed         | 6.00%                 | 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        |   5457000 | PA      | $5949049.94   | 0.22%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 2.850000% 10/15/2050                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $2868147.77   | 0.11%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                     | LOWE'S COS INC 3.700000% 04/15/2046                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $1621338.45   | 0.06%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                      | ALEXANDRIA REAL ESTATE EQUITIES INC 4.850000% 04/15/2049                          | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180362.65    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.850000% 06/15/2044                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210335.78    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | 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        |   1530000 | PA      | $1173826.22   | 0.04%             | 2049-10-30      | Fixed         | 3.70%                 | 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        |   1550000 | PA      | $1210160.24   | 0.04%             | 2044-03-25      | Fixed         | 5.30%                 | 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        |   1200000 | PA      | $804179.62    | 0.03%             | 2050-09-15      | Fixed         | 3.00%                 | 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        |   1910000 | PA      | $1779490.83   | 0.07%             | 2033-08-05      | Fixed         | 4.99%                 | 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        |   1420000 | PA      | $1284268.60   | 0.05%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV       | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FT63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2660661.75   | 0.10%             | 2043-06-15      | Fixed         | 5.44%                 | 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        |        89 | NC      | $12129031.25  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2014808.97   | 0.07%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    720000 | PA      | $534135.80    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH & MCLENNAN COS INC 4.200000% 03/01/2048                                     | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3637765.78   | 0.13%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                     | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632MV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2309336.02   | 0.08%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                      | SCENTRE GROUP TRUST 2 144A 5.125000% 09/24/2080                                   | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | NUSS              | AU        |   1880000 | PA      | $1519213.58   | 0.06%             | 2080-09-24      | Fixed         | 5.12%                 | 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        |   6610000 | PA      | $7217490.33   | 0.26%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP 4.500000% 04/15/2038                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    465000 | PA      | $398786.70    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                          | AIA GROUP LTD MTN 4.875000% 03/11/2044                                            | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |   3372000 | PA      | $2991273.58   | 0.11%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3527623.83   | 0.13%             | 2052-11-09      | Fixed         | 6.90%                 | 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        |   4965000 | PA      | $4083451.74   | 0.15%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3325228.10   | 0.12%             | 2046-08-04      | Fixed         | 3.85%                 | 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        |    876000 | PA      | $723857.81    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | 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        |   1811000 | PA      | $1557194.58   | 0.06%             | 2045-11-15      | Fixed         | 4.18%                 | 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        |   1614000 | PA      | $1494524.25   | 0.05%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                               | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047                  | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1175109.14   | 0.04%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST               | SAN FRANCISCO CA BAY AREA RAPI SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT      | CUSIP: 797661YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $519161.71    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                  | NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052                                  | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    795000 | PA      | $575793.83    | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP 1.800000% 03/15/2033                                           | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1150360.10   | 0.04%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                     | MEMORIAL SLOAN-KETTERING CANCER CENTER 2.955000% 01/01/2050                       | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6040.94      | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.000000% 03/01/2048                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1563439.71   | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  16555000 | PA      | $10473308.51  | 0.38%             | 2063-11-01      | Fixed         | 2.99%                 | 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        |   2085000 | PA      | $2166445.31   | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO 4.300000% 03/15/2043                                             | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1754502.29   | 0.06%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO 144A 7.125000% 08/01/2039                                    | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1295236.04   | 0.05%             | 2039-08-01      | Fixed         | 7.12%                 | 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        |   2840000 | PA      | $2598156.25   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 4.250000% 05/01/2046                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1432707.67   | 0.05%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   4740000 | PA      | $3424304.26   | 0.13%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                   | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1174313.69   | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   6829000 | PA      | $4611093.63   | 0.17%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.875000% 02/01/2055                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1135539.09   | 0.04%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $4129035.87   | 0.15%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                           | NIAGARA MOHAWK POWER CORP 144A 4.119000% 11/28/2042                               | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    900000 | PA      | $714531.04    | 0.03%             | 2042-11-28      | Fixed         | 4.12%                 | 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        |    850000 | PA      | $783268.68    | 0.03%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 3.900000% 06/15/2047                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2422367.99   | 0.09%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.750000% 03/25/2050                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1074947.83   | 0.04%             | 2050-03-25      | Fixed         | 4.75%                 | 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        |    830000 | PA      | $923304.99    | 0.03%             | 2052-11-22      | Fixed         | 6.38%                 | 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        |       161 | NC      | $17479820.31  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Israel                                            | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3150000 | PA      | $2625084.00   | 0.10%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |   1960000 | PA      | $1605149.98   | 0.06%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   7871000 | PA      | $8036027.01   | 0.29%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU LANGONE HOSPITALS 4.368000% 07/01/2047                                        | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1364690.12   | 0.05%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $418786.58    | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | 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        |   1095000 | PA      | $888299.22    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.400000% 11/06/2042                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $982518.89    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                        | FORD FOUNDATION/THE 2.815000% 06/01/2070                                          | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    880000 | PA      | $519721.66    | 0.02%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 6.400000% 12/15/2035                                           | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2272161.00   | 0.08%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $6762963.02   | 0.25%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                       | DTE ELECTRIC CO 3.950000% 06/15/2042                                              | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64106.78     | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $733799.91    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV                     | BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY                            | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3795000 | PA      | $4348514.79   | 0.16%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $1730327.64   | 0.06%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                             | PROLOGIS LP 2.125000% 10/15/2050                                                  | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $620575.78    | 0.02%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                | PARKER-HANNIFIN CORP 4.100000% 03/01/2047                                         | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $1967877.96   | 0.07%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    690000 | PA      | $588989.74    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                           | WELLTOWER INC 5.125000% 03/15/2043                                                | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $931860.96    | 0.03%             | 2043-03-15      | Fixed         | 5.12%                 | 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        |    500000 | PA      | $375335.90    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                       | JERSEY CENTRAL POWER & LIGHT CO 6.150000% 06/01/2037                              | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774022.42    | 0.03%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $674949.04    | 0.02%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.834000% 10/23/2055           | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    580000 | PA      | $555392.85    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                        | IDAHO POWER CO 4.200000% 03/01/2048                                               | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1302280.80   | 0.05%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.375000% 09/01/2042                             | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $232741.03    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1614501.05   | 0.06%             | 2042-11-03      | Fixed         | 2.90%                 | 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        |    645000 | PA      | $558564.70    | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | 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        |   1965000 | PA      | $1814138.03   | 0.07%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC 144A 4.625000% 04/27/2042                                         | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |    320000 | PA      | $289840.68    | 0.01%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 4.875000% 11/13/2043                                                  | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2884397.67   | 0.11%             | 2043-11-13      | Fixed         | 4.88%                 | 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        |   1050000 | PA      | $950658.89    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.300000% 06/15/2043                                                   | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3264888.60   | 0.12%             | 2043-06-15      | Fixed         | 