# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014594
**Filing Date:** 2023-1
**Character Count:** 357275
**Document Hash:** abeda695ff5dd32762c56e40593d91cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014594.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014594

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23556428

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Corporate Bond Fund (Series ID: S000028761)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000088096 | Fidelity Corporate Bond Fund                  | FCBFX           |
| C000088097 | Fidelity Advisor Corporate Bond Fund: Class A | FCBAX           |
| C000088099 | Fidelity Advisor Corporate Bond Fund: Class C | FCCCX           |
| C000088100 | Fidelity Advisor Corporate Bond Fund: Class M | FCBTX           |
| C000088101 | Fidelity Advisor Corporate Bond Fund: Class I | FCBIX           |
| C000205023 | Fidelity Advisor Corporate Bond Fund: Class Z | FIKOX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Corporate Bond Fund**

**November 30, 2022**

CBD-NPRT1-0123

1.907010.112 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 87.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 87.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 87.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 7.6%  |  |  |
| Diversified Telecommunication Services - 2.3% |  |  |
| AT&T, Inc.: |  |  |
|  2.25% 2/1/32  | 13000000  | 10300998  |
|  3.55% 9/15/55  | 5501000  | 3858450  |
|  3.65% 9/15/59  | 3848000  | 2672793  |
|  3.8% 12/1/57  | 16364000  | 11879740  |
|  4.3% 2/15/30  | 5000000  | 4750482  |
|  4.5% 5/15/35  | 3834000  | 3513367  |
| Level 3 Financing, Inc. 3.4% 3/1/27 (b) | 8250000 | 7038802 |
| Verizon Communications, Inc.: |  |  |
|  2.355% 3/15/32  | 14000000  | 11238218  |
|  2.55% 3/21/31  | 4843000  | 4037563  |
|  3% 11/20/60  | 8375000  | 5165550  |
|  3.15% 3/22/30  | 721000  | 639937  |
|  3.7% 3/22/61  | 12000000  | 8616998  |
|  4.016% 12/3/29  | 10000000  | 9434764  |
|  4.329% 9/21/28  | 2268000  | 2204903  |
|  4.4% 11/1/34  | 13039000  | 12037877  |
|  4.5% 8/10/33  | 1048000  | 993167  |
|  |  | 98383609 |
| Entertainment - 0.6% |  |  |
| The Walt Disney Co.: |  |  |
|  3.8% 3/22/30  | 11650000  | 10943585  |
|  4.7% 3/23/50  | 5000000  | 4678264  |
|  6.65% 11/15/37  | 9414000  | 10801882  |
|  |  | 26423731 |
| Interactive Media & Services - 0.2% |  |  |
| Tencent Holdings Ltd.: |  |  |
|  2.88% 4/22/31 (b) | 2810000  | 2320610  |
|  3.575% 4/11/26 (b) | 3730000  | 3520188  |
|  |  | 5840798 |
| Media - 2.9% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp. 4.5% 8/15/30 (b) | 13200000 | 11121000 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp.: |  |  |
|  3.7% 4/1/51  | 7300000  | 4662854  |
|  3.85% 4/1/61  | 8500000  | 5240160  |
|  5.25% 4/1/53  | 8700000  | 6990561  |
|  5.375% 5/1/47  | 4670000  | 3863430  |
|  5.5% 4/1/63  | 3700000  | 2964575  |
| Comcast Corp.: |  |  |
|  2.937% 11/1/56  | 2589000  | 1678172  |
|  2.987% 11/1/63  | 10034000  | 6347881  |
|  3.999% 11/1/49  | 1427000  | 1164438  |
| Discovery Communications LLC: |  |  |
|  3.95% 3/20/28  | 13000000  | 11674847  |
|  4.65% 5/15/50  | 5800000  | 4187209  |
| Fox Corp.: |  |  |
|  3.5% 4/8/30  | 9550000  | 8396739  |
|  4.709% 1/25/29  | 405000  | 391394  |
|  5.476% 1/25/39  | 400000  | 368352  |
|  5.576% 1/25/49  | 265000  | 237652  |
| Magallanes, Inc.: |  |  |
|  3.755% 3/15/27 (b) | 2104000  | 1917339  |
|  4.054% 3/15/29 (b) | 729000  | 638407  |
|  4.279% 3/15/32 (b) | 17886000  | 15185199  |
|  5.05% 3/15/42 (b) | 3039000  | 2432866  |
|  5.141% 3/15/52 (b) | 13496000  | 10457524  |
|  5.391% 3/15/62 (b) | 5490000  | 4248106  |
| Time Warner Cable LLC: |  |  |
|  5.5% 9/1/41  | 561000  | 477554  |
|  5.875% 11/15/40  | 7482000  | 6631480  |
|  6.55% 5/1/37  | 1930000  | 1849822  |
|  6.75% 6/15/39  | 1246000  | 1210941  |
|  7.3% 7/1/38  | 6915000  | 7071236  |
|  |  | 121409738 |
| Wireless Telecommunication Services - 1.6% |  |  |
| Rogers Communications, Inc.: |  |  |
|  3.8% 3/15/32 (b) | 11945000  | 10574801  |
|  4.55% 3/15/52 (b) | 11010000  | 8961518  |
| T-Mobile U.S.A., Inc.: |  |  |
|  2.4% 3/15/29  | 3174000  | 2695542  |
|  2.7% 3/15/32  | 21520000  | 17660634  |
|  3.5% 4/15/25  | 2000000  | 1936412  |
|  3.75% 4/15/27  | 7500000  | 7104431  |
| Vodafone Group PLC: |  |  |
|  3.25% 6/4/81 (c) | 2900000  | 2406420  |
|  4.125% 5/30/25  | 5882000  | 5806348  |
|  4.375% 5/30/28  | 6017000  | 5954336  |
|  5.25% 5/30/48  | 7000000  | 6286458  |
|  |  | 69386900 |
| TOTAL COMMUNICATION SERVICES |  | 321444776 |
| CONSUMER DISCRETIONARY - 5.2%  |  |  |
| Automobiles - 1.8% |  |  |
| Ford Motor Co. 3.25% 2/12/32  | 11000000 | 8733485 |
| General Motors Co.: |  |  |
|  5% 4/1/35  | 2279000  | 2016235  |
|  5.2% 4/1/45  | 2600000  | 2204522  |
|  5.4% 4/1/48  | 1050000  | 904478  |
|  5.6% 10/15/32  | 5000000  | 4805564  |
|  5.95% 4/1/49  | 4960000  | 4609257  |
| General Motors Financial Co., Inc.: |  |  |
|  3.1% 1/12/32  | 12060000  | 9674787  |
|  4.3% 4/6/29  | 11200000  | 10259043  |
| Stellantis Finance U.S., Inc.: |  |  |
|  1.711% 1/29/27 (b) | 5994000  | 5176786  |
|  2.691% 9/15/31 (b) | 11150000  | 8610956  |
| Volkswagen Group of America Finance LLC: |  |  |
|  1.625% 11/24/27 (b) | 12000000  | 10166636  |
|  4.75% 11/13/28 (b) | 8072000  | 7818953  |
|  |  | 74980702 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co. 2.75% 2/1/32  | 6032000 | 4875302 |
| Diversified Consumer Services - 0.2% |  |  |
| Ingersoll-Rand Global Holding Co. Ltd.: |  |  |
|  3.75% 8/21/28  | 5146000  | 4876206  |
|  5.75% 6/15/43  | 358000  | 355865  |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 6610000 | 4912204 |
|  |  | 10144275 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| McDonald's Corp. 4.875% 12/9/45  | 6679000 | 6277864 |
| Household Durables - 0.1% |  |  |
| Toll Brothers Finance Corp. 4.375% 4/15/23  | 5162000 | 5134666 |
| Internet & Direct Marketing Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd. 2.125% 2/9/31  | 1065000 | 846750 |
| Multiline Retail - 0.8% |  |  |
| Dollar General Corp. 3.5% 4/3/30  | 11170000 | 10140614 |
| Dollar Tree, Inc.: |  |  |
|  2.65% 12/1/31  | 12000000  | 9796405  |
|  4% 5/15/25  | 6286000  | 6158881  |
|  4.2% 5/15/28  | 6377000  | 6090565  |
|  |  | 32186465 |
| Specialty Retail - 1.8% |  |  |
| Advance Auto Parts, Inc. 1.75% 10/1/27  | 5010000 | 4230701 |
| AutoNation, Inc.: |  |  |
|  1.95% 8/1/28  | 12350000  | 9870603  |
|  2.4% 8/1/31  | 5500000  | 4042445  |
|  3.85% 3/1/32  | 5400000  | 4453033  |
|  4.75% 6/1/30  | 354000  | 318779  |
| AutoZone, Inc. 4% 4/15/30  | 9600000 | 8977087 |
| Lowe's Companies, Inc.: |  |  |
|  3% 10/15/50  | 11700000  | 7855565  |
|  3.75% 4/1/32  | 10000000  | 9109114  |
|  5.625% 4/15/53  | 6450000  | 6452886  |
| O'Reilly Automotive, Inc.: |  |  |
|  3.9% 6/1/29  | 2918000  | 2729880  |
|  4.35% 6/1/28  | 6286000  | 6102453  |
| Ross Stores, Inc. 4.6% 4/15/25  | 5150000 | 5126536 |
| The Home Depot, Inc. 5.95% 4/1/41  | 846000 | 924955 |
| Triton Container International Ltd. 1.15% 6/7/24 (b) | 5450000 | 5021834 |
|  |  | 75215871 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Tapestry, Inc. 3.05% 3/15/32  | 12275000 | 9498258 |
| TOTAL CONSUMER DISCRETIONARY |  | 219160153 |
| CONSUMER STAPLES - 6.0%  |  |  |
| Beverages - 1.7% |  |  |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc. 4.9% 2/1/46  | 12000000 | 11225799 |
| Anheuser-Busch InBev Finance, Inc.: |  |  |
|  4.7% 2/1/36  | 2027000  | 1944896  |
|  4.9% 2/1/46  | 966000  | 903677  |
| Anheuser-Busch InBev Worldwide, Inc.: |  |  |
|  3.5% 6/1/30  | 15000000  | 13852677  |
|  4.5% 6/1/50  | 7000000  | 6328808  |
|  4.6% 4/15/48  | 10509000  | 9547569  |
|  4.9% 1/23/31  | 5729000  | 5794745  |
| Constellation Brands, Inc. 2.875% 5/1/30  | 8624000 | 7422583 |
| PepsiCo, Inc. 3.9% 7/18/32  | 15000000 | 14390967 |
|  |  | 71411721 |
| Food & Staples Retailing - 0.2% |  |  |
| Alimentation Couche-Tard, Inc. 2.95% 1/25/30 (b) | 9622000 | 8200086 |
| Food Products - 1.4% |  |  |
| JBS U.S.A. Lux SA / JBS Food Co.: |  |  |
|  2.5% 1/15/27 (b) | 13215000  | 11518458  |
|  3% 5/15/32 (b) | 12645000  | 9910582  |
|  4.375% 2/2/52 (b) | 5480000  | 3983741  |
|  5.5% 1/15/30 (b) | 12850000  | 12325206  |
|  6.5% 12/1/52 (b) | 8000000  | 7720000  |
| JDE Peet's BV 2.25% 9/24/31 (b) | 4272000 | 3200572 |
| Smithfield Foods, Inc. 3% 10/15/30 (b) | 2115000 | 1628652 |
| Viterra Finance BV 4.9% 4/21/27 (b) | 13300000 | 12439512 |
|  |  | 62726723 |
| Tobacco - 2.7% |  |  |
| Altria Group, Inc.: |  |  |
|  2.45% 2/4/32  | 5875000  | 4453978  |
|  3.4% 2/4/41  | 10300000  | 7010158  |
|  4.25% 8/9/42  | 1221000  | 910407  |
|  4.8% 2/14/29  | 99000  | 95027  |
| BAT Capital Corp.: |  |  |
|  2.259% 3/25/28  | 11550000  | 9682203  |
|  2.726% 3/25/31  | 15400000  | 12128214  |
|  3.215% 9/6/26  | 11285000  | 10474905  |
|  3.222% 8/15/24  | 5433000  | 5239828  |
|  3.557% 8/15/27  | 8000000  | 7297105  |
|  3.984% 9/25/50  | 5000000  | 3380096  |
|  4.7% 4/2/27  | 2012000  | 1939912  |
|  7.75% 10/19/32  | 9600000  | 10577247  |
| BAT International Finance PLC 4.448% 3/16/28  | 7650000 | 7124548 |
| Imperial Tobacco Finance PLC: |  |  |
|  3.5% 7/26/26 (b) | 7764000  | 7149194  |
|  4.25% 7/21/25 (b) | 4713000  | 4498767  |
|  6.125% 7/27/27 (b) | 1922000  | 1922431  |
| Philip Morris International, Inc.: |  |  |
|  4.375% 11/15/41  | 1886000  | 1537420  |
|  5.625% 11/17/29  | 8750000  | 8898345  |
|  5.75% 11/17/32  | 9298000  | 9574859  |
| Reynolds American, Inc.: |  |  |
|  4.45% 6/12/25  | 527000  | 517515  |
|  5.7% 8/15/35  | 274000  | 252953  |
|  |  | 114665112 |
| TOTAL CONSUMER STAPLES |  | 257003642 |
| ENERGY - 7.6%  |  |  |
| Energy Equipment & Services - 0.3% |  |  |
| Baker Hughes Co. 4.486% 5/1/30  | 12000000 | 11545020 |
| Oil, Gas & Consumable Fuels - 7.3% |  |  |
| Boardwalk Pipelines LP 4.95% 12/15/24  | 3700000 | 3664775 |
| Canadian Natural Resources Ltd.: |  |  |
|  2.95% 7/15/30  | 13764000  | 11758931  |
|  3.9% 2/1/25  | 3884000  | 3801075  |
|  5.85% 2/1/35  | 476000  | 465027  |
|  6.25% 3/15/38  | 3908000  | 4007804  |
| Cenovus Energy, Inc.: |  |  |
|  2.65% 1/15/32  | 1233000  | 995869  |
|  3.75% 2/15/52  | 3820000  | 2752261  |
|  4.25% 4/15/27  | 2604000  | 2494699  |
|  5.375% 7/15/25  | 9137000  | 9139705  |
|  5.4% 6/15/47  | 4008000  | 3702205  |
|  6.75% 11/15/39  | 2416000  | 2541887  |
| Cheniere Corpus Christi Holdings LLC 5.875% 3/31/25  | 5721000 | 5748089 |
| ConocoPhillips Co.: |  |  |
|  6.5% 2/1/39  | 4132000  | 4737294  |
|  6.95% 4/15/29  | 2739000  | 3052134  |
| DCP Midstream Operating LP: |  |  |
|  3.875% 3/15/23  | 201000  | 199955  |
|  5.125% 5/15/29  | 8176000  | 7927414  |
|  5.375% 7/15/25  | 5000000  | 4937888  |
|  5.6% 4/1/44  | 307000  | 288734  |
|  5.85% 5/21/43 (b)(c) | 6734000  | 6587887  |
|  6.75% 9/15/37 (b) | 1924000  | 1971025  |
| Eastern Gas Transmission & Storage, Inc.: |  |  |
|  3% 11/15/29  | 7508000  | 6551849  |
|  3.9% 11/15/49  | 7000000  | 4864595  |
| Enbridge, Inc.: |  |  |
|  4.25% 12/1/26  | 383000  | 371346  |
|  5.5% 12/1/46  | 3408000  | 3266959  |
| Energy Transfer LP: |  |  |
|  3.75% 5/15/30  | 10655000  | 9444460  |
|  4% 10/1/27  | 4055000  | 3805004  |
|  4.2% 9/15/23  | 259000  | 257108  |
|  4.25% 4/1/24  | 11475000  | 11246116  |
|  4.95% 6/15/28  | 882000  | 853191  |
|  5% 5/15/50  | 16650000  | 13722096  |
|  5.4% 10/1/47  | 1753000  | 1511748  |
|  5.8% 6/15/38  | 493000  | 457132  |
|  6% 6/15/48  | 322000  | 295751  |
| Florida Gas Transmission Co. LLC 4.35% 7/15/25 (b) | 4510000 | 4386418 |
| Hess Corp.: |  |  |
|  4.3% 4/1/27  | 13487000  | 12963902  |
|  5.6% 2/15/41  | 7562000  | 7287793  |
|  5.8% 4/1/47  | 11100000  | 10782281  |
|  7.3% 8/15/31  | 3175000  | 3489272  |
|  7.875% 10/1/29  | 5544000  | 6206674  |
| Magellan Midstream Partners LP 3.25% 6/1/30  | 10200000 | 8918065 |
| MPLX LP: |  |  |
|  1.75% 3/1/26  | 9336000  | 8333471  |
|  2.65% 8/15/30  | 12000000  | 9847518  |
|  4.875% 12/1/24  | 381000  | 377712  |
|  4.95% 9/1/32  | 3872000  | 3664969  |
| Occidental Petroleum Corp.: |  |  |
|  2.9% 8/15/24  | 1164000  | 1117440  |
|  5.55% 3/15/26  | 670000  | 670000  |
| Ovintiv, Inc.: |  |  |
|  5.15% 11/15/41  | 1620000  | 1465505  |
|  7.375% 11/1/31  | 1041000  | 1128162  |
|  8.125% 9/15/30  | 4649000  | 5167643  |
| Petroleos Mexicanos: |  |  |
|  4.5% 1/23/26  | 7000000  | 6300000  |
|  6.49% 1/23/27  | 991000  | 896657  |
|  6.5% 3/13/27  | 8572000  | 7728515  |
| Phillips 66 Co. 3.85% 4/9/25  | 234000 | 228822 |
| Plains All American Pipeline LP/PAA Finance Corp.: |  |  |
|  3.8% 9/15/30  | 1694000  | 1483904  |
|  3.85% 10/15/23  | 4984000  | 4917300  |
|  4.65% 10/15/25  | 5859000  | 5768704  |
| Southeast Supply Header LLC 4.25% 6/15/24 (b) | 667000 | 601989 |
| Spectra Energy Partners LP: |  |  |
|  3.375% 10/15/26  | 4157000  | 3891550  |
|  4.5% 3/15/45  | 872000  | 729409  |
| Suncor Energy, Inc. 6.5% 6/15/38  | 3417000 | 3544113 |
| The Williams Companies, Inc.: |  |  |
|  2.6% 3/15/31  | 12300000  | 10121886  |
|  3.5% 11/15/30  | 3807000  | 3368876  |
|  4.65% 8/15/32  | 3870000  | 3665819  |
|  5.3% 8/15/52  | 855000  | 785368  |
|  5.75% 6/24/44  | 4411000  | 4295397  |
| TransCanada PipeLines Ltd. 4.25% 5/15/28  | 9800000 | 9363336 |
| Transcontinental Gas Pipe Line Co. LLC 3.25% 5/15/30  | 448000 | 393514 |
| Western Gas Partners LP: |  |  |
|  4.3% 2/1/30  | 21139000  | 18836752  |
|  4.65% 7/1/26  | 238000  | 231463  |
|  |  | 310382212 |
| TOTAL ENERGY |  | 321927232 |
| FINANCIALS - 32.0%  |  |  |
| Banks - 18.2% |  |  |
| AIB Group PLC: |  |  |
|  4.263% 4/10/25 (b)(c) | 5181000  | 4987808  |
|  7.583% 10/14/26 (b)(c) | 10050000  | 10194973  |
| Banco Santander SA 2.749% 12/3/30  | 17400000 | 13018772 |
| Bank of America Corp.: |  |  |
|  3 month U.S. LIBOR + 0.640% 2.015% 2/13/26 (c)(d) | 9000000  | 8340201  |
|  1.898% 7/23/31 (c) | 11200000  | 8732138  |
|  2.592% 4/29/31 (c) | 12500000  | 10315620  |
|  2.972% 2/4/33 (c) | 30000000  | 24521232  |
|  3.194% 7/23/30 (c) | 16960000  | 14802687  |
|  3.705% 4/24/28 (c) | 6286000  | 5855431  |
|  4.571% 4/27/33 (c) | 14000000  | 13047657  |
|  5.015% 7/22/33 (c) | 18200000  | 17570619  |
|  6.11% 1/29/37  | 2152000  | 2231216  |
| Bank of Ireland Group PLC 4.5% 11/25/23 (b) | 6356000 | 6225242 |
| Bank of Nova Scotia 4.5% 12/16/25  | 6650000 | 6566970 |
| Barclays PLC: |  |  |
|  1.007% 12/10/24 (c) | 4697000  | 4441665  |
|  3.65% 3/16/25  | 3904000  | 3723792  |
|  3.811% 3/10/42 (c) | 12000000  | 7828589  |
|  5.088% 6/20/30 (c) | 10793000  | 9721340  |
|  5.746% 8/9/33 (c) | 3331000  | 3190604  |
|  7.437% 11/2/33 (c) | 11800000  | 12499650  |
| BNP Paribas SA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 1.323% 1/13/27 (b)(c)(d) | 6494000  | 5640665  |
|  1.904% 9/30/28 (b)(c) | 11750000  | 9677848  |
|  2.159% 9/15/29 (b)(c) | 6296000  | 5107318  |
|  2.219% 6/9/26 (b)(c) | 3473000  | 3189496  |
|  2.824% 1/26/41 (b) | 9300000  | 5784516  |
|  4.625% 3/13/27 (b) | 4075000  | 3872578  |
| BPCE SA: |  |  |
|  2.277% 1/20/32 (b)(c) | 12075000  | 9003665  |
|  3.116% 10/19/32 (b)(c) | 9800000  | 7158769  |
| Citigroup, Inc.: |  |  |
|  2.666% 1/29/31 (c) | 8200000  | 6806662  |
|  3.106% 4/8/26 (c) | 14000000  | 13279398  |
|  3.785% 3/17/33 (c) | 10000000  | 8729892  |
|  3.98% 3/20/30 (c) | 12000000  | 10972134  |
|  4.4% 6/10/25  | 1331000  | 1309003  |
|  4.412% 3/31/31 (c) | 10000000  | 9295068  |
|  4.6% 3/9/26  | 921000  | 908013  |
|  4.91% 5/24/33 (c) | 5257000  | 5005263  |
|  8.125% 7/15/39  | 1728000  | 2169714  |
| Citizens Financial Group, Inc. 2.638% 9/30/32  | 6941000 | 5187565 |
| Commonwealth Bank of Australia 3.784% 3/14/32 (b) | 26452000 | 21722447 |
| Credit Agricole SA 2.811% 1/11/41 (b) | 6691000 | 4143272 |
| Danske Bank A/S 1.171% 12/8/23 (b)(c) | 16700000 | 16688680 |
| Fifth Third Bancorp 8.25% 3/1/38  | 3460000 | 4207204 |
| HSBC Holdings PLC: |  |  |
|  2.251% 11/22/27 (c) | 8604000  | 7416218  |
|  2.357% 8/18/31 (c) | 24800000  | 18923741  |
|  2.848% 6/4/31 (c) | 9800000  | 7811328  |
|  4.041% 3/13/28 (c) | 6005000  | 5503294  |
|  4.762% 3/29/33 (c) | 12550000  | 10857775  |
|  4.95% 3/31/30  | 462000  | 442771  |
|  5.402% 8/11/33 (c) | 8117000  | 7599760  |
| Huntington Bancshares, Inc.: |  |  |
|  2.487% 8/15/36 (c) | 9956000  | 7208885  |
|  4.443% 8/4/28 (c) | 4512000  | 4284800  |
| ING Groep NV: |  |  |
|  4.017% 3/28/28 (c) | 15000000  | 13996532  |
|  4.252% 3/28/33 (c) | 10000000  | 8810540  |
| Intesa Sanpaolo SpA 5.71% 1/15/26 (b) | 19037000 | 18392547 |
| JPMorgan Chase & Co.: |  |  |
|  2.739% 10/15/30 (c) | 15000000  | 12739837  |
|  2.956% 5/13/31 (c) | 1884000  | 1571044  |
|  2.963% 1/25/33 (c) | 15000000  | 12367084  |
|  4.323% 4/26/28 (c) | 15000000  | 14375793  |
|  4.586% 4/26/33 (c) | 15000000  | 14090152  |
|  4.912% 7/25/33 (c) | 20000000  | 19286293  |
|  5.717% 9/14/33 (c) | 21050000  | 20824022  |
| Lloyds Banking Group PLC: |  |  |
|  3.87% 7/9/25 (c) | 5500000  | 5294724  |
|  4.375% 3/22/28  | 6937000  | 6518566  |
|  4.976% 8/11/33 (c) | 10000000  | 9203394  |
|  7.953% 11/15/33 (c) | 9950000  | 10477354  |
| Mitsubishi UFJ Financial Group, Inc. 4.08% 4/19/28 (c) | 14650000 | 13845395 |
| Mizuho Financial Group, Inc. 2.564% 9/13/31  | 17000000 | 13013795 |
| Rabobank Nederland: |  |  |
|  3.649% 4/6/28 (b)(c) | 11150000  | 10278216  |
|  3.75% 7/21/26  | 6754000  | 6339994  |
| Royal Bank of Canada 4.65% 1/27/26  | 1061000 | 1050603 |
| Santander Holdings U.S.A., Inc.: |  |  |
|  2.49% 1/6/28 (c) | 2768000  | 2402088  |
|  3.5% 6/7/24  | 6658000  | 6460308  |
|  5.807% 9/9/26 (c) | 5963000  | 5937125  |
| Societe Generale: |  |  |
|  1.488% 12/14/26 (b)(c) | 4601000  | 3978821  |
|  3.625% 3/1/41 (b) | 12500000  | 8030816  |
|  4.25% 4/14/25 (b) | 2698000  | 2577640  |
|  4.75% 11/24/25 (b) | 6461000  | 6154027  |
|  6.221% 6/15/33 (b)(c) | 13500000  | 12555015  |
| Standard Chartered PLC 3.785% 5/21/25 (b)(c) | 6937000 | 6646166 |
| SVB Financial Group: |  |  |
|  1.8% 10/28/26  | 6500000  | 5646254  |
|  3.125% 6/5/30  | 2947000  | 2411017  |
| Synchrony Bank 5.625% 8/23/27  | 3367000 | 3259591 |
| UniCredit SpA 1.982% 6/3/27 (b)(c) | 9900000 | 8388493 |
| Wells Fargo & Co.: |  |  |
|  2.164% 2/11/26 (c) | 14170000  | 13210888  |
|  2.188% 4/30/26 (c) | 12500000  | 11642432  |
|  3.068% 4/30/41 (c) | 12500000  | 9279316  |
|  4.897% 7/25/33 (c) | 10454000  | 10073094  |
| Westpac Banking Corp. U.S. TREASURY 1 YEAR INDEX + 2.680% 5.405% 8/10/33 (c)(d) | 16000000 | 14774536 |
| Zions Bancorp NA 3.25% 10/29/29  | 8229000 | 6784586 |
|  |  | 770412046 |
| Capital Markets - 4.6% |  |  |
| Ares Capital Corp.: |  |  |
|  2.15% 7/15/26  | 10800000  | 9209172  |
|  2.875% 6/15/27  | 5125000  | 4392540  |
|  3.25% 7/15/25  | 5300000  | 4847756  |
|  3.875% 1/15/26  | 6017000  | 5532960  |
|  4.25% 3/1/25  | 5162000  | 4904658  |
| Blackstone Holdings Finance Co. LLC: |  |  |
|  2.8% 9/30/50 (b) | 2000000  | 1199001  |
|  3.5% 9/10/49 (b) | 7409000  | 5219160  |
| Credit Suisse Group AG: |  |  |
|  2.593% 9/11/25 (b)(c) | 3093000  | 2740054  |
|  3.091% 5/14/32 (b)(c) | 8500000  | 5790733  |
|  4.194% 4/1/31 (b)(c) | 9628000  | 7299094  |
|  4.55% 4/17/26  | 4872000  | 4234224  |
|  6.537% 8/12/33 (b)(c) | 11500000  | 10074496  |
|  9.016% 11/15/33 (b)(c) | 5900000  | 5990078  |
| Deutsche Bank AG 4.5% 4/1/25  | 15225000 | 14436010 |
| Deutsche Bank AG New York Branch: |  |  |
|  2.129% 11/24/26 (c) | 12621000  | 11046273  |
|  3.035% 5/28/32 (c) | 6468000  | 4871377  |
| Goldman Sachs Group, Inc.: |  |  |
|  3.5% 11/16/26  | 5162000  | 4909978  |
|  3.75% 2/25/26  | 4490000  | 4344971  |
|  4.482% 8/23/28 (c) | 10000000  | 9600436  |
| Morgan Stanley: |  |  |
|  1.794% 2/13/32 (c) | 11750000  | 8942215  |
|  2.188% 4/28/26 (c) | 11770000  | 10948344  |
|  2.699% 1/22/31 (c) | 10000000  | 8379670  |
|  4.3% 1/27/45  | 851000  | 732897  |
|  6.342% 10/18/33 (c) | 14000000  | 14887550  |
| Peachtree Corners Funding Trust 3.976% 2/15/25 (b) | 6763000 | 6555345 |
| S&P Global, Inc. 3.9% 3/1/62 (b) | 3876000 | 3155323 |
| UBS Group AG: |  |  |
|  3.126% 8/13/30 (b)(c) | 8605000  | 7322899  |
|  4.988% 8/5/33 (b)(c) | 16800000  | 15652066  |
|  |  | 197219280 |
| Consumer Finance - 3.3% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |
|  1.65% 10/29/24  | 4500000  | 4140746  |
|  1.75% 1/30/26  | 6211000  | 5479733  |
|  2.45% 10/29/26  | 8864000  | 7794074  |
|  3% 10/29/28  | 6952000  | 5873671  |
|  3.3% 1/30/32  | 2088000  | 1664073  |
|  3.4% 10/29/33  | 4321000  | 3349319  |
|  3.85% 10/29/41  | 7060000  | 5178932  |
|  4.875% 1/16/24  | 371000  | 365754  |
| Ally Financial, Inc.: |  |  |
|  2.2% 11/2/28  | 3965000  | 3166510  |