4.30%                 | 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        |     60000 | PA      | $50709.70     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | 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        |   1245000 | PA      | $863242.57    | 0.03%             | 2051-04-22      | Fixed         | 3.84%                 | 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        |    540000 | PA      | $411749.77    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | OGLETHORPE POWER CORP 4.200000% 12/01/2042                                        | CUSIP: 677050AJ5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2153043.87   | 0.08%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV       | NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY     | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $851956.65    | 0.03%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1645566.38   | 0.06%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                               | SHERWIN-WILLIAMS CO/THE 2.900000% 03/15/2052                                      | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161719.98    | 0.01%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | VALE OVERSEAS LTD 6.875000% 11/21/2036                                            | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |    690000 | PA      | $713043.93    | 0.03%             | 2036-11-21      | Fixed         | 6.88%                 | 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        |   2645000 | PA      | $2657398.44   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | 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        |    550000 | PA      | $433179.56    | 0.02%             | 2039-02-15      | Fixed         | 3.11%                 | 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        |   1570000 | PA      | $1281906.49   | 0.05%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC 4.600000% 03/15/2049                                          | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1508740.46   | 0.06%             | 2049-03-15      | Fixed         | 4.60%                 | 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        |   1439000 | PA      | $1336335.62   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.200000% 01/15/2047                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1272321.76   | 0.05%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                | KAISER FOUNDATION HOSPITALS 3.266000% 11/01/2049                                  | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1398173.19   | 0.05%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    475000 | PA      | $376674.85    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.000000% 03/01/2048                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $4472508.35   | 0.16%             | 2048-03-01      | Fixed         | 4.00%                 | 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        |    540000 | PA      | $538448.07    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    490000 | PA      | $411438.70    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.525000% 06/01/2050                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6236000 | PA      | $4294660.55   | 0.16%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                       | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $1830876.77   | 0.07%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2545370.08   | 0.09%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                               | GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038                                  | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | GB        |   4075000 | PA      | $4654348.46   | 0.17%             | 2038-05-15      | Fixed         | 6.38%                 | 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        |    715000 | PA      | $649744.04    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | 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        |   3320000 | PA      | $3418857.02   | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    975000 | PA      | $779764.42    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                     | NSTAR ELECTRIC CO 4.950000% 09/15/2052                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1064696.62   | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 4.300000% 12/14/2045                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3740294.42   | 0.14%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE TRUSTEES OF PRINCETON UNIVERSITY                       | TRUSTEES OF PRINCETON UNIVERSITY/THE 5.700000% 03/01/2039                         | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1281403.94   | 0.05%             | 2039-03-01      | Fixed         | 5.70%                 | 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        |   1095000 | PA      | $862533.48    | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO 5.800000% 10/01/2035                                         | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124436.25    | 0.00%             | 2035-10-01      | Fixed         | 5.80%                 | 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        |   2025000 | PA      | $1777431.86   | 0.07%             | 2048-12-01      | Fixed         | 4.60%                 | 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        |   1995000 | PA      | $1347603.35   | 0.05%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH AND HOSPITALS CORPORATION                  | ADVOCATE HEALTH & HOSPITALS CORP 4.272000% 08/15/2048                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1492502.95   | 0.05%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | STANFORD HEALTH CARE 3.795000% 11/15/2048                                         | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1625743.90   | 0.06%             | 2048-11-15      | Fixed         | 3.79%                 | 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        |   1385000 | PA      | $1109076.31   | 0.04%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY THE                    | CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1341271.62   | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.717000% 09/14/2033                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8212000 | PA      | $8123841.55   | 0.30%             | 2033-09-14      | Fixed         | 5.72%                 | 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        |   1150000 | PA      | $859544.58    | 0.03%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                   | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1291972.11   | 0.05%             | 2050-03-26      | Fixed         | 3.85%                 | 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        |   1425000 | PA      | $1446756.16   | 0.05%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CALIF REDEV AGY SUCCESSOR AGY TAX ALLOCATION      | SAN JOSE CA REDEV AGY SUCCESSO SAN JOSE REDEVELOPMENT AGENCY SUCCESSOR AGENCY     | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1069843.63   | 0.04%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    685000 | PA      | $601123.49    | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 5.950000% 02/01/2038                                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284704.16    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $1874608.99   | 0.07%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.050000% 06/15/2048                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $739456.45    | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 6.450000% 10/15/2032                                    | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119372.95    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                    | WASTE CONNECTIONS INC 2.950000% 01/15/2052                                        | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $341374.13    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | 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        |   2005000 | PA      | $2337599.67   | 0.09%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                    | CROWN CASTLE TOWERS LLC 144A 3.663000% 05/15/2025                                 | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2474263.25   | 0.09%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                      | NESTLE HOLDINGS INC 144A 4.000000% 09/24/2048                                     | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    445000 | PA      | $383945.79    | 0.01%             | 2048-09-24      | Fixed         | 4.00%                 | 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        |   2215000 | PA      | $1741903.62   | 0.06%             | 2048-09-21      | Fixed         | 5.00%                 | 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        |   4715000 | PA      | $4159568.10   | 0.15%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 6.650000% 11/15/2037                                           | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1135953.21   | 0.04%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                         | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2241433.60   | 0.08%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV     | MASSACHUSETTS ST SCH BLDG AUTH MASSACHUSETTS SCHOOL BUILDING AUTHORITY            | CUSIP: 576000B85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $804206.82    | 0.03%             | 2037-02-15      | Fixed         | 2.50%                 | 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        |    850000 | PA      | $924808.41    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP ST SALES TAX REV                | NEW YORK ST URBAN DEV CORP SAL NEW YORK STATE URBAN DEVELOPMENT CORP              | CUSIP: 64985TDM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $614910.37    | 0.02%             | 2035-03-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                | PROGRESSIVE CORP/THE 3.700000% 03/15/2052                                         | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $2710035.30   | 0.10%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO 4.500000% 04/01/2042                                    | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    112000 | PA      | $92229.98     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | 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        |   1760000 | PA      | $1350199.79   | 0.05%             | 2050-05-15      | Fixed         | 3.75%                 | 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        |   1455000 | PA      | $880111.07    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | 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        |   2650000 | PA      | $2448843.27   | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA             | GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 144A 3.700000% 01/22/2070               | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $715549.47    | 0.03%             | 2070-01-22      | Fixed         | 3.70%                 | 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        |    940000 | PA      | $718102.89    | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                              | AEP TRANSMISSION CO LLC 4.000000% 12/01/2046                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1509334.26   | 0.06%             | 2046-12-01      | Fixed         | 4.00%                 | 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        |   1205000 | PA      | $792268.99    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                       | ORLANDO HEALTH OBLIGATED GROUP 3.327000% 10/01/2050                               | CUSIP: 686514AH3<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    745000 | PA      | $530686.64    | 0.02%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                             | CME GROUP INC 4.150000% 06/15/2048                                                | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1464872.70   | 0.05%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA 3.700000% 04/06/2050                                                  | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   2985000 | PA      | $2435929.28   | 0.09%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 3.000000% 12/01/2060                       | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1076653.98   | 0.04%             | 2060-12-01      | Fixed         | 3.00%                 | 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        |    850000 | PA      | $777617.19    | 0.03%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                          | CIGNA CORP 4.800000% 08/15/2038                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2929534.25   | 0.11%             | 2038-08-15      | Fixed         | 4.80%                 | 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        |   1825000 | PA      | $1677039.82   | 0.06%             | 2043-08-12      | Fixed         | 4.55%                 | 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        |   2815000 | PA      | $2096904.06   | 0.08%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 5.700000% 10/15/2040                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25964.66     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | 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        |   6925000 | PA      | $4831269.53   | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.800000% 02/08/2061                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    845000 | PA      | $561812.14    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | ASTRAZENECA PLC 4.375000% 11/16/2045                                              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   2084000 | PA      | $1917432.13   | 0.07%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INSURANCE COMPANY                          | MUTUAL OF OMAHA INSURANCE CO 144A 4.297000% 07/15/2054                            | CUSIP: 628312AD2<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    555000 | PA      | $528611.42    | 0.02%             | 2054-07-15      | Fixed         | 4.30%                 | 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        |   2920000 | PA      | $2273204.70   | 0.08%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 6.375000% 07/24/2042                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $836141.34    | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE NARRAGANSETT ELECTRIC COMPANY                          | NARRAGANSETT ELECTRIC CO/THE 144A 4.170000% 12/10/2042                            | CUSIP: 631005BF1<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $801750.21    | 0.03%             | 2042-12-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4278000 | PA      | $3094280.57   | 0.11%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 3.050000% 07/15/2061                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $841517.66    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | 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        |   4540000 | PA      | $4953976.27   | 0.18%             | 2039-07-01      | Fixed         | 5.26%                 | 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        |   2740000 | PA      | $2943627.18   | 0.11%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                | KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041                                  | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $836038.83    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    365000 | PA      | $305699.41    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                        | WW GRAINGER INC 4.600000% 06/15/2045                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1235904.83   | 0.05%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                            | SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1383679.86   | 0.05%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3074045.20   | 0.11%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 6.000000% 01/15/2039                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3735777.01   | 0.14%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $4831586.72   | 0.18%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA 5.850000% 02/01/2037                                          | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479854.24    | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | 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        |    540000 | PA      | $547102.38    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                               | TRUIST FINANCIAL CORP MTN 4.916000% 07/28/2033                                    | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2962254.17   | 0.11%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                          | ERP OPERATING LP 4.500000% 06/01/2045                                             | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    900000 | PA      | $773133.44    | 0.03%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                  | DUKE ENERGY PROGRESS LLC 4.200000% 08/15/2045                                     | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $2943136.69   | 0.11%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARRICK (PD) AUSTRALIA FINANCE PTY LTD                     | BARRICK PD AUSTRALIA FINANCE PTY LTD 5.950000% 10/15/2039                         | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | NUSS              | CA        |   1245000 | PA      | $1284077.16   | 0.05%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6384000 | PA      | $6596341.67   | 0.24%             | 2036-12-14      | Fixed         | 5.70%                 | 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        |   2765000 | PA      | $2112292.00   | 0.08%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                           | SHARP HEALTHCARE 2.680000% 08/01/2050                                             | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $948457.83    | 0.03%             | 2050-08-01      | Fixed         | 2.68%                 | 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        |   1875000 | PA      | $2279915.21   | 0.08%             | 2038-03-01      | Fixed         | 8.25%                 | 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        |   3605000 | PA      | $3396914.97   | 0.12%             | 2041-10-15      | Fixed         | 5.12%                 | 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        |   1100000 | PA      | $909860.83    | 0.03%             | 2052-03-17      | Fixed         | 4.95%                 | 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        |   6922000 | PA      | $4673889.31   | 0.17%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US Airways Pass Through Trusts                             | US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST 5.900000% 10/01/2024                 | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498864 | PA      | $481540.14    | 0.02%             | 2024-10-01      | Fixed         | 5.90%                 | 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        |  13497000 | PA      | $10499717.03  | 0.38%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                        | SOCIETE GENERALE SA 144A 3.625000% 03/01/2041                                     | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1475000 | PA      | $947636.27    | 0.03%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2632815.38   | 0.10%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                       | SNAP-ON INC 4.100000% 03/01/2048                                                  | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1534687.90   | 0.06%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 4.650000% 07/30/2045                                                | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1364741.75   | 0.05%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1206577.72   | 0.04%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV            | MISSOURI ST HLTH & EDUCTNL FAC HEALTH & EDUCATIONAL FACILITIES AUTHORITY OF THE S | CUSIP: 60636AEE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $516933.29    | 0.02%             | 2047-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | MOODY'S CORP 2.750000% 08/19/2041                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177312.26    | 0.01%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP 2.299000% 07/21/2032                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $842289.01    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                    | AMEREN ILLINOIS CO 2.900000% 06/15/2051                                           | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   3724000 | PA      | $2491465.60   | 0.09%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEVON FINANCING COMPANY, L.L.C.                            | DEVON ENERGY CORP 7.875000% 09/30/2031                                            | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $929516.66    | 0.03%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO 4.025000% 03/15/2062                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5149084.44   | 0.19%             | 2062-03-15      | Fixed         | 4.03%                 | 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        |    455000 | PA      | $353392.88    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.500000% 04/01/2044                      | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456001.72    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1277624.43   | 0.05%             | 2041-12-15      | Fixed         | 4.25%                 | 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        |    500000 | PA      | $469840.05    | 0.02%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                        | HOAG MEMORIAL HOSPITAL PRESBYTERIAN 3.803000% 07/15/2052                          | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1102097.86   | 0.04%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA      | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $998190.27    | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | 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        |    850000 | PA      | $928997.85    | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | 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        |   2735000 | PA      | $1978227.52   | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042                              | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $4927460.70   | 0.18%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.750000% 09/12/2047                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $4669237.51   | 0.17%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP 5.150000% 03/15/2045                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64063.21     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5450000 | PA      | $4770848.09   | 0.17%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.900000% 07/01/2050                      | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    895000 | PA      | $611608.86    | 0.02%             | 2050-07-01      | 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        |    885000 | PA      | $624003.63    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | 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        |   1230000 | PA      | $1315847.14   | 0.05%             | 2039-04-01      | Fixed         | 5.96%                 | 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        |   1200000 | PA      | $955280.16    | 0.04%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                        | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1864188.27   | 0.07%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    435000 | PA      | $302117.87    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3126046.41   | 0.11%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  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        |        56 | NC      | $6700750.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 4.650000% 10/01/2043                                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2169895.49   | 0.08%             | 2043-10-01      | Fixed         | 4.65%                 | 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        |     75000 | PA      | $66164.92     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 4.300000% 03/15/2044                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    975000 | PA      | $846838.64    | 0.03%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $2508400.97   | 0.09%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    675000 | PA      | $508290.14    | 0.02%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                          | BARRICK NORTH AMERICA FINANCE LLC 5.750000% 05/01/2043                            | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1585494.03   | 0.06%             | 2043-05-01      | Fixed         | 5.75%                 | 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        |   2215000 | PA      | $1944585.45   | 0.07%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                              | NISOURCE INC 5.800000% 02/01/2042                                                 | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    900000 | PA      | $854163.94    | 0.03%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.200000% 09/15/2048                                                   | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1020164.51   | 0.04%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV    | JOBSOHIO BEVERAGE SYS STWD LIQ JOBSOHIO BEVERAGE SYSTEM                           | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $359819.41    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                        | EOG RESOURCES INC 4.950000% 04/15/2050                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1568945.41   | 0.06%             | 2050-04-15      | Fixed         | 4.95%                 | 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        |   1030000 | PA      | $811905.43    