|  3.05% 6/5/23  | 4445000  | 4385517  |
|  3.875% 5/21/24  | 1970000  | 1916566  |
|  5.75% 11/20/25  | 7714000  | 7611145  |
|  5.8% 5/1/25  | 1997000  | 2005243  |
|  8% 11/1/31  | 20573000  | 22069979  |
| Capital One Financial Corp.: |  |  |
|  2.359% 7/29/32 (c) | 13862000  | 10100678  |
|  5.247% 7/26/30 (c) | 6476000  | 6172689  |
|  5.268% 5/10/33 (c) | 18000000  | 16951383  |
| Discover Financial Services: |  |  |
|  4.5% 1/30/26  | 1042000  | 1003071  |
|  6.7% 11/29/32  | 1017000  | 1034596  |
| Ford Motor Credit Co. LLC: |  |  |
|  3.375% 11/13/25  | 8750000  | 8073013  |
|  3.625% 6/17/31  | 200000  | 164159  |
|  4.063% 11/1/24  | 8000000  | 7722766  |
|  4.95% 5/28/27  | 16400000  | 15520468  |
| Synchrony Financial 4.375% 3/19/24  | 513000 | 503829 |
|  |  | 142247914 |
| Diversified Financial Services - 2.4% |  |  |
| Aon Corp. / Aon Global Holdings PLC 2.6% 12/2/31  | 3303000 | 2703883 |
| Athene Global Funding: |  |  |
|  1.45% 1/8/26 (b) | 17950000  | 15810619  |
|  2.5% 3/24/28 (b) | 11200000  | 9477259  |
| Blackstone Private Credit Fund: |  |  |
|  4.7% 3/24/25  | 9805000  | 9582690  |
|  7.05% 9/29/25 (b) | 4993000  | 5002950  |
| Brixmor Operating Partnership LP: |  |  |
|  2.25% 4/1/28  | 3781000  | 3129335  |
|  4.05% 7/1/30  | 2172000  | 1898185  |
|  4.125% 5/15/29  | 1112000  | 993853  |
| Corebridge Financial, Inc.: |  |  |
|  3.65% 4/5/27 (b) | 1496000  | 1400340  |
|  3.85% 4/5/29 (b) | 1468000  | 1336346  |
|  3.9% 4/5/32 (b) | 1747000  | 1540515  |
|  4.35% 4/5/42 (b) | 397000  | 325035  |
|  4.4% 4/5/52 (b) | 1175000  | 944429  |
| Equitable Holdings, Inc.: |  |  |
|  4.35% 4/20/28  | 6107000  | 5808226  |
|  5% 4/20/48  | 2979000  | 2588345  |
| Jackson Financial, Inc.: |  |  |
|  3.125% 11/23/31  | 18220000  | 13980459  |
|  4% 11/23/51  | 6000000  | 3886481  |
|  5.17% 6/8/27  | 1619000  | 1586576  |
|  5.67% 6/8/32  | 9062000  | 8609381  |
| Rexford Industrial Realty LP 2.15% 9/1/31  | 4635000 | 3578584 |
| Voya Financial, Inc.: |  |  |
|  4.7% 1/23/48 (c) | 5029000  | 3715909  |
|  5.7% 7/15/43  | 2341000  | 2168631  |
|  |  | 100068031 |
| Insurance - 3.5% |  |  |
| AIA Group Ltd.: |  |  |
|  3.2% 9/16/40 (b) | 1743000  | 1260627  |
|  3.375% 4/7/30 (b) | 2730000  | 2410057  |
|  3.6% 4/9/29 (b) | 3500000  | 3198436  |
|  3.9% 4/6/28 (b) | 4213000  | 3961460  |
| American International Group, Inc. 5.75% 4/1/48 (c) | 5747000 | 5396433 |
| AmFam Holdings, Inc. 2.805% 3/11/31 (b) | 8775000 | 6885313 |
| Aon Corp. 6.25% 9/30/40  | 228000 | 237395 |
| Assurant, Inc. 2.65% 1/15/32  | 12450000 | 9258484 |
| Athene Holding Ltd.: |  |  |
|  3.45% 5/15/52  | 11000000  | 6867258  |
|  3.95% 5/25/51  | 2575000  | 1774353  |
|  6.65% 2/1/33  | 8100000  | 8105190  |
| Brown & Brown, Inc. 2.375% 3/15/31  | 5701000 | 4384555 |
| Empower Finance 2020 LP 3.075% 9/17/51 (b) | 5656000 | 3462981 |
| Fairfax Financial Holdings Ltd.: |  |  |
|  3.375% 3/3/31  | 5515000  | 4461667  |
|  5.625% 8/16/32 (b) | 21500000  | 20205706  |
| Hartford Financial Services Group, Inc. 4.3% 4/15/43  | 1090000 | 889921 |
| Intact Financial Corp. 5.459% 9/22/32 (b) | 11832000 | 11800749 |
| Liberty Mutual Group, Inc. 5.5% 6/15/52 (b) | 9450000 | 8507719 |
| Massachusetts Mutual Life Insurance Co.: |  |  |
|  3.2% 12/1/61 (b) | 9725000  | 6010356  |
|  3.729% 10/15/70 (b) | 2604000  | 1744916  |
| Pacific LifeCorp: |  |  |
|  3.35% 9/15/50 (b) | 11300000  | 7781925  |
|  5.125% 1/30/43 (b) | 1156000  | 1054261  |
| Pricoa Global Funding I 5.625% 6/15/43 (c) | 4490000 | 4452509 |
| Principal Financial Group, Inc. 3.7% 5/15/29  | 1265000 | 1182862 |
| Prudential Financial, Inc.: |  |  |
|  3.935% 12/7/49  | 1354000  | 1063779  |
|  6% 9/1/52 (c) | 6884000  | 6347329  |
| Reliance Standard Life Global Funding II 2.75% 5/7/25 (b) | 8978000 | 8425211 |
| Unum Group: |  |  |
|  4.125% 6/15/51  | 8470000  | 5900232  |
|  5.75% 8/15/42  | 3366000  | 3003466  |
|  |  | 150035150 |
| TOTAL FINANCIALS |  | 1359982421 |
| HEALTH CARE - 5.6%  |  |  |
| Biotechnology - 0.6% |  |  |
| AbbVie, Inc.: |  |  |
|  3.2% 11/21/29  | 5000000  | 4564891  |
|  4.05% 11/21/39  | 5000000  | 4368251  |
|  4.55% 3/15/35  | 4916000  | 4676048  |
| Amgen, Inc. 4.663% 6/15/51  | 6000000 | 5414889 |
| Regeneron Pharmaceuticals, Inc.: |  |  |
|  1.75% 9/15/30  | 5900000  | 4635522  |
|  2.8% 9/15/50  | 4000000  | 2536306  |
|  |  | 26195907 |
| Health Care Providers & Services - 3.1% |  |  |
| Centene Corp.: |  |  |
|  2.625% 8/1/31  | 16630000  | 13074839  |
|  3% 10/15/30  | 15525000  | 12724135  |
|  4.25% 12/15/27  | 1615000  | 1515645  |
|  4.625% 12/15/29  | 5880000  | 5467430  |
| Cigna Corp.: |  |  |
|  3.4% 3/15/50  | 7000000  | 5051542  |
|  3.4% 3/15/51  | 7000000  | 5101763  |
|  4.125% 11/15/25  | 838000  | 824241  |
|  4.375% 10/15/28  | 1336000  | 1302098  |
|  4.8% 8/15/38  | 4331000  | 4086252  |
|  4.9% 12/15/48  | 831000  | 767167  |
| CVS Health Corp. 4.78% 3/25/38  | 3477000 | 3213412 |
| Elevance Health, Inc. 2.25% 5/15/30  | 8725000 | 7286319 |
| HCA Holdings, Inc.: |  |  |
|  3.375% 3/15/29 (b) | 3530000  | 3108635  |
|  3.625% 3/15/32 (b) | 12535000  | 10715479  |
|  4.625% 3/15/52 (b) | 5310000  | 4281378  |
|  5.125% 6/15/39  | 3015000  | 2687365  |
|  5.25% 6/15/49  | 3323000  | 2906051  |
| Quest Diagnostics, Inc. 2.95% 6/30/30  | 10000000 | 8658537 |
| Sabra Health Care LP: |  |  |
|  3.2% 12/1/31  | 9732000  | 7297451  |
|  3.9% 10/15/29  | 1261000  | 1041513  |
| UnitedHealth Group, Inc.: |  |  |
|  3.95% 10/15/42  | 119000  | 101136  |
|  4.25% 3/15/43  | 2244000  | 1995723  |
|  4.625% 7/15/35  | 671000  | 658687  |
|  4.75% 7/15/45  | 1642000  | 1550409  |
| Universal Health Services, Inc.: |  |  |
|  2.65% 10/15/30 (b) | 15083000  | 12058709  |
|  2.65% 1/15/32 (b) | 15293000  | 11567960  |
|  |  | 129043876 |
| Pharmaceuticals - 1.9% |  |  |
| AstraZeneca PLC 6.45% 9/15/37  | 4965000 | 5656551 |
| Bayer U.S. Finance II LLC: |  |  |
|  3.375% 7/15/24 (b) | 7000000  | 6788074  |
|  4.25% 12/15/25 (b) | 13334000  | 12930758  |
|  4.375% 12/15/28 (b) | 8500000  | 8068695  |
|  4.875% 6/25/48 (b) | 8545000  | 7453198  |
| Elanco Animal Health, Inc.: |  |  |
|  5.772% 8/28/23  | 283000  | 281848  |
|  6.4% 8/28/28 (c) | 11422000  | 10548560  |
| Mylan NV 4.55% 4/15/28  | 8085000 | 7613920 |
| Perrigo Finance PLC 4.4% 6/15/30  | 10400000 | 8889192 |
| Viatris, Inc.: |  |  |
|  2.7% 6/22/30  | 8964000  | 7150120  |
|  4% 6/22/50  | 10251000  | 6667144  |
|  |  | 82048060 |
| TOTAL HEALTH CARE |  | 237287843 |
| INDUSTRIALS - 4.2%  |  |  |
| Aerospace & Defense - 1.8% |  |  |
| BAE Systems PLC: |  |  |
|  3% 9/15/50 (b) | 6954000  | 4660221  |
|  3.4% 4/15/30 (b) | 863000  | 768040  |
| Northrop Grumman Corp.: |  |  |
|  2.93% 1/15/25  | 50000  | 48078  |
|  4.03% 10/15/47  | 5388000  | 4569402  |
| The Boeing Co.: |  |  |
|  2.75% 2/1/26  | 3325000  | 3077925  |
|  3.25% 2/1/28  | 7000000  | 6374619  |
|  5.04% 5/1/27  | 26500000  | 26242887  |
|  5.15% 5/1/30  | 16500000  | 16097911  |
|  5.805% 5/1/50  | 13000000  | 12264903  |
|  |  | 74103986 |
| Airlines - 0.7% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/29  | 2378331 | 1990881 |
| American Airlines, Inc. 3.75% 4/15/27  | 2977370 | 2596832 |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/36 (b) | 2269351 | 1870054 |
| Southwest Airlines Co.: |  |  |
|  5.125% 6/15/27  | 7250000  | 7294285  |
|  5.25% 5/4/25  | 12600000  | 12670557  |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/29  | 1697852 | 1460408 |
| United Airlines, Inc. equipment trust certificate 4.6% 9/1/27  | 1443968 | 1311925 |
|  |  | 29194942 |
| Building Products - 0.4% |  |  |
| Carlisle Companies, Inc. 2.75% 3/1/30  | 10000000 | 8365928 |
| Carrier Global Corp. 2.7% 2/15/31  | 10200000 | 8525107 |
|  |  | 16891035 |
| Electrical Equipment - 0.1% |  |  |
| Hubbell, Inc. 3.5% 2/15/28  | 5388000 | 5004434 |
| Machinery - 0.2% |  |  |
| Ingersoll-Rand Luxembourg Finance SA 4.65% 11/1/44  | 504000 | 435990 |
| Westinghouse Air Brake Tech Co. 3.2% 6/15/25  | 6416000 | 6022066 |
|  |  | 6458056 |
| Professional Services - 0.0% |  |  |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (b) | 100000 | 90124 |
| Road & Rail - 0.4% |  |  |
| Burlington Northern Santa Fe LLC: |  |  |
|  4.15% 4/1/45  | 906000  | 793099  |
|  4.4% 3/15/42  | 2244000  | 2049050  |
| Canadian Pacific Railway Co. 3.1% 12/2/51  | 3713000 | 2610461 |
| CSX Corp.: |  |  |
|  3.8% 4/15/50  | 126000  | 99018  |
|  4.3% 3/1/48  | 8870000  | 7721364  |
| Union Pacific Corp. 3.25% 2/5/50  | 5500000 | 4101921 |
|  |  | 17374913 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp.: |  |  |
|  2.875% 1/15/26  | 7000000  | 6448127  |
|  2.875% 1/15/32  | 15300000  | 12091327  |
|  |  | 18539454 |
| Transportation Infrastructure - 0.2% |  |  |
| Avolon Holdings Funding Ltd.: |  |  |
|  2.875% 2/15/25 (b) | 6760000  | 6205841  |
|  4.25% 4/15/26 (b) | 1403000  | 1272957  |
|  4.375% 5/1/26 (b) | 1008000  | 916283  |
|  5.5% 1/15/26 (b) | 1800000  | 1704968  |
|  |  | 10100049 |
| TOTAL INDUSTRIALS |  | 177756993 |
| INFORMATION TECHNOLOGY - 3.8%  |  |  |
| Electronic Equipment & Components - 1.0% |  |  |
| Dell International LLC/EMC Corp.: |  |  |
|  3.375% 12/15/41 (b) | 6000000  | 4134782  |
|  3.45% 12/15/51 (b) | 8000000  | 5156980  |
|  5.3% 10/1/29  | 10000000  | 9891777  |
|  5.85% 7/15/25  | 485000  | 492622  |
|  6.02% 6/15/26  | 3386000  | 3457970  |
| Vontier Corp.: |  |  |
|  2.4% 4/1/28  | 12350000  | 9666963  |
|  2.95% 4/1/31  | 13858000  | 9956904  |
|  |  | 42757998 |
| IT Services - 0.3% |  |  |
| CDW LLC/CDW Finance Corp. 2.67% 12/1/26  | 8591000 | 7614286 |
| Fiserv, Inc. 3.5% 7/1/29  | 3773000 | 3402751 |
|  |  | 11017037 |
| Semiconductors & Semiconductor Equipment - 1.5% |  |  |
| Broadcom, Inc.: |  |  |
|  1.95% 2/15/28 (b) | 843000  | 712508  |
|  2.45% 2/15/31 (b) | 7200000  | 5680544  |
|  2.6% 2/15/33 (b) | 7289000  | 5507646  |
|  3.137% 11/15/35 (b) | 11000000  | 8151871  |
|  3.5% 2/15/41 (b) | 5793000  | 4190294  |
|  3.75% 2/15/51 (b) | 2719000  | 1918821  |
| Marvell Technology, Inc. 2.45% 4/15/28  | 8000000 | 6788038 |
| Microchip Technology, Inc.: |  |  |
|  0.972% 2/15/24  | 7000000  | 6623198  |
|  0.983% 9/1/24  | 4181000  | 3865765  |
| Micron Technology, Inc.: |  |  |
|  2.703% 4/15/32  | 3275000  | 2531726  |
|  3.366% 11/1/41  | 3570000  | 2486688  |
|  3.477% 11/1/51  | 3580000  | 2374089  |
|  4.185% 2/15/27  | 13879000  | 13269047  |
|  |  | 64100235 |
| Software - 0.9% |  |  |
| Oracle Corp.: |  |  |
|  2.5% 4/1/25  | 7000000  | 6621064  |
|  2.8% 4/1/27  | 5000000  | 4562567  |
|  2.875% 3/25/31  | 12000000  | 10037257  |
|  3.95% 3/25/51  | 8510000  | 6227367  |
|  4.375% 5/15/55  | 3725000  | 2832188  |
|  5.375% 7/15/40  | 216000  | 199573  |
| Roper Technologies, Inc.: |  |  |
|  1.75% 2/15/31  | 6000000  | 4655780  |
|  2.95% 9/15/29  | 4544000  | 3978165  |
|  |  | 39113961 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Apple, Inc. 3.85% 8/4/46  | 4529000 | 3926977 |
| TOTAL INFORMATION TECHNOLOGY |  | 160916208 |
| MATERIALS - 1.3%  |  |  |
| Chemicals - 1.0% |  |  |
| Celanese U.S. Holdings LLC: |  |  |
|  6.165% 7/15/27  | 19000000  | 18596233  |
|  6.33% 7/15/29  | 6000000  | 5765244  |
| International Flavors & Fragrances, Inc.: |  |  |
|  1.832% 10/15/27 (b) | 8450000  | 7061868  |
|  2.3% 11/1/30 (b) | 8500000  | 6681306  |
| LYB International Finance III LLC 2.25% 10/1/30  | 5205000 | 4148042 |
| The Dow Chemical Co. 4.55% 11/30/25  | 136000 | 135017 |
|  |  | 42387710 |
| Containers & Packaging - 0.1% |  |  |
| Avery Dennison Corp. 4.875% 12/6/28  | 5802000 | 5697885 |
| Metals & Mining - 0.2% |  |  |
| Anglo American Capital PLC 3.875% 3/16/29 (b) | 10000000 | 8864400 |
| TOTAL MATERIALS |  | 56949995 |
| REAL ESTATE - 5.9%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.6% |  |  |
| Agree LP 4.8% 10/1/32  | 10929000 | 10052528 |
| Alexandria Real Estate Equities, Inc.: |  |  |
|  1.875% 2/1/33  | 16250000  | 12084321  |
|  4.7% 7/1/30  | 1381000  | 1324725  |
| American Homes 4 Rent LP: |  |  |
|  2.375% 7/15/31  | 340000  | 264280  |
|  3.375% 7/15/51  | 526000  | 336232  |
|  3.625% 4/15/32  | 1607000  | 1361606  |
|  4.3% 4/15/52  | 1113000  | 825683  |
| American Tower Corp.: |  |  |
|  2.1% 6/15/30  | 5700000  | 4578799  |
|  2.4% 3/15/25  | 8080000  | 7603051  |
| Camden Property Trust 3.15% 7/1/29  | 6286000 | 5613957 |
| Corporate Office Properties LP: |  |  |
|  2% 1/15/29  | 7677000  | 5941344  |
|  2.25% 3/15/26  | 831000  | 729862  |
|  2.75% 4/15/31  | 4027000  | 3042718  |
|  2.9% 12/1/33  | 13205000  | 9427961  |
| Crown Castle International Corp. 3.3% 7/1/30  | 14000000 | 12312458 |
| Hudson Pacific Properties LP: |  |  |
|  3.95% 11/1/27  | 4132000  | 3503024  |
|  5.95% 2/15/28  | 28823000  | 27364747  |
| Invitation Homes Operating Partnership LP: |  |  |
|  2% 8/15/31  | 4645000  | 3438590  |
|  4.15% 4/15/32  | 2349000  | 2059296  |
| Kite Realty Group Trust: |  |  |
|  4% 3/15/25  | 225000  | 215818  |
|  4.75% 9/15/30  | 4559000  | 4046875  |
| LXP Industrial Trust (REIT) 4.4% 6/15/24  | 225000 | 218703 |
| MPT Operating Partnership LP/MPT Finance Corp. 3.5% 3/15/31  | 19000000 | 13395000 |
| Omega Healthcare Investors, Inc.: |  |  |
|  3.25% 4/15/33  | 3096000  | 2270114  |
|  3.375% 2/1/31  | 11659000  | 9112827  |
|  4.375% 8/1/23  | 1387000  | 1368866  |
|  4.75% 1/15/28  | 5000000  | 4615254  |
| Piedmont Operating Partnership LP 2.75% 4/1/32  | 670000 | 478611 |
| Realty Income Corp. 2.85% 12/15/32  | 481000 | 394669 |
| Simon Property Group LP 2.45% 9/13/29  | 7542000 | 6340617 |
| Spirit Realty LP 2.1% 3/15/28  | 4920000 | 3999506 |
| Store Capital Corp.: |  |  |
|  2.7% 12/1/31  | 13000000  | 9780464  |
|  2.75% 11/18/30  | 979000  | 763428  |
| Sun Communities Operating LP: |  |  |
|  2.3% 11/1/28  | 764000  | 628524  |
|  2.7% 7/15/31  | 1942000  | 1510986  |
|  4.2% 4/15/32  | 15000000  | 12941479  |
| UDR, Inc. 2.1% 8/1/32  | 7194000 | 5342328 |
| Ventas Realty LP: |  |  |
|  2.5% 9/1/31  | 5636000  | 4438246  |
|  3% 1/15/30  | 8140000  | 6915030  |
|  4.4% 1/15/29  | 10000000  | 9362527  |
| VICI Properties LP: |  |  |
|  4.75% 2/15/28  | 3225000  | 3040079  |
|  4.95% 2/15/30  | 9650000  | 9122657  |
|  5.125% 5/15/32  | 820000  | 769168  |
| Vornado Realty LP: |  |  |
|  2.15% 6/1/26  | 837000  | 707429  |
|  3.4% 6/1/31  | 3027000  | 2307496  |
| WP Carey, Inc.: |  |  |
|  2.4% 2/1/31  | 5638000  | 4482927  |
|  4% 2/1/25  | 7950000  | 7732880  |
|  |  | 238167690 |
| Real Estate Management & Development - 0.3% |  |  |
| Brandywine Operating Partnership LP: |  |  |
|  4.1% 10/1/24  | 2694000  | 2592625  |
|  4.55% 10/1/29  | 1809000  | 1598432  |
| Tanger Properties LP 2.75% 9/1/31  | 9752000 | 6974747 |
|  |  | 11165804 |
| TOTAL REAL ESTATE |  | 249333494 |
| UTILITIES - 8.3%  |  |  |
| Electric Utilities - 4.9% |  |  |
| Alabama Power Co. 3.05% 3/15/32  | 3060000 | 2663151 |
| American Transmission Systems, Inc. 2.65% 1/15/32 (b) | 9388000 | 7666306 |
| Cleco Corporate Holdings LLC: |  |  |
|  3.375% 9/15/29  | 11165000  | 9531201  |
|  3.743% 5/1/26  | 16357000  | 15425121  |
| Cleveland Electric Illuminating Co.: |  |  |
|  3.5% 4/1/28 (b) | 3597000  | 3295562  |
|  5.95% 12/15/36  | 3300000  | 3329029  |
| Duke Energy Corp.: |  |  |
|  2.45% 6/1/30  | 1269000  | 1066402  |
|  2.55% 6/15/31  | 7000000  | 5757261  |
|  4.5% 8/15/32  | 20130000  | 19098933  |
|  5% 8/15/52  | 15130000  | 13749129  |
| Duke Energy Industries, Inc. 4.9% 7/15/43  | 2694000 | 2487586 |
| Duquesne Light Holdings, Inc.: |  |  |
|  2.532% 10/1/30 (b) | 1167000  | 922935  |
|  2.775% 1/7/32 (b) | 4292000  | 3366205  |
|  3.616% 8/1/27 (b) | 4394000  | 3963399  |
| Edison International 3.55% 11/15/24  | 4250000 | 4090046 |
| Exelon Corp.: |  |  |
|  3.35% 3/15/32 (b) | 20822000  | 18293986  |
|  4.05% 4/15/30  | 7586000  | 7156989  |
|  4.1% 3/15/52 (b) | 609000  | 497025  |
| FirstEnergy Corp.: |  |  |
|  2.05% 3/1/25  | 2196000  | 2026283  |
|  2.25% 9/1/30  | 9244000  | 7347362  |
|  2.65% 3/1/30  | 4770000  | 3943645  |
|  7.375% 11/15/31  | 7300000  | 8219882  |
| IPALCO Enterprises, Inc.: |  |  |
|  3.7% 9/1/24  | 430000  | 416433  |
|  4.25% 5/1/30  | 14400000  | 12900580  |
| Southern Co.: |  |  |
|  3.7% 4/30/30  | 14820000  | 13411102  |
|  4.4% 7/1/46  | 13000000  | 10924720  |
|  5.113% 8/1/27  | 18500000  | 18439336  |
| Tampa Electric Co. 6.55% 5/15/36  | 449000 | 482213 |
| Xcel Energy, Inc.: |  |  |
|  3.5% 12/1/49  | 7338000  | 5425738  |
|  4.8% 9/15/41  | 499000  | 443525  |
|  |  | 206341085 |
| Gas Utilities - 0.2% |  |  |
| Boston Gas Co. 4.487% 2/15/42 (b) | 1796000 | 1495733 |
| ONE Gas, Inc. 2% 5/15/30  | 5208000 | 4249951 |
| Southern Co. Gas Capital Corp. 3.15% 9/30/51  | 4891000 | 3217294 |
|  |  | 8962978 |
| Independent Power and Renewable Electricity Producers - 1.4% |  |  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (b) | 10000000 | 8815252 |
| Emera U.S. Finance LP: |  |  |
|  2.639% 6/15/31  | 12675000  | 10005080  |
|  3.55% 6/15/26  | 14650000  | 13741553  |
|  4.75% 6/15/46  | 8751000  | 6930514  |
| The AES Corp.: |  |  |
|  1.375% 1/15/26  | 4810000  | 4272972  |
|  2.45% 1/15/31  | 13083000  | 10395982  |
|  3.3% 7/15/25 (b) | 3929000  | 3677251  |
|  3.95% 7/15/30 (b) | 3427000  | 3000339  |
|  |  | 60838943 |
| Multi-Utilities - 1.8% |  |  |
| Berkshire Hathaway Energy Co. 2.85% 5/15/51  | 6500000 | 4288714 |
| Dominion Energy, Inc. 3.071% 8/15/24 (c) | 8845000 | 8547896 |
| NiSource, Inc.: |  |  |
|  0.95% 8/15/25  | 2663000  | 2401276  |
|  1.7% 2/15/31  | 5000000  | 3853378  |
|  2.95% 9/1/29  | 1798000  | 1576413  |
|  3.49% 5/15/27  | 3591000  | 3390616  |
|  3.6% 5/1/30  | 5261000  | 4729700  |
|  4.375% 5/15/47  | 5000000  | 4186833  |
|  4.8% 2/15/44  | 8000000  | 7148568  |
|  5.25% 2/15/43  | 212000  | 199954  |
|  5.95% 6/15/41  | 1024000  | 1034465  |
| Puget Energy, Inc.: |  |  |
|  2.379% 6/15/28  | 10580000  | 9054304  |
|  3.65% 5/15/25  | 2636000  | 2509945  |
|  4.1% 6/15/30  | 2781000  | 2498474  |
|  4.224% 3/15/32  | 17115000  | 15270163  |
| WEC Energy Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 2.610% 6.7186% 5/15/67 (c)(d) | 105000  | 86106  |
|  2.2% 12/15/28  | 5000000  | 4240283  |
|  |  | 75017088 |
| TOTAL UTILITIES |  | 351160094 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $4,279,446,244) |  | <br> **3712922851** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 5.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 5.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 5.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bonds: |  |  |
|  1.75% 8/15/41  | 21300000 | 14860078 |
|  1.875% 2/15/41  | 20000000 | 14453125 |
|  2% 11/15/41  | 31000000 | 22577930 |
|  2.25% 2/15/52  | 4300000 | 3105238 |
|  2.875% 5/15/52  | 74400000 | 61845000 |
|  3% 8/15/52  | 154000000 | 131862493 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $275,229,046) |  | **248703864** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Dominos Pizza Master Issuer LLC Series 2018-1A Class A2I, 4.116% 7/25/48 (b) <br>(Cost $2,206,080) <br>| 2206080 | **2064644** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| American Muni. Pwr., Inc. Rev. (Combined Hydroelectric Proj.) Series 2010 B, 8.084% 2/15/50  | 1395000 | 1795699 |
| California Gen. Oblig. Series 2010, 7.625% 3/1/40  | 305000 | 390928 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $2,423,908) |  | **2186627** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| United Mexican States 4.5% 4/22/29 <br>(Cost $5,585,667) <br>| 5000000 | **4865000** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Regions Bank 6.45% 6/26/37 <br>(Cost $2,727,024) <br>| 2611000 | **2717826** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ENERGY - 0.1%  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge, Inc. 5.75% 7/15/80 (c) | 5706000 | 5073892 |
| FINANCIALS - 0.2%  |  |  |
| Capital Markets - 0.2% |  |  |
| UBS Group AG: |  |  |
|  4.375% (b)(c)(e) | 3595000  | 2664794  |
|  4.875% (b)(c)(e) | 7660000  | 6436196  |
|  |  | 9100990 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $16,961,000) |  | <br> **14174882** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 5.3%** | &nbsp;&nbsp;**Money Market Funds - 5.3%** | &nbsp;&nbsp;**Money Market Funds - 5.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (f) <br>(Cost $225,147,482) <br>| 225103733 | **225148754** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.3%**<br> (Cost $4,809,726,451)<br>| <br>**4212784448** |
| **NET OTHER ASSETS (LIABILITIES) - 0.7%**  | **29306202** |
| **NET ASSETS - 100.0%** | **4242090650** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $815,882,543 or 19.2% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security is perpetual in nature with no stated maturity date.