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | 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        |    315000 | PA      | $377108.55    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                             | BRK: CITIGROUP PAY: FLOATING                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  14240000 | NC      | $-668287.52   | -0.02%            |  |  |  | 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        |   1430000 | PA      | $1094729.86   | 0.04%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCHCOCK HEALTH                                 | DARTMOUTH-HITCHCOCK HEALTH 4.178000% 08/01/2048                                   | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2864462.58   | 0.10%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 6.125000% 08/25/2036                                                | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702695.23    | 0.03%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.050000% 06/15/2048                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1543400.38   | 0.06%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 4.750000% 12/07/2046                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4038120.20   | 0.15%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                        | ENTERGY TEXAS INC 3.550000% 09/30/2049                                            | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1023663.15   | 0.04%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $291302.90    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | 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        |    230000 | PA      | $182809.38    | 0.01%             | 2033-01-20      | Fixed         | 3.13%                 | 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        |    810000 | PA      | $695258.70    | 0.03%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 6.400000% 05/15/2038                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $5390604.58   | 0.20%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                     | NSTAR ELECTRIC CO 3.100000% 06/01/2051                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $1831064.45   | 0.07%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 2.700000% 06/03/2060                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $3853906.84   | 0.14%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| City of New York                                           | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1422281.63   | 0.05%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 2.950000% 09/11/2049                                                    | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14689.30     | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $252763.72    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                         | BALTIMORE GAS AND ELECTRIC CO 3.500000% 08/15/2046                                | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $3769968.56   | 0.14%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 4.611000% 04/25/2053                                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3211569.25   | 0.12%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 3.625000% 03/03/2037                                            | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    790000 | PA      | $711701.13    | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | 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        |    785000 | PA      | $747125.52    | 0.03%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                        | SOUTHWESTERN PUBLIC SERVICE CO 5.150000% 06/01/2052                               | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    440000 | PA      | $401925.30    | 0.01%             | 2052-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO/THE 5.400000% 01/15/2049                                                | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1323863.24   | 0.05%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 3.700000% 05/15/2050                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $925537.37    | 0.03%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 4.200000% 08/15/2048                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1415503.12   | 0.05%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 3.950000% 03/15/2043                                | CUSIP: 744448CJ8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $3493884.98   | 0.13%             | 2043-03-15      | Fixed         | 3.95%                 | 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        |  12390000 | PA      | $12448078.13  | 0.46%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                           | NIAGARA MOHAWK POWER CORP 144A 3.025000% 06/27/2050                               | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310285.04    | 0.01%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                   | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $875637.87    | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   9864000 | PA      | $7317660.48   | 0.27%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2005942.95   | 0.07%             | 2052-03-01      | Fixed         | 3.88%                 | 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        |    900000 | PA      | $867207.27    | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                      | COCA-COLA CO/THE 2.500000% 03/15/2051                                             | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1201891.05   | 0.04%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                       | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1159842.66   | 0.04%             | 2052-03-01      | Fixed         | 3.65%                 | 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        |    535000 | PA      | $415759.20    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO 5.200000% 06/01/2041                                             | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146277.21    | 0.01%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 4.200000% 04/01/2050                                        | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1194048.90   | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $2316621.56   | 0.08%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                          | CROWN CASTLE INC 4.150000% 07/01/2050                                             | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396385.60    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 2.904000% 11/03/2042                                                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    725000 | PA      | $508918.81    | 0.02%             | 2042-11-03      | Fixed         | 2.90%                 | 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        |   2420000 | PA      | $2399034.38   | 0.09%             | 2043-09-30      | Fixed         | 5.00%                 | 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        |   1840000 | PA      | $1700328.91   | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | 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        |   3260000 | PA      | $2291891.49   | 0.08%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $770921.47    | 0.03%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 05/04/2043                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    910000 | PA      | $812218.17    | 0.03%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA 2.986000% 06/29/2041                       | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |   1370000 | PA      | $1043752.95   | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2888447.94   | 0.11%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | SOUTHERN CALIFORNIA EDISON CO 4.000000% 04/01/2047                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2065010.75   | 0.08%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                              | AEP TRANSMISSION CO LLC 2.750000% 08/15/2051                                      | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    405000 | PA      | $258704.66    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                     | DUKE ENERGY OHIO INC 2.125000% 06/01/2030                                         | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    845000 | PA      | $697151.09    | 0.03%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    875000 | PA      | $693874.72    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | 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        |   1430000 | PA      | $1112183.04   | 0.04%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                         | PPL ELECTRIC UTILITIES CORP 4.750000% 07/15/2043                                  | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3304276.70   | 0.12%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | ATHENE GLOBAL FUNDING 144A 2.673000% 06/07/2031                                   | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $4950132.79   | 0.18%             | 2031-06-07      | Fixed         | 2.67%                 | 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        |   6030000 | PA      | $4118861.27   | 0.15%             | 2051-06-04      | Fixed         | 2.94%                 | 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        |   6315000 | PA      | $5670456.37   | 0.21%             | 2045-05-11      | Fixed         | 4.38%                 | 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        |   1500000 | PA      | $1007780.39   | 0.04%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044                               | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872899.09    | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH SYSTEM, INC.                        | DUKE UNIVERSITY HEALTH SYSTEM INC 3.920000% 06/01/2047                            | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1718080.08   | 0.06%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1375985.87   | 0.05%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC 4.625000% 05/15/2042                                          | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59269.67     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | 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        |   3560000 | PA      | $3013780.87   | 0.11%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                      | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1410189.82   | 0.05%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                               | CITY OF HOPE 5.623000% 11/15/2043                                                 | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    920000 | PA      | $941885.48    | 0.03%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC 5.250000% 08/01/2033                                          | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19538.01     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 3.875000% 08/21/2042                              | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    930000 | PA      | $699032.60    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $758668.30    | 0.03%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA 4.800000% 11/08/2043                                                  | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    899000 | PA      | $863893.74    | 0.03%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                              | RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051                                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $820108.87    | 0.03%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 2.900000% 05/15/2050                                       | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1190281.38   | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                         | PUBLIC SERVICE CO OF COLORADO 3.200000% 03/01/2050                                | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $861166.10    | 0.03%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                      | STARBUCKS CORP 3.350000% 03/12/2050                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    770000 | PA      | $559214.86    | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 4.281000% 04/24/2048                                                | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1260927.74   | 0.05%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDINGS, L.P.                           | APOLLO MANAGEMENT HOLDINGS LP 144A 4.872000% 02/15/2029                           | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2135114.73   | 0.08%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA 144A 5.700000% 10/01/2040                                                 | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |   2285000 | PA      | $2126331.98   | 0.08%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1182125.84   | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | 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        |   1060000 | PA      | $882595.12    | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 2.973000% 09/16/2062                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2054954.29   | 0.08%             | 2062-09-16      | Fixed         | 2.97%                 | 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        |    150000 | PA      | $111580.63    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | 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        |   2500000 | PA      | $2263473.55   | 0.08%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                        | NOVANT HEALTH INC 3.168000% 11/01/2051                                            | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $1666776.82   | 0.06%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                               | WALMART INC 2.500000% 09/22/2041                                                  | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3721000 | PA      | $2778461.81   | 0.10%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                              | ALPHABET INC 1.900000% 08/15/2040                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $893242.36    | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.700000% 02/10/2045                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    740000 | PA      | $619774.15    | 0.02%             | 2045-02-10      | Fixed         | 3.70%                 | 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        |   4460000 | PA      | $3631401.89   | 0.13%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 4.078000% 04/23/2040                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    935000 | PA      | $791705.57    | 0.03%             | 2040-04-23      | Fixed         | 4.08%                 | 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        |    100000 | PA      | $68409.28     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | 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        |    530000 | PA      | $348466.86    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | 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        |   2870000 | PA      | $2429649.18   | 0.09%             | 2050-03-15      | Fixed         | 4.33%                 | 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        |   3070000 | PA      | $2447416.10   | 0.09%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                               | WALMART INC 4.500000% 09/09/2052                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2266784.86   | 0.08%             | 2052-09-09      | 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        |   3035000 | PA      | $2302190.05   | 0.08%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THE JOHNS HOPKINS UNIVERSITY                               | JOHNS HOPKINS UNIVERSITY 2.813000% 01/01/2060                                     | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    490000 | PA      | $313692.56    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | 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        |   5450000 | PA      | $4784645.91   | 0.18%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                            | S&P GLOBAL INC 3.250000% 12/01/2049                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $1730010.51   | 0.06%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                  | SOUTHWEST GAS CORP 3.180000% 08/15/2051                                           | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $647443.15    | 0.02%             | 2051-08-15      | Fixed         | 3.18%                 | 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        |    136000 | PA      | $142025.33    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                               | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1349950.24   | 0.05%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 3.625000% 03/03/2037                                            | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1738712.89   | 0.06%             | 2037-03-03      | Fixed         | 3.62%                 | 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        |     40000 | PA      | $36825.71     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | 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        |  10100000 | PA      | $8395625.00   | 0.31%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                      | QUALCOMM INC 4.300000% 05/20/2047                                                 | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1491565.33   | 0.05%             | 2047-05-20      | 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: 13032UD96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1681032.11   | 0.06%             | 2041-06-01      | Fixed         | 4.35%                 | 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        |    154893 | NS      | $154892.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP 3.950000% 10/01/2046                                 | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    240000 | PA      | $182619.87    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | 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        |   2050000 | PA      | $1586268.91   | 0.06%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                       | DOMINION ENERGY SOUTH CAROLINA INC 5.100000% 06/01/2065                           | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    930000 | PA      | $867304.12    | 0.03%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 6.200000% 06/15/2036                       | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69164.71     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | 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        |    958097 | PA      | $860504.29    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                               | WALMART INC 2.650000% 09/22/2051                                                  | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $4111990.82   | 0.15%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                         | INDIANAPOLIS POWER & LIGHT CO 144A 4.650000% 06/01/2043                           | CUSIP: 455434BQ2<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1488920.90   | 0.05%             | 2043-06-01      | Fixed         | 4.65%                 | 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        |   2475000 | PA      | $2381342.29   | 0.09%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.250000% 05/12/2061                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $3529642.44   | 0.13%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                   | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.619000% 10/01/2037                     | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351001.82    | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 3.500000% 08/01/2051                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    575000 | PA      | $436652.67    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | 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        |   1759000 | PA      | $1252701.26   | 0.05%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | OGLETHORPE POWER CORP 5.250000% 09/01/2050                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    755000 | PA      | $656789.55    | 0.02%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                | PEACEHEALTH OBLIGATED GROUP 3.218000% 11/15/2050                                  | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $950062.00    | 0.03%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | OGLETHORPE POWER CORP 5.375000% 11/01/2040                                        | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1649611.52   | 0.06%             | 2040-11-01      | Fixed         | 5.38%                 | 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        |    505000 | PA      | $496903.74    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | 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        |   5790000 | PA      | $4702451.50   | 0.17%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.950000% 03/01/2048                      | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414084.33    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                               | WALMART INC 4.500000% 09/09/2052                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1848451.18   | 0.07%             | 2052-09-09      | Fixed         | 4.50%                 | 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        |    405000 | PA      | $385459.66    | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV    | SAN FRANCISCO CA CITY & CNTY P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $620848.22    | 0.02%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    194000 | PA      | $131460.21    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | 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        |   2015000 | PA      | $1546318.94   | 0.06%             | 2033-01-14      | Fixed         | 2.87%                 | 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        |   2460000 | PA      | $1661120.85   | 0.06%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                              | TUCSON ELECTRIC POWER CO 4.850000% 12/01/2048                                     | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1590354.24   | 0.06%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                  | DUKE ENERGY PROGRESS LLC 3.600000% 09/15/2047                                     | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1404647.22   | 0.05%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP 7.750000% 05/14/2038                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1265617.64   | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | 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        |    810000 | PA      | $505679.93    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | 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        |   9228000 | PA      | $7901475.00   | 0.29%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                   | PUGET SOUND ENERGY INC 4.223000% 06/15/2048                                       | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1220235.03   | 0.04%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                       | UBS AG/LONDON MTN 4.500000% 06/26/2048                                            | CUSIP: 902674XN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   2170000 | PA      | $1847684.84   | 0.07%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 5.700000% 10/15/2040                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358312.33    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | 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        |   7745000 | PA      | $6111801.47   | 0.22%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 2.250000% 09/01/2050                                            | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    985000 | PA      | $639542.14    | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                              | SEMPRA ENERGY 4.000000% 02/01/2048                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    692000 | PA      | $532835.19    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 5.000000% 07/15/2052                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2159090.68   | 0.08%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC 2.625000% 10/21/2041                                                  | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1067592.17   | 0.04%             | 2041-10-21      | Fixed         | 2.62%                 | 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        |   5982067 | NS      | $5982067.23   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP 5.050000% 08/05/2062                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1480922.22   | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | 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        |    781000 | PA      | $805002.90    | 0.03%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.650000% 09/01/2042                       | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1044418.02   | 0.04%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 3.452000% 04/15/2051                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $902539.79    | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | 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        |   1765000 | PA      | $1979643.03   | 0.07%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1556656.67   | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $3008307.19   | 0.11%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                | KAISER FOUNDATION HOSPITALS 4.150000% 05/01/2047                                  | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    960000 | PA      | $834202.14    | 0.03%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                           | PACIFIC GAS AND ELECTRIC CO 4.450000% 