(f) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 287414556 | 213902532 | 276168334 | 1744092 | - | - | 225148754 | 0.5% |
| Fidelity Securities Lending Cash Central Fund 3.86% | - | 86755692 | 86755692 | 955 | - | - | - | 0.0% |
| Total | 287414556 | 300658224 | 362924026 | 1745047 | - | - | 225148754 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations, Municipal Securities, Foreign Government and Government Agency Obligations, Bank Notes and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000028761

- **c. LEI of Series:** AB4F4SVW7T3L78RZZS46

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4244663413.83

**Total Liabilities:** $14329856.55

**Net Assets:** $4230333557.28

**Cash Not Reported:** $266453.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 143209.95638749 | **1-Year:** 525339.56497085 | **5-Year:** 945647.56804786 | **10-Year:** 989614.15674273 | **30-Year:** 507795.14109814

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

- **3-Month:** 4485.01766944 | **1-Year:** 17450.32517636 | **5-Year:** 25578.33252957 | **10-Year:** 3522.81514868 | **30-Year:** 1540.85936800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088101 | -5.20%               | -1.01%               | 4.84%                |
| Class ID C000088100 | -9.02%               | -5.00%               | 0.62%                |
| Class ID C000205023 | -5.19%               | -1.00%               | 4.85%                |
| Class ID C000088096 | -5.20%               | -1.01%               | 4.85%                |
| Class ID C000088099 | -6.24%               | -2.08%               | 3.75%                |
| Class ID C000088097 | -9.02%               | -4.99%               | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6751249.53             | $-227610266.43                             |
| Month 2  | $-13470394.16            | $-40504737.38                              |
| Month 3  | $-3755494.57             | $185977085.64                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOUTHWEST AIRLINES CO                                                              | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7294285.32   | 0.17%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                            | KITE RLTY GROUP TRUST 4% 03/15/2025                                                               | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $215818.02    | 0.01%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 1.625% 11/24/2027 144A                                              | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10166636.04  | 0.24%             | 2027-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                   | DEUTSCHE BANK AG 4.5% 04/01/2025                                                                  | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  15225000 | PA      | $14436010.35  | 0.34%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  20130000 | PA      | $19098932.54  | 0.45%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024                                                        | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4697000 | PA      | $4441664.60   | 0.10%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4512000 | PA      | $4284799.77   | 0.10%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.75% 04/15/2027                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7104431.18   | 0.17%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNRS MLP                                                     | MAGELLAN MIDSTREAM PARTNRS MLP 3.25% 06/01/2030                                                   | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $8918065.33   | 0.21%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                 | CREDIT AGRICOLE SA 2.811% 01/11/2041 144A                                                         | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6691000 | PA      | $4143271.74   | 0.10%             | 2041-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                      | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $465027.45    | 0.01%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 4.279% 03/15/2032 144A                                                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  17886000 | PA      | $15185198.80  | 0.36%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11750000 | PA      | $9677848.14   | 0.23%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1586575.77   | 0.04%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.5% 04/15/2025                                                                  | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936411.64   | 0.05%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $2486688.11   | 0.06%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                  | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    670000 | PA      | $478611.10    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                        | CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036                                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3329028.68   | 0.08%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                             | BOARDWALK PIPELINES LP 4.95% 12/15/2024                                                           | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3664774.78   | 0.09%             | 2024-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A                             | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12645000 | PA      | $9910581.98   | 0.23%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 3% 11/20/2060                                                          | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $5165550.17   | 0.12%             | 2060-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  21520000 | PA      | $17660634.40  | 0.42%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 3.55% 11/15/2024                                                             | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4090045.94   | 0.10%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.016% 12/03/2029                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9434764.40   | 0.22%             | 2029-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                   | SPIRIT REALTY LP 2.1% 03/15/2028                                                                  | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $3999506.08   | 0.09%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   9956000 | PA      | $7208885.22   | 0.17%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC SOFR 2.848/VAR 06/04/2031                                                       | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9800000 | PA      | $7811328.14   | 0.18%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                     | WALT DISNEY CO 3.8% 03/22/2030                                                                    | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  11650000 | PA      | $10943584.89  | 0.26%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                        | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3713000 | PA      | $2610461.07   | 0.06%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368352.29    | 0.01%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                               | AMERICAN MUN OH 8.084% 2/15/50                                                                    | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1795699.38   | 0.04%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 1.95% 08/01/2028                                                               | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12350000 | PA      | $9870602.89   | 0.23%             | 2028-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.3% 08/15/2052                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    855000 | PA      | $785367.72    | 0.02%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048                                               | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   5747000 | PA      | $5396433.00   | 0.13%             | 2048-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                | ELEVANCE HEALTH INC 2.25% 05/15/2030                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $7286318.78   | 0.17%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                        | HUBBELL INC 3.5% 02/15/2028                                                                       | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   5388000 | PA      | $5004434.10   | 0.12%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 1.95% 02/15/2028 144A                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    843000 | PA      | $712507.81    | 0.02%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                             | IPALCO ENTERPRISES INC 4.25% 05/01/2030                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $12900579.98  | 0.30%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                        | COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  26452000 | PA      | $21722446.94  | 0.51%             | 2032-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 4.625% 03/15/2052 144A                                                                    | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $4281377.76   | 0.10%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $8616997.92   | 0.20%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  13862000 | PA      | $10100678.40  | 0.24%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                           | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   8176000 | PA      | $7927414.44   | 0.19%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   7562000 | PA      | $7287792.73   | 0.17%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.215% 09/06/2026                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11285000 | PA      | $10474905.49  | 0.25%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER BUSCH INBEV WORLD INC 4.9% 01/23/2031                                                    | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5729000 | PA      | $5794744.57   | 0.14%             | 2031-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 3.05% 06/05/2023                                                                    | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4385516.52   | 0.10%             | 2023-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4186832.80   | 0.10%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 2.375% 03/15/2031                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5701000 | PA      | $4384554.73   | 0.10%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 3.15% 03/22/2030                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    721000 | PA      | $639936.82    | 0.02%             | 2030-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                 | AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031                                                | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3303000 | PA      | $2703882.70   | 0.06%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.3% 04/06/2029                                                          | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $10259042.98  | 0.24%             | 2029-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030                                                      | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  13764000 | PA      | $11758930.95  | 0.28%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 4.375% 05/30/2028                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6017000 | PA      | $5954336.13   | 0.14%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 144A                                                    | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1336345.68   | 0.03%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 6.221%/VAR 06/15/2033 144A                                                | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  13500000 | PA      | $12555014.72  | 0.30%             | 2033-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3105238.29   | 0.07%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    820000 | PA      | $769168.20    | 0.02%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19286293.00  | 0.46%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    561000 | PA      | $477554.20    | 0.01%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.5% 05/15/2035                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3834000 | PA      | $3513367.30   | 0.08%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                            | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4046875.27   | 0.10%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    837000 | PA      | $707429.14    | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $11238217.62  | 0.27%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4321000 | PA      | $3349318.54   | 0.08%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                           | MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4181000 | PA      | $3865764.81   | 0.09%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                   | CARLISLE COS INC 2.75% 03/01/2030                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8365927.90   | 0.20%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                        | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90124.00     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 2.159/VAR 09/15/2029 144A                                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6296000 | PA      | $5107317.91   | 0.12%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DPABS 2018-1A A2I 4.116% 07/25/2048 144A                                                          | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2206080 | PA      | $2064643.80   | 0.05%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 3.126/VAR 08/13/2030 144A                                                            | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8605000 | PA      | $7322898.54   | 0.17%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                | PRUDENTIAL FINL 5.625% 6/15/43                                                                    | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4452508.50   | 0.11%             | 2043-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                     | MCDONALDS CORP 4.875% 12/09/2045                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   6679000 | PA      | $6277863.73   | 0.15%             | 2045-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $24521231.70  | 0.58%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95026.95     | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12850000 | PA      | $12325206.00  | 0.29%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                     | HOME DEPOT INC 5.95% 04/01/2041                                                                   | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    846000 | PA      | $924955.28    | 0.02%             | 2041-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                              | INTACT FINL CORP 5.459% 09/22/2032 144A                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |  11832000 | PA      | $11800749.08  | 0.28%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                          | STELLANTIS FINANCE US INC 2.691% 09/15/2031 144A                                                  | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $8610955.56   | 0.20%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                        | PEPSICO INC 3.9% 07/18/2032                                                                       | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14390966.70  | 0.34%             | 2032-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                     | BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024                                                    | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2592624.78   | 0.06%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                       | TAPESTRY INC 3.05% 03/15/2032                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $9498258.01   | 0.22%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                           | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   8624000 | PA      | $7422582.80   | 0.18%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                               | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   9752000 | PA      | $6974746.94   | 0.16%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.2% 04/01/2045                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2204522.06   | 0.05%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY STEP 08/01/2027                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18439336.28  | 0.44%             | 2027-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9203394.30   | 0.22%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1403000 | PA      | $1272957.29   | 0.03%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.75% 06/24/2044                                                                 | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4411000 | PA      | $4295397.13   | 0.10%             | 2044-06-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   8140000 | PA      | $6915030.37   | 0.16%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.25% 12/01/2026                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $371346.07    | 0.01%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 4% 02/01/2025                                                                        | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7732880.33   | 0.18%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 4.017%/VAR 03/28/2028                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $13996531.80  | 0.33%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.85% 10/15/2023                                                   | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4984000 | PA      | $4917299.53   | 0.12%             | 2023-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                               | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8072000 | PA      | $7818953.13   | 0.18%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050                                                     | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $4187208.79   | 0.10%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 2.259% 03/25/2028                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $9682202.61   | 0.23%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A                                                       | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6494000 | PA      | $5640665.02   | 0.13%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                             | CONOCOPHILLIPS CO 6.95% 04/15/2029                                                                | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2739000 | PA      | $3052134.31   | 0.07%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 7.375% 11/01/2031                                                                     | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1128161.76   | 0.03%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $6806661.90   | 0.16%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9600435.60   | 0.23%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                          | APPLE INC 3.85% 08/04/2046                                                                        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4529000 | PA      | $3926977.33   | 0.09%             | 2046-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                      | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8733485.09   | 0.21%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $12499649.73  | 0.30%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 4% 11/23/2051                                                               | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $3886480.56   | 0.09%             | 2051-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 2.65% 08/15/2030                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $9847518.48   | 0.23%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.65% 08/15/2032                                                                 | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3665819.34   | 0.09%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                      | UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032 144A                                               | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  15293000 | PA      | $11567960.42  | 0.27%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                               | WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067                                                    | CUSIP: 976657AH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86106.39     | 0.00%             | 2067-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                         | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3402751.40   | 0.08%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |  16357000 | PA      | $15425120.61  | 0.36%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                           | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $4864595.26   | 0.11%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026                                                  | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8340200.64   | 0.20%             | 2026-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 2.219%/VAR 06/09/2026 144A                                                            | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3473000 | PA      | $3189495.50   | 0.08%             | 2026-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026                                                      | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14170000 | PA      | $13210888.25  | 0.31%             | 2026-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.375% 10/15/2028                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1302097.84   | 0.03%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                         | UNUM GROUP 5.75% 08/15/2042                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   3366000 | PA      | $3003465.71   | 0.07%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                    | DOW CHEMICAL CO 4.55% 11/30/2025                                                                  | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135016.76    | 0.00%             | 2025-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   4394000 | PA      | $3963398.72   | 0.09%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 144A                                                    | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    397000 | PA      | $325035.08    | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.875%/VAR PERP 144A                                                                 | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   7660000 | PA      | $6436196.12   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                              | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.885% 07/01/2116                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $4912204.31   | 0.12%             | 2116-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                         | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4916000 | PA      | $4676048.17   | 0.11%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2964574.83   | 0.07%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.375% 03/22/2028                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6937000 | PA      | $6518566.20   | 0.15%             | 2028-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                            | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                          | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2717826.25   | 0.06%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                    | DOLLAR TREE INC 2.65% 12/01/2031                                                                  | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $9796404.84   | 0.23%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.78% 03/25/2038                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3213411.76   | 0.08%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                     | SYNCHRONY BANK 5.625% 08/23/2027                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3259590.92   | 0.08%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7060000 | PA      | $5178931.98   | 0.12%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $1898184.73   | 0.04%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 3.5% 11/15/2030                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3368876.39   | 0.08%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.8% 04/01/2027                                                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4562567.10   | 0.11%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 5.268/VAR 05/10/2033                                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $16951382.64  | 0.40%             | 2033-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $10782280.82  | 0.25%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 4.185% 02/15/2027                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  13879000 | PA      | $13269046.68  | 0.31%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 4.08%/VAR 04/19/2028                                                   | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  14650000 | PA      | $13845395.19  | 0.33%             | 2028-04-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.188%/VAR 04/28/2026                                                              | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11770000 | PA      | $10948343.95  | 0.26%             | 2026-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1361605.85   | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                              | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1041512.91   | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                          | AON CORP 6.25% 09/30/2040                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    228000 | PA      | $237395.30    | 0.01%             | 2040-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A                                                    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1400339.51   | 0.03%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.137% 11/15/2035 144A                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8151870.87   | 0.19%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.068/VAR 04/30/2041                                                       | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $9279316.38   | 0.22%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 4% 04/15/2030                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $8977086.62   | 0.21%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | RABOBANK NEDERLAND COOP CENTL 3.649%/VAR 04/06/2028 144A                                          | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11150000 | PA      | $10278216.40  | 0.24%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10037257.20  | 0.24%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13047657.28  | 0.31%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A                                                     | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6461000 | PA      | $6154026.52   | 0.15%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.95% 09/01/2032                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3664968.73   | 0.09%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.875% 12/01/2024                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    381000 | PA      | $377712.39    | 0.01%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                             | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.486% 05/01/2030                                       | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11545020.12  | 0.27%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $9209172.20   | 0.22%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                               | SMITHFIELD FOODS INC 3% 10/15/2030 144A                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1628652.22   | 0.04%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 2.357/VAR 08/18/2031                                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  24800000 | PA      | $18923741.43  | 0.45%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.375%/VAR PERP 144A                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   3595000 | PA      | $2664793.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                      | REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $4635521.50   | 0.11%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                         | ABBVIE INC 4.25% 11/21/2049                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2411102.43   | 0.06%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   9062000 | PA      | $8609380.65   | 0.20%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024                                                         | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1117440.00   | 0.03%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7289000 | PA      | $5507646.47   | 0.13%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $264279.76    | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                       | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  13858000 | PA      | $9956903.71   | 0.24%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12264903.30  | 0.29%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.762/VAR 03/29/2033                                                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12550000 | PA      | $10857774.82  | 0.26%             | 2033-03-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                    | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1324724.82   | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                         | TOLL BROS FIN CORP 4.375% 04/15/2023                                                              | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5162000 | PA      | $5134665.61   | 0.12%             | 2023-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 2.05% 03/01/2025                                                                 | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2196000 | PA      | $2026283.02   | 0.05%             | 2025-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 3.4% 06/01/2031                                                                 | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2307496.33   | 0.05%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                           | CSX CORP 3.8% 04/15/2050                                                                          | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    126000 | PA      | $99017.64     | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  12621000 | PA      | $11046273.29  | 0.26%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                          | STELLANTIS FINANCE US INC 1.711% 01/29/2027 144A                                                  | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5994000 | PA      | $5176785.65   | 0.12%             | 2027-01-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21050000 | PA      | $20824021.51  | 0.49%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    764000 | PA      | $628523.96    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |  11945000 | PA      | $10574801.47  | 0.25%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 4.1% 03/15/2052 144A                                                                  | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    609000 | PA      | $497025.02    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                              | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   6286000 | PA      | $5613956.76   | 0.13%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES INC 3.75% 04/15/2027                                                            | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2977370 | PA      | $2596831.57   | 0.06%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 2.379% 06/15/2028                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $9054303.59   | 0.21%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                              | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5388000 | PA      | $4569401.59   | 0.11%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16960000 | PA      | $14802686.64  | 0.35%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                       | REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $3578584.22   | 0.08%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                      | AIB GROUP PLC 4.263%/VAR 04/10/2025 144A                                                          | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5181000 | PA      | $4987808.33   | 0.12%             | 2025-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6286000 | PA      | $5855430.81   | 0.14%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHEAST SUPPLY HEADER LLC                                                        | SOUTHEAST SUPPLY HEADER LLC 4.25% 06/15/2024 144A                                                 | CUSIP: 841504AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $601988.75    | 0.01%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.33% 07/15/2029                                                            | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5765243.64   | 0.14%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12367084.35  | 0.29%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                   | COMCAST CORP NEW 2.987% 11/01/2063                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10034000 | PA      | $6347881.46   | 0.15%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                           | EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029                                            | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   7508000 | PA      | $6551849.22   | 0.15%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 5.75% 11/20/2025                                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   7714000 | PA      | $7611145.00   | 0.18%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                               | WEC ENERGY GROUP INC 2.2% 12/15/2028                                                              | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4240282.85   | 0.10%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                         | ANGLO AMERICAN CAPITAL PLC 3.875% 03/16/2029 144A                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8864400.00   | 0.21%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                 | TRITON CONTAINER INTERNATIONAL LTD 1.15% 06/07/2024 144A                                          | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   5450000 | PA      | $5021834.38   | 0.12%             | 2024-06-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1704968.03   | 0.04%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.75% 02/15/2051 144A                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $1918820.81   | 0.05%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                                | AVERY DENNISON CORP 4.875% 12/06/2028                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5697885.49   | 0.13%             | 2028-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                         | CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    831000 | PA      | $729862.37    | 0.02%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 5.25% 05/30/2048                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6286457.73   | 0.15%             | 2048-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 2.6% 03/15/2031                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $10121886.11  | 0.24%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 7.375% 11/15/2031                                                                | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $8219882.13   | 0.19%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 3.75% 05/15/2030                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10655000 | PA      | $9444459.98   | 0.22%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                            | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7650000 | PA      | $7124548.28   | 0.17%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 3.25% 07/15/2025                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4847756.46   | 0.11%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                            | EMPOWER FINANCE 2020 LP 3.075% 09/17/2051 144A                                                    | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5656000 | PA      | $3462981.02   | 0.08%             | 2051-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                    | XCEL ENERGY INC 3.5% 12/01/2049                                                                   | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   7338000 | PA      | $5425738.26   | 0.13%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                             | STANDARD CHARTERED PLC 3.785%/VAR 05/21/2025 144A                                                 | CUSIP: 853254BN9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6937000 | PA      | $6646166.41   | 0.16%             | 2025-05-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA SOFR 2.277%/VAR 01/20/2032 144A                                                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  12075000 | PA      | $9003665.19   | 0.21%             | 2032-01-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14090152.35  | 0.33%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 3.65% 05/15/2025                                                                 | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2509944.50   | 0.06%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $14453125.00  | 0.34%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION CO LLC                                                    | FLORIDA GAS TRANSMISSION CO LLC 4.35% 07/15/2025 144A                                             | CUSIP: 340711AW0<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4386417.88   | 0.10%             | 2025-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2059296.42   | 0.05%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                     | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                   | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1598432.13   | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  21139000 | PA      | $18836751.51  | 0.45%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                          | MYLAN INC 4.55% 04/15/2028                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $7613920.44   | 0.18%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.323/VAR 04/26/2028                                                        | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14375793.45  | 0.34%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                       | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1944895.72   | 0.05%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                              | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    863000 | PA      | $768039.57    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4615254.45   | 0.11%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                          | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    238000 | PA      | $231463.33    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                                 | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $4737294.20   | 0.11%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 5.8% 05/01/2025                                                                     | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2005242.78   | 0.05%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                | DOLLAR GEN CORP NEW 3.5% 04/03/2030                                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |  11170000 | PA      | $10140613.79  | 0.24%             | 2030-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6476000 | PA      | $6172688.57   | 0.15%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 3.5% 06/07/2024                                                           | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6658000 | PA      | $6460307.60   | 0.15%             | 2024-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 4.125% 05/30/2025                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   5882000 | PA      | $5806347.60   | 0.14%             | 2025-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.25% 08/09/2042                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $910406.60    | 0.02%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                           | RELIANCE STD LIFE GLBL FDG II 2.75% 05/07/2025 144A                                               | CUSIP: 75951AAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8978000 | PA      | $8425210.98   | 0.20%             | 2025-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                     | WALT DISNEY CO 6.65% 11/15/2037                                                                   | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   9414000 | PA      | $10801882.30  | 0.26%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670000.00    | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                   | COMCAST CORP NEW 2.937% 11/01/2056                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $1678171.68   | 0.04%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1971024.50   | 0.05%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $3438590.47   | 0.08%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.625% 03/13/2027 144A                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4075000 | PA      | $3872578.08   | 0.09%             | 2027-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |  10251000 | PA      | $6667143.79   | 0.16%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 4.4% 07/01/2046                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10924719.78  | 0.26%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.2% 09/16/2040 144A                                                                | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1743000 | PA      | $1260627.33   | 0.03%             | 2040-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6328807.73   | 0.15%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $993852.76    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4% 10/01/2027                                                                  | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3805003.74   | 0.09%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                  | TAMPA ELECTRIC CO 6.55% 05/15/2036                                                                | CUSIP: 875127AV4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    449000 | PA      | $482213.14    | 0.01%             | 2036-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                       | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                              | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4891000 | PA      | $3217293.93   | 0.08%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $8942215.42   | 0.21%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   9732000 | PA      | $7297450.76   | 0.17%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 3.25%/VAR 06/04/2081                                                           | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $2406420.00   | 0.06%             | 2081-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 5.576% 01/25/2049                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237651.74    | 0.01%             | 2049-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 3% 10/15/2030                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  15525000 | PA      | $12724134.75  | 0.30%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                | CARRIER GLOBAL CORP 2.7% 02/15/2031                                                               | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $8525107.06   | 0.20%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.956/VAR 05/13/2031                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1571044.43   | 0.04%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.375% 05/15/2055                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $2832188.42   | 0.07%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                      | BOSTON GAS CO 4.487% 02/15/2042 144A                                                              | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1495733.37   | 0.04%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6754000 | PA      | $6339994.46   | 0.15%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1922000 | PA      | $1922430.97   | 0.05%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.391% 03/15/2062 144A                                                             | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $4248105.51   | 0.10%             | 2062-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.375% 04/07/2030 144A                                                              | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   2730000 | PA      | $2410057.30   | 0.06%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 7.3% 08/15/2031                                                                         | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3489271.53   | 0.08%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   6107000 | PA      | $5808226.20   | 0.14%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS FIN LLC                                                           | BLACKSTONE HLDGS FIN LLC 3.5% 09/10/2049 144A                                                     | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   7409000 | PA      | $5219159.80   | 0.12%             | 2049-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 3.091%/VAR 05/14/2032 144A                                                   | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8500000 | PA      | $5790732.78   | 0.14%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8591000 | PA      | $7614285.77   | 0.18%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                       | JDE PEETS BV 2.25% 09/24/2031 144A                                                                | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   4272000 | PA      | $3200572.06   | 0.08%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 2.726% 03/25/2031                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $12128213.94  | 0.29%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                              | SOUTHWEST AIRLINES CO 5.25% 05/04/2025                                                            | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12670557.23  | 0.30%             | 2025-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                     | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11674847.34  | 0.28%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                             | IPALCO ENTERPRISES INC 3.7% 09/01/2024                                                            | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416432.91    | 0.01%             | 2024-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                   | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $922935.03    | 0.02%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4670000 | PA      | $3863430.15   | 0.09%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $2672792.67   | 0.06%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 4.063% 11/01/2024                                                              | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7722765.60   | 0.18%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                 | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2341000 | PA      | $2168631.40   | 0.05%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                 | VITERRA FINANCE BV 4.9% 04/21/2027 144A                                                           | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  13300000 | PA      | $12439512.21  | 0.29%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                        | ONE GAS INC 2% 05/15/2030                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   5208000 | PA      | $4249950.80   | 0.10%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 4.054% 03/15/2029 144A                                                             | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    729000 | PA      | $638407.30    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.95% 06/15/2028                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    882000 | PA      | $853190.93    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.625% 03/15/2032 144A                                                                    | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12535000 | PA      | $10715479.07  | 0.25%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.3% 01/27/2045                                                                    | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    851000 | PA      | $732896.78    | 0.02%             | 2045-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.25% 04/15/2027                                                               | CUSIP: 15135UAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2604000 | PA      | $2494698.79   | 0.06%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 1.171%/VAR 12/08/2023 144A                                                 | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  16700000 | PA      | $16688679.91  | 0.39%             | 2023-12-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 2.639% 06/15/2031                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12675000 | PA      | $10005080.33  | 0.24%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 4.252%/VAR 03/28/2033                                                                | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $8810539.70   | 0.21%             | 2033-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025                                                    | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $9582689.96   | 0.23%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 3.375% 12/15/2041 144A                                                         | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4134782.22   | 0.10%             | 2041-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  13334000 | PA      | $12930758.37  | 0.31%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                           | CSX CORP 4.3% 03/01/2048                                                                          | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7721363.74   | 0.18%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023                                                  | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1368866.29   | 0.03%             | 2023-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 0.95% 08/15/2025                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2401276.34   | 0.06%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                                 | STORE CAP CORP 2.75% 11/18/2030                                                                   | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    979000 | PA      | $763428.42    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $6990561.19   | 0.17%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $14774536.48  | 0.35%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                           | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10929000 | PA      | $10052528.41  | 0.24%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3000338.50   | 0.07%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 4.95% 05/28/2027                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $15520468.00  | 0.37%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                 | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                            | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   5029000 | PA      | $3715908.59   | 0.09%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                 | ATHENE HOLDING LTD 3.45% 05/15/2052                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |  11000000 | PA      | $6867258.31   | 0.16%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 3% 09/15/2050 144A                                                                | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6954000 | PA      | $4660220.87   | 0.11%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                | SVB FINANCIAL GROUP 1.8% 10/28/2026                                                               | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5646253.60   | 0.13%             | 2026-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                    | DOLLAR TREE INC 4% 05/15/2025                                                                     | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   6286000 | PA      | $6158881.37   | 0.15%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.45% 01/08/2026 144A                                                       | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  17950000 | PA      | $15810619.20  | 0.37%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                             | UNITEDHEALTH GROUP INC 4.625% 07/15/2035                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    671000 | PA      | $658687.38    | 0.02%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                             | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1550408.85   | 0.04%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                        | MASSACHUSETTS MUTUAL LIFE INS 3.2% 12/01/2061 144A                                                | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   9725000 | PA      | $6010355.85   | 0.14%             | 2061-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 3.5% 04/08/2030                                                                          | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $8396739.33   | 0.20%             | 