04/15/2042                                  | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1103494.67   | 0.04%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 5.950000% 12/15/2036                                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $952196.49    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | 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        |   2355000 | PA      | $1691085.84   | 0.06%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP 3.950000% 10/01/2046                                 | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    560000 | PA      | $426113.04    | 0.02%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                 | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1043029.14   | 0.04%             | 2043-09-15      | Fixed         | 4.80%                 | 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        |   2335000 | PA      | $1809300.48   | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC 144A 4.150000% 04/09/2030                                      | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   1030000 | PA      | $982460.41    | 0.04%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 5.600000% 09/15/2040                                                   | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    808000 | PA      | $859417.36    | 0.03%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 2.375000% 03/15/2051                                           | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1588651.68   | 0.06%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $992799.52    | 0.04%             | 2046-08-04      | Fixed         | 3.85%                 | 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        |    955000 | PA      | $969580.44    | 0.04%             | 2033-11-15      | Fixed         | 9.02%                 | 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        |   1970000 | PA      | $2040783.68   | 0.07%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                              | PENNSYLVANIA ELECTRIC CO 6.150000% 10/01/2038                                     | CUSIP: 708696BV0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101076.32    | 0.00%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INCORPORATED                          | MASS GENERAL BRIGHAM INC 3.342000% 07/01/2060                                     | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $676730.63    | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.000000% 06/01/2044                       | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $553428.06    | 0.02%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                   | ALLSTATE CORP/THE 4.500000% 06/15/2043                                            | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    528000 | PA      | $470485.56    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1175577.27   | 0.04%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO 3.850000% 12/01/2042                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   3767000 | PA      | $3066811.62   | 0.11%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO/THE 2.750000% 09/01/2049                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $5550327.96   | 0.20%             | 2049-09-01      | Fixed         | 2.75%                 | 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        |    900000 | PA      | $799867.22    | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 2.950000% 03/10/2052                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1151428.87   | 0.04%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                              | ALPHABET INC 2.250000% 08/15/2060                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1370704.18   | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 5.297000% 04/20/2037                                               | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223386.94    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | 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        |   2560000 | PA      | $1878548.58   | 0.07%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | MOODY'S CORP 3.250000% 05/20/2050                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $544166.41    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE EAST OHIO GAS COMPANY                                  | EAST OHIO GAS CO/THE 144A 3.000000% 06/15/2050                                    | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $898959.92    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                         | PIEDMONT NATURAL GAS CO INC 3.640000% 11/01/2046                                  | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $944388.86    | 0.03%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                      | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3189167.10   | 0.12%             | 2045-05-15      | Fixed         | 5.95%                 | 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        |    895000 | PA      | $716695.52    | 0.03%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                           | SALESFORCE INC 3.050000% 07/15/2061                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2078649.20   | 0.08%             | 2061-07-15      | Fixed         | 3.05%                 | 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        |   1655000 | PA      | $1715921.56   | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | 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        |    780000 | PA      | $609939.87    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | 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        |   1910000 | PA      | $1748183.33   | 0.06%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | PARAMOUNT GLOBAL 4.600000% 01/15/2045                                             | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $370296.44    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | INTERCONTINENTAL EXCHANGE INC 2.650000% 09/15/2040                                | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88504.36     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 6.250000% 11/09/2032                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1250365.50   | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                         | EVERGY METRO INC 5.300000% 10/01/2041                                             | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144245.34    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 4.100000% 02/01/2042                                                   | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1639447.21   | 0.06%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                   | CONSUMERS ENERGY CO 4.200000% 09/01/2052                                          | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    790000 | PA      | $684799.74    | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 4.050000% 10/01/2044                                     | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2329881.24   | 0.09%             | 2044-10-01      | Fixed         | 4.05%                 | 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        |    800000 | PA      | $530054.45    | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 2.875000% 03/11/2041                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |   5465000 | PA      | $4057546.03   | 0.15%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 3.300000% 03/15/2051                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    820000 | PA      | $591273.06    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN'S HOSPITAL                             | NATIONWIDE CHILDREN'S HOSPITAL INC 4.556000% 11/01/2052                           | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    355000 | PA      | $322127.90    | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | 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        |       -83 | NC      | $-11311343.75 | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                          | DOLLAR TREE INC 3.375000% 12/01/2051                                              | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    855000 | PA      | $585199.70    | 0.02%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                        | PECO ENERGY CO 4.600000% 05/15/2052                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1319195.07   | 0.05%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351164.90    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061                               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $4628399.07   | 0.17%             | 2061-02-08      | Fixed         | 3.38%                 | 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        |   1685000 | PA      | $1228933.55   | 0.05%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                  | TWDC ENTERPRISES 18 CORP MTN 4.125000% 06/01/2044                                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1621729.01   | 0.06%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3749000 | PA      | $2770324.94   | 0.10%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038                                    | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2294039.54   | 0.08%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 4.400000% 05/15/2044                                                   | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $985898.78    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | 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        |    907000 | PA      | $814426.59    | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON UNIVERSITY.                             | TRUSTEES OF BOSTON UNIVERSITY 4.061000% 10/01/2048                                | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1493308.84   | 0.05%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 2.450000% 12/15/2050                               | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    540000 | PA      | $327082.09    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 4.700000% 01/15/2044                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2276354.29   | 0.08%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $786224.86    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | 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        |   1490000 | PA      | $1136124.37   | 0.04%             | 2041-06-17      | Fixed         | 3.06%                 | 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        |    380000 | PA      | $261855.45    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | 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        |   1150000 | PA      | $1075927.63   | 0.04%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  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        |       158 | NC      | $18905687.50  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.157000% 04/22/2042                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $1906831.75   | 0.07%             | 2042-04-22      | Fixed         | 3.16%                 | 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        |   1944000 | PA      | $1727713.18   | 0.06%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                        | DANAHER CORP 2.800000% 12/10/2051                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1050137.28   | 0.04%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO 4.200000% 08/15/2048                                    | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $927056.71    | 0.03%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON & JOHNSON 3.750000% 03/03/2047                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345771.32    | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                       | DTE ELECTRIC CO 3.700000% 03/15/2045                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1549999.21   | 0.06%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.700000% 03/01/2045                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $2698563.65   | 0.10%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                           | CATERPILLAR INC 4.750000% 05/15/2064                                              | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $444732.98    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                              | PHARMACIA LLC 6.600000% 12/01/2028                                                | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1154037.06   | 0.04%             | 2028-12-01      | Fixed         | 6.60%                 | 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        |   3250000 | PA      | $2923835.72   | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1388999.10   | 0.05%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC 4.750000% 03/01/2046                                          | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413906.58    | 0.02%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PACIFICORP 6.250000% 10/15/2037                                                   | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1771601.19   | 0.06%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 4.500000% 05/15/2058                       | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    930000 | PA      | $779969.45    | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 3.500000% 08/15/2039                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1519104.64   | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                        | COMMONSPIRIT HEALTH 3.817000% 10/01/2049                                          | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $1837468.81   | 0.07%             | 2049-10-01      | Fixed         | 3.82%                 | 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        |   2822000 | PA      | $1843284.68   | 0.07%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 3.750000% 11/13/2047                                                    | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133263.88    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | 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        |   3230000 | PA      | $2459353.88   | 0.09%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC 3.900000% 03/15/2039                                                   | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1882333.49   | 0.07%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4721987.77   | 0.17%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TTX COMPANY                                                | TTX CO 144A 4.600000% 02/01/2049                                                  | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1457943.43   | 0.05%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1888093.45   | 0.07%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                  | WYETH LLC 5.950000% 04/01/2037                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    455000 | PA      | $498881.02    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | 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        |   2789000 | PA      | $2256757.39   | 0.08%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                      | UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1908184.98   | 0.07%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                           | CINCINNATI FINANCIAL CORP 6.125000% 11/01/2034                                    | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   3553000 | PA      | $3744290.32   | 0.14%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                            | SOUTHERN CALIFORNIA GAS CO 4.300000% 01/15/2049                                   | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1024951.60   | 0.04%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP 4.150000% 05/15/2039                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    530000 | PA      | $464639.26    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                         | MARS INC 144A 2.375000% 07/16/2040                                                | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1171963.65   | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                         | EVERGY METRO INC 4.200000% 06/15/2047                                             | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410875.31    | 0.02%             | 2047-06-15      | Fixed         | 4.20%                 | 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        |   3950000 | PA      | $4477604.27   | 0.16%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC 3.875000% 03/15/2046                                    | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1252100.15   | 0.05%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4114520.46   | 0.15%             | 2051-03-20      | Fixed         | 4.08%                 | 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        |   6105000 | PA      | $6343476.56   | 0.23%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |    485000 | PA      | $384724.08    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV              | DIST OF COLUMBIA WTR & SWR AUT DISTRICT OF COLUMBIA WATER & SEWER AUTHORITY       | CUSIP: 254845JZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $462449.80    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. X LLC                                | KKR GROUP FINANCE CO X LLC 144A 3.250000% 12/15/2051                              | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $416681.15    | 0.02%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH & MCLENNAN COS INC 4.900000% 03/15/2049                                     | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2904491.00   | 0.11%             | 2049-03-15      | Fixed         | 4.90%                 | 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: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2395000 | PA      | $2157595.86   | 0.08%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT&T INC 4.300000% 12/15/2042                                                     | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418169.62    | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 4.250000% 04/01/2046                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3220515.13   | 0.12%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                        | ONCOR ELECTRIC DELIVERY CO LLC 3.800000% 06/01/2049                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $384055.86    | 0.01%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $938053.76    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                      | ENTERGY ARKANSAS LLC 3.350000% 06/15/2052                                         | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $1958376.20   | 0.07%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA      | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1198761.21   | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 2.802000% 01/25/2052                                           | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1455110.93   | 0.05%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 4.050000% 06/01/2042                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    560000 | PA      | $487325.14    | 0.02%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST                                              | WASHINGTON ST STATE OF WASHINGTON                                                 | CUSIP: 93974CRE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2533280.54   | 0.09%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                  | DUKE ENERGY PROGRESS LLC 4.100000% 03/15/2043                                     | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    860000 | PA      | $726713.68    | 0.03%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                         | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208203.42    | 0.01%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                          | BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1225538.96   | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $1936049.97   | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                     | ENTERGY LOUISIANA LLC 3.100000% 06/15/2041                                        | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2531756.77   | 0.09%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                   | DUKE ENERGY INDIANA LLC 6.450000% 04/01/2039                                      | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4656225.05   | 0.17%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC/THE 2.750000% 09/15/2051                                           | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1671553.55   | 0.06%             | 2051-09-15      | Fixed         | 2.75%                 | 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        |    110000 | PA      | $77512.37     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | 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        |    565000 | PA      | $587600.00    | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP 4.250000% 05/15/2049                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3170952.37   | 0.12%             | 2049-05-15      | Fixed         | 4.25%                 | 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        |    435000 | PA      | $357764.65    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | 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        |    950000 | PA      | $850993.00    | 0.03%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.950000% 04/13/2052                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1376496.54   | 0.05%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $267544.06    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 2.850000% 10/15/2050                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1165441.36   | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | 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        |   2340000 | PA      | $1621322.52   | 0.06%             | 2051-04-22      | Fixed         | 3.11%                 | 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        |   3070000 | PA      | $2347955.80   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                              | AMERICA MOVIL SAB DE CV 6.125000% 03/30/2040                                      | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |   1620000 | PA      | $1677834.00   | 0.06%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1140850.43   | 0.04%             | 2038-07-22      | Fixed         | 3.97%                 | 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        |    645000 | PA      | $598982.96    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                         | NVIDIA CORP 3.500000% 04/01/2040                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    890000 | PA      | $741062.40    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH & MCLENNAN COS INC 2.900000% 12/15/2051                                     | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    975000 | PA      | $633846.05    | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                         | BHP BILLITON FINANCE USA LTD 6.420000% 03/01/2026                                 | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |   1320000 | PA      | $1382181.02   | 0.05%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.600000% 08/15/2045                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1036153.13   | 0.04%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 5.875000% 02/06/2041                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1733510.43   | 0.06%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                            | STATE OF ISRAEL 4.125000% 01/17/2048                                              | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1230000 | PA      | $1070464.08   | 0.04%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                       | ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051                                      | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $468634.80    | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                           | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3109328.68   | 0.11%             | 2040-01-15      | Fixed         | 6.00%                 | 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        |   1668000 | PA      | $1787656.83   | 0.07%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | OGLETHORPE POWER CORP 4.250000% 04/01/2046                                        | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1019670.61   | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                            | S&P GLOBAL INC 144A 3.700000% 03/01/2052                                          | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    925000 | PA      | $743814.26    | 0.03%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                          | FLORIDA ST BRD OF ADMIN FIN CO STATE BOARD OF ADMINISTRATION FINANCE CORP         | CUSIP: 341271AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1369000 | PA      | $1104717.29   | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | INTERCONTINENTAL EXCHANGE INC 4.250000% 09/21/2048                                | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    697000 | PA      | $598353.59    | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA 5.950000% 08/26/2036                                          | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4839873.84   | 0.18%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 3.109000% 04/22/2051                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $117788.39    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | 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        |   2550000 | PA      | $1844416.89   | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC 144A 4.750000% 04/27/2052                                         | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | NUSS              | AU        |   1105000 | PA      | $1004163.02   | 0.04%             | 2052-04-27      | Fixed         | 4.75%                 | 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        |   3670000 | PA      | $2890489.06   | 0.11%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.875000% 11/14/2048                                                   | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258076.67    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                              | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1006982.53   | 0.04%             | 2044-06-01      | Fixed         | 5.12%                 | 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        |    455000 | PA      | $323856.54    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                         | CALIFORNIA INSTITUTE OF TECHNOLOGY 4.321000% 08/01/2045                           | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    650000 | PA      | $572862.98    | 0.02%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL III                                      | CITIGROUP CAPITAL III 7.625000% 12/01/2036                                        | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |    890000 | PA      | $962692.06    | 0.04%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                        | PECO ENERGY CO 3.050000% 03/15/2051                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1336019.35   | 0.05%             | 2051-03-15      | Fixed         | 3.05%                 | 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        |   3000000 | PA      | $2360715.03   | 0.09%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM, INC.                   | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP 3.129000% 06/01/2050           | CUSIP: 956708AB7<br>LEI: 549300VG6M2WRQ7E7O46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $592972.98    | 0.02%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | DEERE & CO 3.750000% 04/15/2050                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250391.41    | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 4.125000% 03/04/2043                              | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    806000 | PA      | $628472.29    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 4.500000% 05/02/2043                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75455.51     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | ABBOTT LABORATORIES 4.900000% 11/30/2046                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3987089.05   | 0.15%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 4.200000% 08/15/2034                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3138223.15   | 0.11%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $1988901.54   | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO 3.800000% 07/15/2048                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $4325513.11   | 0.16%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1453346.25   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |    695000 | PA      | $600556.45    | 0.02%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                   | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $793555.71    | 0.03%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC 4.721000% 12/15/2044                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2701776.15   | 0.10%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                  | TWDC ENTERPRISES 18 CORP 4.125000% 12/01/2041                                     | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1344531.44   | 0.05%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA      | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2353108.90   | 0.09%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | BANK OF AMERICA NA 6.000000% 10/15/2036                                           | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3099442.00   | 0.11%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY 4.457000% 04/22/2039                                               | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3329003.95   | 0.12%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2761759.96   | 0.10%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                | ECOLAB INC 2.700000% 12/15/2051                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $1972399.78   | 0.07%             | 2051-12-15      | Fixed         | 2.70%                 | 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        |   7098522 | NS      | $7098521.93   | 0.26%             |  |  |  | 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        |    775000 | PA      | $719310.19    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | 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        |   1045000 | PA      | $842452.54    | 0.03%             | 2049-05-01      | Fixed         | 4.28%                 | 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        |    570000 | PA      | $448123.59    | 0.02%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                              | PEPSICO INC 2.750000% 10/21/2051                                                  | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1532100.21   | 0.06%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO 5.500000% 03/15/2041                                             | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    648000 | PA      | $631513.77    | 0.02%             | 2041-03-15      | Fixed         | 5.50%                 | 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        |    275000 | PA      | $220150.76    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                           | SAN DIEGO GAS & ELECTRIC CO 6.000000% 06/01/2026                                  | CUSIP: 797440BH6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354154.00    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 3.971000% 07/22/2038                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1051455.44   | 0.04%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                               | US BANCORP 5.850000% 10/21/2033                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1584909.84   | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.750000% 08/15/2047                                       | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1074514.57   | 0.04%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                     | DUKE ENERGY OHIO INC 4.300000% 02/01/2049                                         | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    650000 | PA      | $537989.47    | 0.02%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2552000 | PA      | $1796207.31   | 0.07%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POMONA COLLEGE                                             | POMONA COLLEGE 2.888000% 01/01/2051                                               | CUSIP: 73211PAA4<br>LEI: 549300MR1BYTPTMF0I60 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $828876.00    | 0.03%             | 2051-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                | COMMONWEALTH EDISON CO 3.125000% 03/15/2051                                       | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $2624792.46   | 0.10%             | 2051-03-15      | Fixed         | 3.12%                 | 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        |    950000 | PA      | $776505.67    | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK & CO INC 3.600000% 09/15/2042                                               | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629123.87    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 4.250000% 01/15/2049                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1181727.00   | 0.04%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC 4.650000% 02/23/2046                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4644000 | PA      | $4535161.22   | 0.17%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA PROJECT FINANCE, LLC                   | DUKE ENERGY FLORIDA PROJECT FINANCE LLC 3.112000% 09/01/2036                      | CUSIP: 26444GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3288521.32   | 0.12%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                               | CUMMINS INC 2.600000% 09/01/2050                                                  | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $2268604.74   | 0.08%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 06/15/2040                       | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40189.07     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | ASTRAZENECA PLC 3.000000% 05/28/2051                                              | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | NUSS              | GB        |   1173000 | PA      | $837834.69    | 0.03%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201600.67    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP 4.090000% 09/15/2052                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3439367.02   | 0.13%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV    | SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1075238.00   | 0.04%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada           | CANADIAN NATIONAL RAILWAY CO 4.500000% 11/07/2043                                 | CUSIP: 136375BZ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $3286937.60   | 0.12%             | 2043-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC 144A 4.700000% 07/15/2064                                 | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    720000 | PA      | $562216.57    | 0.02%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                        | COMMONSPIRIT HEALTH 4.187000% 10/01/2049                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    805000 | PA      | $623536.06    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                        | SOUTHWESTERN PUBLIC SERVICE CO 3.700000% 08/15/2047                               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $809028.96    | 0.03%             | 2047-08-15      | Fixed         | 3.70%                 | 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        |   1055000 | PA      | $1128633.11   | 0.04%             | 2039-04-01      | Fixed         | 5.96%                 | 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        |     30000 | PA      | $25266.78     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | 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        |   1485000 | PA      | $1405176.75   | 0.05%             | 2052-05-15      | Fixed         | 4.75%                 | 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        |    690000 | PA      | $526197.50    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                              | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $741079.17    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE & CO 5.400000% 01/06/2042                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2494470.98   | 0.09%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                  | UNION PACIFIC CORP 3.839000% 03/20/2060                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $591846.50    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | 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        |    550000 | PA      | $535603.17    | 0.02%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                              | FLORIDA POWER & LIGHT CO 5.650000% 02/01/2037                                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020566.02   | 0.04%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA 3.386000% 06/29/2060                       | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | NUSS              | FR        |    445000 | PA      | $318964.20    | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                     | TAMPA ELECTRIC CO 3.625000% 06/15/2050                                            | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1244336.95   | 0.05%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 4.750000% 12/07/2046                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    956000 | PA      | $821370.83    | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 2.800000% 01/15/2051                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1304212.32   | 0.05%             | 2051-01-15      | Fixed         | 2.80%                 | 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        |   1095000 | PA      | $1015941.93   | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 4.114000% 03/01/2046                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $901175.28    | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   1585000 | PA      | $1253291.75   | 0.05%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    684000 | PA      | $616168.20    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | 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        |    355000 | PA      | $264888.40    | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | 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