2030-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                      | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5000000 | PA      | $4865000.00   | 0.12%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 4.65% 10/15/2025                                                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5859000 | PA      | $5768703.67   | 0.14%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 3.375% 07/15/2024 144A                                                        | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6788073.67   | 0.16%             | 2024-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                   | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                           | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1054261.06   | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                         | CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031                                                        | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   4027000 | PA      | $3042717.88   | 0.07%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $17570619.07  | 0.42%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                       | VONTIER CORP 2.4% 04/01/2028                                                                      | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $9666962.50   | 0.23%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 8.125% 07/15/2039                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $2169713.85   | 0.05%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                       | HUDSON PAC PPTYS LP 5.95% 02/15/2028                                                              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |  28823000 | PA      | $27364746.72  | 0.65%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16097911.17  | 0.38%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048                                                    | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  10509000 | PA      | $9547569.42   | 0.23%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4230700.91   | 0.10%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10300998.24  | 0.24%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 6.75% 06/15/2039                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1210940.81   | 0.03%             | 2039-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                         | CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033                                                         | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |  13205000 | PA      | $9427960.65   | 0.22%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                      | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                          | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   9900000 | PA      | $8388493.15   | 0.20%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.592/VAR 04/29/2031                                                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10315619.75  | 0.24%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16650000 | PA      | $13722095.84  | 0.32%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                               | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1061000 | PA      | $1050602.53   | 0.02%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 3.625% 06/17/2031                                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164158.97    | 0.00%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 4.5% 11/25/2023 144A                                                       | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   6356000 | PA      | $6225241.89   | 0.15%             | 2023-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  20573000 | PA      | $22069979.33  | 0.52%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                      | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030 144A                                               | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  15083000 | PA      | $12058709.03  | 0.29%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC VAR 08/15/2024                                                                | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $8547896.27   | 0.20%             | 2024-08-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13200000 | PA      | $11121000.00  | 0.26%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                   | COMCAST CORP NEW 3.999% 11/01/2049                                                                | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1164437.98   | 0.03%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   4292000 | PA      | $3366205.26   | 0.08%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $9477259.23   | 0.22%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6952000 | PA      | $5873671.04   | 0.14%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2531725.75   | 0.06%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                         | ABBVIE INC 4.05% 11/21/2039                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4368251.05   | 0.10%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 3.875% 05/21/2024                                                                   | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1916566.37   | 0.05%             | 2024-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 3.87%/VAR 07/09/2025                                                     | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5294723.89   | 0.13%             | 2025-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.8% 08/15/2038                                                                        | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4331000 | PA      | $4086252.11   | 0.10%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 3.25% 02/01/2028                                                                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6374618.67   | 0.15%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                             | DISCOVER FINANCIAL SVS 6.7% 11/29/2032                                                            | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1034595.52   | 0.02%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.85% 12/15/2032                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    481000 | PA      | $394668.56    | 0.01%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                           | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $8815251.50   | 0.21%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14650000 | PA      | $13741553.21  | 0.32%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10972134.36  | 0.26%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                                 | STORE CAP CORP 2.7% 12/01/2031                                                                    | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $9780463.68   | 0.23%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                         | ABBVIE INC 3.2% 11/21/2029                                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4564890.70   | 0.11%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 2.4% 08/01/2031                                                                | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4042444.67   | 0.10%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                      | PRINCIPAL FINL GROUP INC 3.7% 05/15/2029                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1182862.44   | 0.03%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.625% 11/17/2029                                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8898345.23   | 0.21%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5% 04/01/2035                                                                   | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2016234.74   | 0.05%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9295068.40   | 0.22%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4453032.56   | 0.11%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.7% 04/02/2027                                                                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1939911.99   | 0.05%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3820000 | PA      | $2752260.53   | 0.07%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                  | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $4288713.85   | 0.10%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 12/01/2052 144A                           | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7720000.00   | 0.18%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74400000 | PA      | $61845000.00  | 1.46%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   3781000 | PA      | $3129335.35   | 0.07%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 3.4% 03/01/2027 144A                                                        | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7038801.66   | 0.17%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 3.75% 04/01/2032                                                                    | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9109113.90   | 0.22%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                              | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    527000 | PA      | $517515.03    | 0.01%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                 | S and P GLOBAL INC 3.9% 03/01/2062 144A                                                           | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3155323.34   | 0.07%             | 2062-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   9244000 | PA      | $7347362.30   | 0.17%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   7586000 | PA      | $7156988.64   | 0.17%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9298000 | PA      | $9574859.20   | 0.23%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.875% 01/15/2026                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6448127.07   | 0.15%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                       | HUDSON PAC PPTYS LP 3.95% 11/01/2027                                                              | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $3503023.53   | 0.08%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A                                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3093000 | PA      | $2740053.87   | 0.06%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $6631479.68   | 0.16%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 3.7% 04/30/2030                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  14820000 | PA      | $13411102.02  | 0.32%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                | PRUDENTIAL FINL INC 3.935% 12/07/2049                                                             | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1063778.66   | 0.03%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.6% 03/09/2026                                                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    921000 | PA      | $908013.31    | 0.02%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                      | AIB GROUP PLC 7.583%/VAR 10/14/2026 144A                                                          | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  10050000 | PA      | $10194972.66  | 0.24%             | 2026-10-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                        | MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A                                              | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $1744916.37   | 0.04%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 4.75% 06/01/2030                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $318778.59    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.6% 10/15/2032                                                                 | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4805564.05   | 0.11%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1483903.99   | 0.04%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7148568.32   | 0.17%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6650000 | PA      | $6566970.43   | 0.16%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |  11422000 | PA      | $10548559.66  | 0.25%             | 2028-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 3.477% 11/01/2051                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $2374088.71   | 0.06%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8751000 | PA      | $6930514.16   | 0.16%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.898/VAR 07/23/2031                                                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $8732138.46   | 0.21%             | 2031-07-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $4207203.54   | 0.10%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                             | MARVELL TECHNOLOGY INC 2.45% 04/15/2028                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6788038.16   | 0.16%             | 2028-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2088000 | PA      | $1664072.69   | 0.04%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 6.537%/VAR 08/12/2033 144A                                                   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  11500000 | PA      | $10074495.88  | 0.24%             | 2033-08-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12941478.60  | 0.31%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052                                                          | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $825683.32    | 0.02%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $5680543.68   | 0.13%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                     | BURLINGTON NORTHN SANTA FE LLC 4.4% 03/15/2042                                                    | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2049050.12   | 0.05%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                   | PACIFIC LIFECORP 3.35% 09/15/2050 144A                                                            | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $7781925.12   | 0.18%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.2% 09/15/2023                                                                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    259000 | PA      | $257108.36    | 0.01%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                             | DISCOVER FINANCIAL SVS 4.5% 01/30/2026                                                            | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1003071.03   | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.375% 03/15/2029 144A                                                                    | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3108634.84   | 0.07%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030                                                        | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10793000 | PA      | $9721340.26   | 0.23%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2979000 | PA      | $2588344.58   | 0.06%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.4% 04/01/2048                                                                 | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $904478.38    | 0.02%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FDG TR                                                           | PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A                                                   | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6763000 | PA      | $6555345.06   | 0.15%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                       | ASSURANT INC 2.65% 01/15/2032                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $9258483.59   | 0.22%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 4.25% 03/01/2025                                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5162000 | PA      | $4904657.68   | 0.12%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  11659000 | PA      | $9112827.13   | 0.22%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                     | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                     | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   5515000 | PA      | $4461666.93   | 0.11%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 3.4% 03/15/2051                                                                        | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5101763.03   | 0.12%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 08/15/2052                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136000000 | PA      | $116450000.00 | 2.75%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                              | QUEST DIAGNOSTICS INC 2.95% 06/30/2030                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8658537.30   | 0.20%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26500000 | PA      | $26242886.67  | 0.62%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                             | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6681306.17   | 0.16%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.05% 03/15/2042 144A                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2432866.04   | 0.06%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $7061868.48   | 0.17%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                           | LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A                                                     | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $8507719.24   | 0.20%             | 2052-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.8% 12/01/2057                                                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  16364000 | PA      | $11879740.19  | 0.28%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031                                                       | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   5636000 | PA      | $4438246.18   | 0.10%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.222% 08/15/2024                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5433000 | PA      | $5239827.57   | 0.12%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 6.02% 06/15/2026                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3457970.41   | 0.08%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 8.125% 09/15/2030                                                                     | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4649000 | PA      | $5167642.86   | 0.12%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 9.016%/VAR 11/15/2033 144A                                                   | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5900000 | PA      | $5990078.13   | 0.14%             | 2033-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                                                       | HARTFORD FINL SVCS GROUP INC 4.3% 04/15/2043                                                      | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $889920.69    | 0.02%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 3.1% 01/12/2032                                                          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12060000 | PA      | $9674787.31   | 0.23%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                  | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7764000 | PA      | $7149193.68   | 0.17%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A                                                    | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9628000 | PA      | $7299094.34   | 0.17%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4601000 | PA      | $3978821.40   | 0.09%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5501000 | PA      | $3858450.03   | 0.09%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $5240160.41   | 0.12%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1849822.30   | 0.04%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    405000 | PA      | $391394.33    | 0.01%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                | SYNCHRONY FINANCIAL 4.375% 03/19/2024                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    513000 | PA      | $503828.67    | 0.01%             | 2024-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                    | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   6377000 | PA      | $6090564.80   | 0.14%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                  | SUNCOR ENERGY INC 6.5% 06/15/2038                                                                 | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   3417000 | PA      | $3544112.78   | 0.08%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                              | NORTHROP GRUMMAN CORP 2.93% 01/15/2025                                                            | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48077.98     | 0.00%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.329% 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2204903.20   | 0.05%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.9% 12/15/2048                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    831000 | PA      | $767166.86    | 0.02%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2402087.95   | 0.06%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                | SVB FINANCIAL GROUP 3.125% 06/05/2030                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2411017.20   | 0.06%             | 2030-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 3.875% 03/15/2023                                                           | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199954.80    | 0.00%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5261000 | PA      | $4729699.50   | 0.11%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    493000 | PA      | $457131.76    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3040078.50   | 0.07%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 2.88% 04/22/2031 144A                                                           | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2810000 | PA      | $2320610.40   | 0.05%             | 2031-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                    | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   4965000 | PA      | $5656551.17   | 0.13%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                     | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $793098.78    | 0.02%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 225103733 | NS      | $225148753.92 | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                                  | INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   5146000 | PA      | $4876205.51   | 0.12%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                 | AMFAM HOLDINGS INC 2.805% 03/11/2031 144A                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8775000 | PA      | $6885313.23   | 0.16%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   9622000 | PA      | $8200085.86   | 0.19%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024                              | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    371000 | PA      | $365753.93    | 0.01%             | 2024-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 2.55% 06/15/2031                                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5757261.09   | 0.14%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                            | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   7542000 | PA      | $6340616.79   | 0.15%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.125% 11/15/2025                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    838000 | PA      | $824241.15    | 0.02%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                          | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $9363336.30   | 0.22%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANK PLC 7.953%/VAR 11/15/2033                                                             | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9950000 | PA      | $10477354.18  | 0.25%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                        | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11225799.12  | 0.27%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $2695542.07   | 0.06%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $7071236.47   | 0.17%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 1.375% 01/15/2026                                                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4272972.06   | 0.10%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 144A                                                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $944429.26    | 0.02%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 2.564% 09/13/2031                                                           | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  17000000 | PA      | $13013794.61  | 0.31%             | 2031-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                         | UNUM GROUP 4.125% 06/15/2051                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   8470000 | PA      | $5900232.49   | 0.14%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5162000 | PA      | $4909978.15   | 0.12%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 3.811%/VAR 03/10/2042                                                        | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $7828588.56   | 0.19%             | 2042-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2416000 | PA      | $2541886.91   | 0.06%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                             | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    307000 | PA      | $288734.33    | 0.01%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.141% 03/15/2052 144A                                                             | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  13496000 | PA      | $10457524.33  | 0.25%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1066401.61   | 0.03%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 2.875% 06/15/2027                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4392539.92   | 0.10%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 3.375% 11/13/2025                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8073012.50   | 0.19%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $22577929.61  | 0.53%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                              | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $393513.96    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS 4.041%/VAR 3/13/28                                                                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6005000 | PA      | $5503293.72   | 0.13%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                       | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12739837.05  | 0.30%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5257000 | PA      | $5005262.93   | 0.12%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                           | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   4544000 | PA      | $3978164.58   | 0.09%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 2.45% 02/04/2032                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $4453978.09   | 0.11%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8379669.70   | 0.20%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                           | MICROCHIP TECHNOLOGY INC 0.972% 02/15/2024                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6623198.26   | 0.16%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.5% 12/01/2046                                                                      | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3408000 | PA      | $3266959.27   | 0.08%             | 2046-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                | DUKE ENERGY IND INC 4.9% 07/15/2043                                                               | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2487585.94   | 0.06%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                   | ZIONS BANCORP NA 3.25% 10/29/2029                                                                 | CUSIP: 98971DAB6<br>LEI: YYQWUR1Z2BCX32HQS333 | Long             | DBT              | CORP              | US        |   8229000 | PA      | $6784586.01   | 0.16%             | 2029-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.9% 04/06/2028 144A                                                                | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   4213000 | PA      | $3961460.18   | 0.09%             | 2028-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                | PRUDENTIAL FINL INC 6%/VAR 09/01/2052                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6884000 | PA      | $6347329.14   | 0.15%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21300000 | PA      | $14860078.13  | 0.35%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4037563.24   | 0.10%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1B PASS THRU TR                                              | UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027                                             | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1443968 | PA      | $1311925.34   | 0.03%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  15130000 | PA      | $13749129.08  | 0.33%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                         | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   4157000 | PA      | $3891550.23   | 0.09%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.165% 07/15/2027                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18596232.71  | 0.44%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                  | LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030                                                | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4148041.52   | 0.10%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 7.75% 10/19/2032                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $10577247.17  | 0.25%             | 2032-10-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 3.45% 12/15/2051 144A                                                          | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5156979.76   | 0.12%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8572000 | PA      | $7728515.20   | 0.18%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                       | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   6734000 | PA      | $6587887.22   | 0.16%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    526000 | PA      | $336231.68    | 0.01%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                 | ATHENE HOLDING LTD 3.95% 05/25/2051                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   2575000 | PA      | $1774353.42   | 0.04%             | 2051-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032                                               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   6468000 | PA      | $4871376.53   | 0.12%             | 2032-05-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.95% 03/31/2030                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    462000 | PA      | $442771.28    | 0.01%             | 2030-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 3.35% 03/15/2032 144A                                                                 | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  20822000 | PA      | $18293985.99  | 0.43%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.557% 08/15/2027                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7297104.72   | 0.17%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                      | REGENERON PHARMACEUTICALS INC 2.8% 09/15/2050                                                     | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2536306.36   | 0.06%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8864000 | PA      | $7794074.43   | 0.18%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16630000 | PA      | $13074838.60  | 0.31%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 144A                                                   | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |  11010000 | PA      | $8961518.38   | 0.21%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   8964000 | PA      | $7150119.72   | 0.17%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4750482.20   | 0.11%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 3.575% 04/11/2026 144A                                                          | CUSIP: 88032WAM8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3730000 | PA      | $3520187.50   | 0.08%             | 2026-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.75% 02/25/2026                                                    | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4344970.71   | 0.10%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.5% 04/01/2025                                                                       | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6621063.82   | 0.16%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  13083000 | PA      | $10395982.19  | 0.25%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                         | CORPORATE OFFICE PPTYS LP 2% 01/15/2029                                                           | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   7677000 | PA      | $5941344.46   | 0.14%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 7.875% 10/01/2029                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   5544000 | PA      | $6206673.77   | 0.15%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                        | PHILLIPS 66 3.85% 04/09/2025                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    234000 | PA      | $228821.78    | 0.01%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.6% 04/09/2029 144A                                                                | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3500000 | PA      | $3198436.29   | 0.08%             | 2029-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1510986.23   | 0.04%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.3% 07/15/2025 144A                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $3677250.78   | 0.09%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8068694.53   | 0.19%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1576413.22   | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 144A                                                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1540515.45   | 0.04%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 3.9% 06/01/2029                                                            | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $2729879.63   | 0.06%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.25% 02/15/2043                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    212000 | PA      | $199953.69    | 0.00%             | 2043-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.224% 03/15/2032                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  17115000 | PA      | $15270163.03  | 0.36%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                      | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19000000 | PA      | $13395000.00  | 0.32%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2378331 | PA      | $1990881.30   | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3096000 | PA      | $2270114.32   | 0.05%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  18220000 | PA      | $13980458.89  | 0.33%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030                                                    | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13852676.70  | 0.33%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                        | CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A                                                  | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3295562.05   | 0.08%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                     | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 144A                                                | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  21500000 | PA      | $20205706.02  | 0.48%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.4% 06/10/2025                                                                     | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1309003.39   | 0.03%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    991000 | PA      | $896656.80    | 0.02%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.988%/VAR 08/05/2033 144A                                                           | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  16800000 | PA      | $15652065.91  | 0.37%             | 2033-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                            | UDR INC 2.1% 08/01/2032                                                                           | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   7194000 | PA      | $5342328.28   | 0.13%             | 2032-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                               | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6211000 | PA      | $5479733.01   | 0.13%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.95% 06/15/2041                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1034464.97   | 0.02%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA                                           | TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 4.65% 11/01/2044                                         | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    504000 | PA      | $435990.41    | 0.01%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                   | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   6032000 | PA      | $4875302.17   | 0.12%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1697852 | PA      | $1460408.08   | 0.03%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $5467429.80   | 0.13%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.106%/VAR 04/08/2026                                                               | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13279398.30  | 0.31%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 3.875% 01/15/2026                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6017000 | PA      | $5532960.45   | 0.13%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH INC STEP 08/28/2023                                                          | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    283000 | PA      | $281847.68    | 0.01%             | 2023-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 2.4% 02/01/2031                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   5638000 | PA      | $4482927.32   | 0.11%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.25% 06/15/2049                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3323000 | PA      | $2906050.63   | 0.07%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  13039000 | PA      | $12037877.32  | 0.28%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   9336000 | PA      | $8333471.38   | 0.20%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                           | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4655779.92   | 0.11%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 2.824% 01/26/2041 144A                                                                | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9300000 | PA      | $5784515.56   | 0.14%             | 2041-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025                                                       | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3884000 | PA      | $3801075.09   | 0.09%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 4.375% 02/02/2052 144A                         | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5480000 | PA      | $3983740.80   | 0.09%             | 2052-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2231216.43   | 0.05%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                   | WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025                                                  | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   6416000 | PA      | $6022065.88   | 0.14%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.25% 04/01/2024                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $11246116.32  | 0.27%             | 2024-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7300000 | PA      | $4662853.98   | 0.11%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 1.7% 02/15/2031                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3853377.85   | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                           | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4937888.40   | 0.12%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 2.4% 03/15/2025                                                               | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8080000 | PA      | $7603051.26   | 0.18%             | 2025-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 5.15% 11/15/2041                                                                      | CUSIP: 292505AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1465505.10   | 0.03%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                          | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1065000 | PA      | $846749.55    | 0.02%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 4.5% 01/23/2026                                                               | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   7000000 | PA      | $6300000.00   | 0.15%             | 2026-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                         | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   6941000 | PA      | $5187565.34   | 0.12%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 5.375% 07/15/2040                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    216000 | PA      | $199573.15    | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9891776.60   | 0.23%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 3.116/VAR 10/19/2032 144A                                                                 | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9800000 | PA      | $7158768.68   | 0.17%             | 2032-10-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A                                                     | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2698000 | PA      | $2577640.30   | 0.06%             | 2025-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  19037000 | PA      | $18392546.72  | 0.43%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.785%/VAR 03/17/2033                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8729891.70   | 0.21%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                    | ROSS STORES INC 4.6% 04/15/2025                                                                   | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5126535.62   | 0.12%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  17400000 | PA      | $13018772.22  | 0.31%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                               | LXP INDUSTRIAL TRUST 4.4% 06/15/2024                                                              | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218702.81    | 0.01%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 3.3% 07/01/2030                                                                  | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $12312457.92  | 0.29%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                                  | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2269351 | PA      | $1870053.85   | 0.04%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                     | WALT DISNEY CO 4.7% 03/23/2050                                                                    | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4678263.75   | 0.11%             | 2050-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 6.342%/VAR 10/18/2033                                                              | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14887549.88  | 0.35%             | 2033-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2498473.65   | 0.06%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                       | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  10400000 | PA      | $8889192.00   | 0.21%             | 2030-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1233000 | PA      | $995868.84    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 3.65% 03/16/2025                                                             | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3904000 | PA      | $3723792.30   | 0.09%             | 2025-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                                                           | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8604000 | PA      | $7416217.97   | 0.18%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                           | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   6286000 | PA      | $6102452.76   | 0.14%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                       | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |  11165000 | PA      | $9531200.54   | 0.23%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 3% 10/15/2050                                                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $7855564.86   | 0.19%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 3.4% 02/04/2041                                                                  | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $7010157.55   | 0.17%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                         | SPECTRA ENERGY PARTNERS LP 4.5% 03/15/2045                                                        | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    872000 | PA      | $729408.87    | 0.02%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                       | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    966000 | PA      | $903676.83    | 0.02%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 4.663% 06/15/2051                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5414889.48   | 0.13%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                 | UNION PACIFIC CORP 3.25% 02/05/2050                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4101921.07   | 0.10%             | 2050-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 5.746%/VAR 08/09/2033                                                        | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3331000 | PA      | $3190604.21   | 0.08%             | 2033-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 3.625% 03/01/2041 144A                                                    | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12500000 | PA      | $8030815.88   | 0.19%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.75% 02/01/2026                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3077925.00   | 0.07%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 3.755% 03/15/2027 144A                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1917339.05   | 0.05%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6760000 | PA      | $6205841.16   | 0.15%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029                                                       | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9362527.00   | 0.22%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                 | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   8100000 | PA      | $8105190.40   | 0.19%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 144A                                              | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4993000 | PA      | $5002950.35   | 0.12%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.875% 01/15/2032                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $12091326.69  | 0.29%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 4.55% 04/17/2026                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4872000 | PA      | $4234223.63   | 0.10%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6452886.12   | 0.15%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                            | ALABAMA POWER CO 3.05% 03/15/2032                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2663151.32   | 0.06%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4008000 | PA      | $3702205.11   | 0.09%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                              | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    274000 | PA      | $252952.98    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4609257.27   | 0.11%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.85% 07/15/2025                                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $492621.50    | 0.01%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $12084321.28  | 0.29%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                                  | INGERSOLL RAND GLB HLDG CO LTD 5.75% 06/15/2043                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    358000 | PA      | $355864.74    | 0.01%             | 2043-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 2.1% 06/15/2030                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4578798.66   | 0.11%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1008000 | PA      | $916282.55    | 0.02%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                             | UNITEDHEALTH GROUP INC 4.25% 03/15/2043                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $1995722.79   | 0.05%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024                               | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $4140745.70   | 0.10%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    322000 | PA      | $295751.19    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 2.2% 11/02/2028                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3166509.51   | 0.07%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |   5706000 | PA      | $5073891.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.125% 06/15/2039                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2687364.99   | 0.06%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.984% 09/25/2050                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3380096.35   | 0.08%             | 2050-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC SOFR 5.807%/VAR 09/09/2026                                                | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5963000 | PA      | $5937124.58   | 0.14%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 3.49% 05/15/2027                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3390616.20   | 0.08%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                  | AMERICAN TRANSMISSION SYS INC 2.65% 01/15/2032 144A                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9388000 | PA      | $7666305.67   | 0.18%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 3.4% 03/15/2050                                                                        | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5051541.53   | 0.12%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A                           | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13215000 | PA      | $11518458.30  | 0.27%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1515645.20   | 0.04%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1511747.70   | 0.04%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10454000 | PA      | $10073094.19  | 0.24%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9122657.03   | 0.22%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                          | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1537420.07   | 0.04%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS FIN LLC                                                           | BLACKSTONE HLDGS FIN LLC 2.8% 09/30/2050 144A                                                     | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1199000.72   | 0.03%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8117000 | PA      | $7599760.25   | 0.18%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.5% 08/10/2033                                                        | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $993166.92    | 0.02%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $6227367.13   | 0.15%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.5% 02/15/2041 144A                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5793000 | PA      | $4190293.73   | 0.10%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 2.65% 03/01/2030                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $3943645.20   | 0.09%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                    | XCEL ENERGY INC 4.8% 09/15/2041                                                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    499000 | PA      | $443525.17    | 0.01%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                 | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4713000 | PA      | $4498766.96   | 0.11%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                        | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $7453197.66   | 0.18%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 2.188/VAR 04/30/2026                                                       | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11642432.25  | 0.28%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                      | CALIFORNIA ST BUILD AMERICA BONDS                                                                 | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $390928.32    | 0.01%             | 2040-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3908000 | PA      | $4007804.46   | 0.09%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  13487000 | PA      | $12963901.71  | 0.31%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                             | UNITEDHEALTH GROUP INC 3.95% 10/15/2042                                                           | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    119000 | PA      | $101136.41    | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                               | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5721000 | PA      | $5748088.82   | 0.14%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.375% 07/15/2025                                                              | CUSIP: 15135UAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   9137000 | PA      | $9139704.64   | 0.22%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer