# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014676
**Filing Date:** 2023-1
**Character Count:** 266798
**Document Hash:** e5d635500393884cbab21771ff560636
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014676.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014676

**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:** 23556519

**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 Series Corporate Bond Fund (Series ID: S000062809)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000203456 | Fidelity Series Corporate Bond Fund | FHMFX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**November 30, 2022**

XBC-NPRT1-0123

1.9891233.104 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 86.0%** | &nbsp;&nbsp;**Nonconvertible Bonds - 86.0%** | &nbsp;&nbsp;**Nonconvertible Bonds - 86.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 7.0%  |  |  |
| Diversified Telecommunication Services - 2.0% |  |  |
| AT&T, Inc.: |  |  |
|  2.25% 2/1/32  | 650000  | 515050  |
|  3.65% 9/15/59  | 223000  | 154894  |
|  3.8% 12/1/57  | 1354000  | 982961  |
|  4.35% 3/1/29  | 900000  | 863615  |
| Level 3 Financing, Inc. 3.4% 3/1/27 (b) | 670000 | 571636 |
| Verizon Communications, Inc.: |  |  |
|  2.1% 3/22/28  | 312000  | 272977  |
|  2.355% 3/15/32  | 3000000  | 2408189  |
|  2.55% 3/21/31  | 289000  | 240937  |
|  3.15% 3/22/30  | 47000  | 41716  |
|  3.7% 3/22/61  | 1300000  | 933508  |
|  4.016% 12/3/29  | 1250000  | 1179346  |
|  |  | 8164829 |
| Entertainment - 0.6% |  |  |
| The Walt Disney Co.: |  |  |
|  3.8% 3/22/30  | 600000  | 563618  |
|  4.7% 3/23/50  | 700000  | 654957  |
|  4.75% 9/15/44  | 320000  | 302654  |
|  6.65% 11/15/37  | 970000  | 1113005  |
|  |  | 2634234 |
| Interactive Media & Services - 0.1% |  |  |
| Tencent Holdings Ltd.: |  |  |
|  2.88% 4/22/31 (b) | 320000  | 264269  |
|  3.575% 4/11/26 (b) | 260000  | 245375  |
|  |  | 509644 |
| Media - 3.0% |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp.: |  |  |
|  5.05% 3/30/29  | 1600000  | 1521904  |
|  5.25% 4/1/53  | 450000  | 361581  |
|  5.5% 4/1/63  | 450000  | 360556  |
|  5.75% 4/1/48  | 1950000  | 1677571  |
| Comcast Corp.: |  |  |
|  2.937% 11/1/56  | 679000  | 440123  |
|  2.987% 11/1/63  | 2211000  | 1398761  |
| COX Communications, Inc.: |  |  |
|  1.8% 10/1/30 (b) | 740000  | 565001  |
|  3.15% 8/15/24 (b) | 35000  | 33671  |
| Discovery Communications LLC: |  |  |
|  3.625% 5/15/30  | 1583000  | 1333611  |
|  3.95% 3/20/28  | 600000  | 538839  |
| Fox Corp.: |  |  |
|  4.709% 1/25/29  | 4000  | 3866  |
|  5.476% 1/25/39  | 504000  | 464124  |
| Magallanes, Inc.: |  |  |
|  3.755% 3/15/27 (b) | 250000  | 227821  |
|  4.054% 3/15/29 (b) | 87000  | 76189  |
|  4.279% 3/15/32 (b) | 219000  | 185931  |
|  5.05% 3/15/42 (b) | 348000  | 278591  |
|  5.141% 3/15/52 (b) | 1040000  | 805855  |
|  5.391% 3/15/62 (b) | 650000  | 502963  |
| Time Warner Cable LLC: |  |  |
|  5.875% 11/15/40  | 1200000  | 1063589  |
|  7.3% 7/1/38  | 500000  | 511297  |
|  |  | 12351844 |
| Wireless Telecommunication Services - 1.3% |  |  |
| Rogers Communications, Inc.: |  |  |
|  3.8% 3/15/32 (b) | 238000  | 210699  |
|  4.55% 3/15/52 (b) | 1450000  | 1180218  |
|  5% 3/15/44  | 270000  | 235257  |
| T-Mobile U.S.A., Inc.: |  |  |
|  2.4% 3/15/29  | 381000  | 323567  |
|  2.7% 3/15/32  | 1382000  | 1134154  |
| Vodafone Group PLC: |  |  |
|  4.375% 5/30/28  | 700000  | 692710  |
|  5.25% 5/30/48  | 1500000  | 1347098  |
|  |  | 5123703 |
| TOTAL COMMUNICATION SERVICES |  | 28784254 |
| CONSUMER DISCRETIONARY - 3.6%  |  |  |
| Automobiles - 0.8% |  |  |
| Ford Motor Co. 3.25% 2/12/32  | 1400000 | 1111534 |
| General Motors Co. 5.95% 4/1/49  | 1300000 | 1208071 |
| General Motors Financial Co., Inc. 3.1% 1/12/32  | 1400000 | 1123110 |
|  |  | 3442715 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co. 2.75% 2/1/32  | 747000 | 603755 |
| Internet & Direct Marketing Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd. 2.125% 2/9/31  | 200000 | 159014 |
| Multiline Retail - 0.3% |  |  |
| Dollar Tree, Inc.: |  |  |
|  3.375% 12/1/51  | 1000000  | 684444  |
|  4.2% 5/15/28  | 375000  | 358156  |
|  |  | 1042600 |
| Specialty Retail - 2.1% |  |  |
| Advance Auto Parts, Inc.: |  |  |
|  1.75% 10/1/27  | 2313000  | 1953216  |
|  3.9% 4/15/30  | 1000000  | 881650  |
| AutoNation, Inc.: |  |  |
|  3.85% 3/1/32  | 1900000  | 1566808  |
|  4.75% 6/1/30  | 20000  | 18010  |
| Lowe's Companies, Inc.: |  |  |
|  3.5% 4/1/51  | 975000  | 702225  |
|  5.625% 4/15/53  | 600000  | 600268  |
| O'Reilly Automotive, Inc.: |  |  |
|  4.2% 4/1/30  | 800000  | 758067  |
|  4.35% 6/1/28  | 75000  | 72810  |
| Ross Stores, Inc. 1.875% 4/15/31  | 600000 | 473783 |
| The Home Depot, Inc. 1.375% 3/15/31  | 575000 | 451125 |
| Triton Container International Ltd. 1.15% 6/7/24 (b) | 1200000 | 1105725 |
|  |  | 8583687 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Tapestry, Inc. 3.05% 3/15/32  | 1515000 | 1172290 |
| TOTAL CONSUMER DISCRETIONARY |  | 15004061 |
| CONSUMER STAPLES - 7.1%  |  |  |
| Beverages - 1.6% |  |  |
| Anheuser-Busch InBev Worldwide, Inc.: |  |  |
|  4.439% 10/6/48  | 500000  | 439086  |
|  4.5% 6/1/50  | 325000  | 293838  |
|  4.6% 4/15/48  | 700000  | 635960  |
|  4.9% 1/23/31  | 525000  | 531025  |
| Constellation Brands, Inc.: |  |  |
|  2.25% 8/1/31  | 1600000  | 1280279  |
|  2.875% 5/1/30  | 470000  | 404524  |
| PepsiCo, Inc. 3.9% 7/18/32  | 3000000 | 2878193 |
|  |  | 6462905 |
| Food & Staples Retailing - 0.0% |  |  |
| Alimentation Couche-Tard, Inc. 2.95% 1/25/30 (b) | 138000 | 117607 |
| Food Products - 1.8% |  |  |
| JBS U.S.A. Lux SA / JBS Food Co.: |  |  |
|  2.5% 1/15/27 (b) | 1625000  | 1416383  |
|  3% 5/15/32 (b) | 1570000  | 1230495  |
|  4.375% 2/2/52 (b) | 680000  | 494333  |
|  5.5% 1/15/30 (b) | 1600000  | 1534656  |
| JDE Peet's BV 2.25% 9/24/31 (b) | 545000 | 408313 |
| Smithfield Foods, Inc. 3% 10/15/30 (b) | 1432000 | 1102709 |
| Viterra Finance BV 4.9% 4/21/27 (b) | 1500000 | 1402953 |
|  |  | 7589842 |
| Tobacco - 3.7% |  |  |
| Altria Group, Inc.: |  |  |
|  2.45% 2/4/32  | 1500000  | 1137186  |
|  3.4% 2/4/41  | 1180000  | 803105  |
|  4.25% 8/9/42  | 14000  | 10439  |
|  4.8% 2/14/29  | 612000  | 587439  |
| BAT Capital Corp.: |  |  |
|  2.259% 3/25/28  | 1225000  | 1026900  |
|  2.726% 3/25/31  | 2800000  | 2205130  |
|  3.557% 8/15/27  | 2500000  | 2280345  |
| Imperial Tobacco Finance PLC: |  |  |
|  3.5% 7/26/26 (b) | 500000  | 460407  |
|  4.25% 7/21/25 (b) | 3200000  | 3054542  |
| Philip Morris International, Inc.: |  |  |
|  5.625% 11/17/29  | 800000  | 813563  |
|  5.75% 11/17/32  | 903000  | 929888  |
| Reynolds American, Inc. 4.45% 6/12/25  | 1725000 | 1693953 |
|  |  | 15002897 |
| TOTAL CONSUMER STAPLES |  | 29173251 |
| ENERGY - 6.9%  |  |  |
| Oil, Gas & Consumable Fuels - 6.9% |  |  |
| Canadian Natural Resources Ltd.: |  |  |
|  2.95% 7/15/30  | 1071000  | 914982  |
|  6.25% 3/15/38  | 1075000  | 1102454  |
| Cenovus Energy, Inc.: |  |  |
|  2.65% 1/15/32  | 159000  | 128421  |
|  3.75% 2/15/52  | 480000  | 345834  |
|  5.4% 6/15/47  | 64000  | 59117  |
|  6.75% 11/15/39  | 156000  | 164128  |
| Cheniere Corpus Christi Holdings LLC 5.875% 3/31/25  | 485000 | 487296 |
| DCP Midstream Operating LP: |  |  |
|  3.875% 3/15/23  | 500000  | 497400  |
|  5.125% 5/15/29  | 2200000  | 2133111  |
|  5.375% 7/15/25  | 500000  | 493789  |
| Eastern Gas Transmission & Storage, Inc.: |  |  |
|  3% 11/15/29  | 582000  | 507882  |
|  3.9% 11/15/49  | 1000000  | 694942  |
| Enbridge, Inc.: |  |  |
|  3.4% 8/1/51  | 900000  | 634480  |
|  4.5% 6/10/44  | 250000  | 210309  |
| Energy Transfer LP: |  |  |
|  3.75% 5/15/30  | 3554000  | 3150222  |
|  4.25% 3/15/23  | 450000  | 448568  |
|  4.25% 4/1/24  | 525000  | 514528  |
|  4.95% 6/15/28  | 650000  | 628769  |
| Enterprise Products Operating LP 5.1% 2/15/45  | 375000 | 342279 |
| Equinor ASA: |  |  |
|  1.75% 1/22/26  | 61000  | 55949  |
|  2.375% 5/22/30  | 550000  | 473394  |
| Hess Corp.: |  |  |
|  4.3% 4/1/27  | 2575000  | 2475128  |
|  5.8% 4/1/47  | 1135000  | 1102513  |
|  6% 1/15/40  | 575000  | 576730  |
| Magellan Midstream Partners LP 3.25% 6/1/30  | 500000 | 437160 |
| Marathon Petroleum Corp. 4.75% 9/15/44  | 300000 | 255568 |
| MPLX LP: |  |  |
|  2.65% 8/15/30  | 702000  | 576080  |
|  4.95% 9/1/32  | 377000  | 356842  |
| Occidental Petroleum Corp. 2.9% 8/15/24  | 83000 | 79680 |
| Ovintiv, Inc.: |  |  |
|  5.15% 11/15/41  | 136000  | 123030  |
|  8.125% 9/15/30  | 409000  | 454628  |
| Petroleos Mexicanos: |  |  |
|  4.5% 1/23/26  | 1000000  | 900000  |
|  6.49% 1/23/27  | 75000  | 67860  |
|  6.5% 3/13/27  | 80000  | 72128  |
| Phillips 66 Co. 4.875% 11/15/44  | 300000 | 279530 |
| Plains All American Pipeline LP/PAA Finance Corp.: |  |  |
|  3.8% 9/15/30  | 97000  | 84970  |
|  4.65% 10/15/25  | 1119000  | 1101754  |
| Suncor Energy, Inc. 6.5% 6/15/38  | 430000 | 445996 |
| The Williams Companies, Inc.: |  |  |
|  3.5% 11/15/30  | 913000  | 807929  |
|  4.65% 8/15/32  | 394000  | 373213  |
|  5.3% 8/15/52  | 89000  | 81752  |
| Total Capital International SA 3.127% 5/29/50  | 800000 | 577942 |
| Transcontinental Gas Pipe Line Co. LLC 3.25% 5/15/30  | 25000 | 21959 |
| Western Gas Partners LP: |  |  |
|  3.35% 2/1/25  | 1500000  | 1437765  |
|  4.3% 2/1/30  | 1870000  | 1666338  |
|  |  | 28344349 |
| FINANCIALS - 30.3%  |  |  |
| Banks - 15.3% |  |  |
| AIB Group PLC 4.263% 4/10/25 (b)(c) | 250000 | 240678 |
| Banco Santander SA 2.749% 12/3/30  | 1000000 | 748205 |
| Bank of America Corp.: |  |  |
|  2.299% 7/21/32 (c) | 1500000  | 1175287  |
|  2.676% 6/19/41 (c) | 1030000  | 718521  |
|  2.972% 2/4/33 (c) | 2500000  | 2043436  |
|  3.483% 3/13/52 (c) | 950000  | 697211  |
|  4.271% 7/23/29 (c) | 700000  | 658939  |
|  4.571% 4/27/33 (c) | 1600000  | 1491161  |
|  5.015% 7/22/33 (c) | 2000000  | 1930837  |
| Bank of Ireland Group PLC 4.5% 11/25/23 (b) | 200000 | 195886 |
| Barclays PLC: |  |  |
|  1.007% 12/10/24 (c) | 307000  | 290311  |
|  2.645% 6/24/31 (c) | 450000  | 349537  |
|  2.894% 11/24/32 (c) | 2250000  | 1718524  |
|  5.2% 5/12/26  | 1750000  | 1696782  |
|  5.746% 8/9/33 (c) | 349000  | 334290  |
|  7.437% 11/2/33 (c) | 1100000  | 1165222  |
| BNP Paribas SA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 1.323% 1/13/27 (b)(c)(d) | 1182000  | 1026681  |
|  3.052% 1/13/31 (b)(c) | 875000  | 725513  |
|  3.132% 1/20/33 (b)(c) | 1250000  | 993529  |
|  4.625% 3/13/27 (b) | 450000  | 427647  |
| BPCE SA: |  |  |
|  2.277% 1/20/32 (b)(c) | 600000  | 447387  |
|  4.875% 4/1/26 (b) | 200000  | 190872  |
| Citigroup, Inc.: |  |  |
|  4.075% 4/23/29 (c) | 1600000  | 1494797  |
|  4.45% 9/29/27  | 1200000  | 1155769  |
|  4.91% 5/24/33 (c) | 599000  | 570316  |
| Citizens Financial Group, Inc. 2.638% 9/30/32  | 2015000 | 1505971 |
| Commonwealth Bank of Australia 3.784% 3/14/32 (b) | 1280000 | 1051139 |
| Credit Agricole SA 2.811% 1/11/41 (b) | 444000 | 274938 |
| Danske Bank A/S 1.171% 12/8/23 (b)(c) | 1050000 | 1049288 |
| Fifth Third Bancorp 8.25% 3/1/38  | 300000 | 364786 |
| HSBC Holdings PLC: |  |  |
|  2.251% 11/22/27 (c) | 1076000  | 927458  |
|  2.357% 8/18/31 (c) | 1002000  | 764580  |
|  2.848% 6/4/31 (c) | 1800000  | 1434734  |
|  4.762% 3/29/33 (c) | 1600000  | 1384258  |
|  5.402% 8/11/33 (c) | 815000  | 763066  |
|  7.39% 11/3/28 (c) | 720000  | 755094  |
| Huntington Bancshares, Inc. 2.487% 8/15/36 (c) | 1287000 | 931884 |
| ING Groep NV 4.017% 3/28/28 (c) | 2000000 | 1866204 |
| Intesa Sanpaolo SpA 5.71% 1/15/26 (b) | 1126000 | 1087882 |
| JPMorgan Chase & Co.: |  |  |
|  2.956% 5/13/31 (c) | 104000  | 86724  |
|  3.882% 7/24/38 (c) | 2725000  | 2290549  |
|  4.203% 7/23/29 (c) | 600000  | 564231  |
|  4.912% 7/25/33 (c) | 3000000  | 2892944  |
|  5.717% 9/14/33 (c) | 2500000  | 2473162  |
| Lloyds Banking Group PLC: |  |  |
|  4.65% 3/24/26  | 1000000  | 950897  |
|  7.953% 11/15/33 (c) | 1000000  | 1053000  |
| Mizuho Financial Group, Inc. 1.234% 5/22/27 (c) | 1900000 | 1643584 |
| National Australia Bank Ltd. 2.99% 5/21/31 (b) | 1200000 | 939734 |
| NatWest Group PLC 2.359% 5/22/24 (c) | 228000 | 223633 |
| Rabobank Nederland 3.75% 7/21/26  | 300000 | 281611 |
| Santander Holdings U.S.A., Inc. 2.49% 1/6/28 (c) | 335000 | 290715 |
| Societe Generale: |  |  |
|  1.488% 12/14/26 (b)(c) | 3300000  | 2853751  |
|  3% 1/22/30 (b) | 430000  | 344555  |
|  3.625% 3/1/41 (b) | 1300000  | 835205  |
|  3.875% 3/28/24 (b) | 700000  | 683700  |
|  6.221% 6/15/33 (b)(c) | 800000  | 744001  |
| Standard Chartered PLC 3.785% 5/21/25 (b)(c) | 630000 | 603587 |
| SVB Financial Group: |  |  |
|  2.1% 5/15/28  | 1050000  | 861763  |
|  3.125% 6/5/30  | 170000  | 139081  |
| Synchrony Bank 5.625% 8/23/27  | 326000 | 315600 |
| UniCredit SpA 1.982% 6/3/27 (b)(c) | 1200000 | 1016787 |
| Wells Fargo & Co.: |  |  |
|  2.393% 6/2/28 (c) | 800000  | 707426  |
|  4.478% 4/4/31 (c) | 1000000  | 945168  |
|  5.013% 4/4/51 (c) | 700000  | 657513  |
| Westpac Banking Corp. U.S. TREASURY 1 YEAR INDEX + 2.680% 5.405% 8/10/33 (c)(d) | 1400000 | 1292772 |
| Zions Bancorp NA 3.25% 10/29/29  | 850000 | 700802 |
|  |  | 63041115 |
| Capital Markets - 5.0% |  |  |
| Ares Capital Corp.: |  |  |
|  2.15% 7/15/26  | 750000  | 639526  |
|  2.875% 6/15/27  | 1100000  | 942789  |
|  3.25% 7/15/25  | 1775000  | 1623541  |
|  3.875% 1/15/26  | 240000  | 220693  |
|  4.25% 3/1/25  | 75000  | 71261  |
| Blackstone Holdings Finance Co. LLC 2.8% 9/30/50 (b) | 523000 | 313539 |
| Credit Suisse Group AG: |  |  |
|  1.305% 2/2/27 (b)(c) | 800000  | 629104  |
|  3.091% 5/14/32 (b)(c) | 1200000  | 817515  |
|  3.75% 3/26/25  | 1150000  | 1019394  |
|  4.194% 4/1/31 (b)(c) | 800000  | 606489  |
|  6.537% 8/12/33 (b)(c) | 500000  | 438022  |
|  9.016% 11/15/33 (b)(c) | 800000  | 812214  |
| Deutsche Bank AG 4.5% 4/1/25  | 3029000 | 2872031 |
| Deutsche Bank AG New York Branch: |  |  |
|  2.129% 11/24/26 (c) | 1650000  | 1444129  |
|  2.222% 9/18/24 (c) | 1000000  | 959402  |
| Goldman Sachs Group, Inc.: |  |  |
|  1.431% 3/9/27 (c) | 1850000  | 1626688  |
|  4.223% 5/1/29 (c) | 900000  | 845514  |
| Morgan Stanley: |  |  |
|  1.794% 2/13/32 (c) | 740000  | 563169  |
|  2.239% 7/21/32 (c) | 1500000  | 1169788  |
|  4.431% 1/23/30 (c) | 111000  | 104979  |
| UBS Group AG: |  |  |
|  2.095% 2/11/32 (b)(c) | 1550000  | 1173535  |
|  3.126% 8/13/30 (b)(c) | 613000  | 521666  |
|  4.988% 8/5/33 (b)(c) | 1200000  | 1118005  |
|  |  | 20532993 |
| Consumer Finance - 3.5% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |
|  1.65% 10/29/24  | 900000  | 828149  |
|  2.45% 10/29/26  | 227000  | 199600  |
|  3% 10/29/28  | 237000  | 200239  |
|  3.3% 1/30/32  | 254000  | 202430  |
|  3.4% 10/29/33  | 526000  | 407716  |
|  3.85% 10/29/41  | 860000  | 630861  |
|  4.125% 7/3/23  | 850000  | 842362  |
| Ally Financial, Inc.: |  |  |
|  2.2% 11/2/28  | 480000  | 383335  |
|  4.75% 6/9/27  | 2100000  | 1977221  |
|  5.75% 11/20/25  | 910000  | 897866  |
|  8% 11/1/31  | 717000  | 769172  |
| Capital One Financial Corp.: |  |  |
|  2.359% 7/29/32 (c) | 1785000  | 1300657  |
|  3.8% 1/31/28  | 11000  | 10278  |
|  5.247% 7/26/30 (c) | 662000  | 630994  |
|  5.268% 5/10/33 (c) | 1300000  | 1224267  |
| Discover Financial Services: |  |  |
|  4.1% 2/9/27  | 39000  | 36644  |
|  6.7% 11/29/32  | 98000  | 99696  |
| Ford Motor Credit Co. LLC: |  |  |
|  3.625% 6/17/31  | 200000  | 164159  |
|  4.271% 1/9/27  | 400000  | 370116  |
|  4.95% 5/28/27  | 1850000  | 1750785  |
| Synchrony Financial: |  |  |
|  3.95% 12/1/27  | 75000  | 67055  |
|  4.25% 8/15/24  | 858000  | 836889  |
|  4.375% 3/19/24  | 407000  | 399724  |
|  |  | 14230215 |
| Diversified Financial Services - 2.4% |  |  |
| Aon Corp. / Aon Global Holdings PLC 2.6% 12/2/31  | 404000 | 330720 |
| Athene Global Funding: |  |  |
|  1.45% 1/8/26 (b) | 1150000  | 1012937  |
|  1.985% 8/19/28 (b) | 1355000  | 1099822  |
|  2.5% 3/24/28 (b) | 750000  | 634638  |
| Blackstone Private Credit Fund: |  |  |
|  2.7% 1/15/25  | 1500000  | 1395139  |
|  4.7% 3/24/25  | 127000  | 124121  |
|  7.05% 9/29/25 (b) | 466000  | 466929  |
| Brixmor Operating Partnership LP: |  |  |
|  2.25% 4/1/28  | 410000  | 339335  |
|  4.05% 7/1/30  | 148000  | 129342  |
| Corebridge Financial, Inc.: |  |  |
|  3.65% 4/5/27 (b) | 171000  | 160066  |
|  3.85% 4/5/29 (b) | 168000  | 152933  |
|  3.9% 4/5/32 (b) | 199000  | 175479  |
|  4.35% 4/5/42 (b) | 45000  | 36843  |
|  4.4% 4/5/52 (b) | 134000  | 107705  |
| Equitable Holdings, Inc. 4.35% 4/20/28  | 700000 | 665754 |
| Jackson Financial, Inc.: |  |  |
|  3.125% 11/23/31  | 2210000  | 1695764  |
|  4% 11/23/51  | 800000  | 518197  |
|  5.17% 6/8/27  | 181000  | 177375  |
|  5.67% 6/8/32  | 228000  | 216612  |
| Rexford Industrial Realty LP 2.15% 9/1/31  | 599000 | 462475 |
|  |  | 9902186 |
| Insurance - 4.1% |  |  |
| AIA Group Ltd.: |  |  |
|  3.2% 9/16/40 (b) | 950000  | 687089  |
|  3.6% 4/9/29 (b) | 1515000  | 1384466  |
| AmFam Holdings, Inc. 2.805% 3/11/31 (b) | 950000 | 745419 |
| Assurant, Inc. 2.65% 1/15/32  | 2100000 | 1561672 |
| Athene Holding Ltd.: |  |  |
|  3.45% 5/15/52  | 700000  | 437007  |
|  3.95% 5/25/51  | 316000  | 217746  |
|  6.65% 2/1/33  | 800000  | 800513  |
| Empower Finance 2020 LP: |  |  |
|  1.776% 3/17/31 (b) | 324000  | 247529  |
|  3.075% 9/17/51 (b) | 540000  | 330624  |
| Fairfax Financial Holdings Ltd.: |  |  |
|  3.375% 3/3/31  | 571000  | 461942  |
|  5.625% 8/16/32 (b) | 2100000  | 1973581  |
| Five Corners Funding Trust II 2.85% 5/15/30 (b) | 890000 | 755101 |
| Guardian Life Insurance Co. of America 4.85% 1/24/77 (b) | 400000 | 328762 |
| Hartford Financial Services Group, Inc. 4.3% 4/15/43  | 1025000 | 836852 |
| Intact Financial Corp. 5.459% 9/22/32 (b) | 1117000 | 1114050 |
| Liberty Mutual Group, Inc. 5.5% 6/15/52 (b) | 1050000 | 945302 |
| Marsh & McLennan Companies, Inc.: |  |  |
|  3.875% 3/15/24  | 11000  | 10851  |
|  4.375% 3/15/29  | 10000  | 9733  |
|  4.9% 3/15/49  | 834000  | 778389  |
| Massachusetts Mutual Life Insurance Co. 3.729% 10/15/70 (b) | 350000 | 234532 |
| New York Life Insurance Co. 4.45% 5/15/69 (b) | 54000 | 44443 |
| Pacific LifeCorp 3.35% 9/15/50 (b) | 700000 | 482066 |
| Prudential Financial, Inc. 6% 9/1/52 (c) | 672000 | 619611 |
| Reliance Standard Life Global Funding II 2.75% 5/7/25 (b) | 478000 | 448569 |
| Swiss Re Finance Luxembourg SA 5% 4/2/49 (b)(c) | 600000 | 532680 |
| Unum Group 4.125% 6/15/51  | 1520000 | 1058837 |
|  |  | 17047366 |
| TOTAL FINANCIALS |  | 124753875 |
| HEALTH CARE - 6.3%  |  |  |
| Biotechnology - 0.2% |  |  |
| Amgen, Inc. 3.375% 2/21/50  | 700000 | 510251 |
| Regeneron Pharmaceuticals, Inc. 1.75% 9/15/30  | 400000 | 314273 |
|  |  | 824524 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Becton, Dickinson & Co. 2.823% 5/20/30  | 750000 | 653292 |
| Boston Scientific Corp. 2.65% 6/1/30  | 500000 | 431538 |
|  |  | 1084830 |
| Health Care Providers & Services - 3.3% |  |  |
| Centene Corp.: |  |  |
|  2.625% 8/1/31  | 2645000  | 2079552  |
|  3% 10/15/30  | 1310000  | 1073663  |
|  4.25% 12/15/27  | 1025000  | 961942  |
|  4.625% 12/15/29  | 585000  | 543953  |
| Cigna Corp.: |  |  |
|  3.4% 3/15/50  | 500000  | 360824  |
|  4.125% 11/15/25  | 4000  | 3934  |
|  4.375% 10/15/28  | 561000  | 546764  |
|  4.8% 8/15/38  | 1907000  | 1799234  |
|  4.9% 12/15/48  | 7000  | 6462  |
| HCA Holdings, Inc.: |  |  |
|  3.375% 3/15/29 (b) | 439000  | 386598  |
|  3.625% 3/15/32 (b) | 440000  | 376132  |
|  4.625% 3/15/52 (b) | 660000  | 532149  |
|  5.125% 6/15/39  | 1217000  | 1084751  |
|  5.25% 6/15/49  | 240000  | 209886  |
| Sabra Health Care LP: |  |  |
|  3.2% 12/1/31  | 588000  | 440906  |
|  3.9% 10/15/29  | 123000  | 101591  |
| UnitedHealth Group, Inc. 4.75% 7/15/45  | 950000 | 897009 |
| Universal Health Services, Inc.: |  |  |
|  2.65% 10/15/30 (b) | 1704000  | 1362331  |
|  2.65% 1/15/32 (b) | 1072000  | 810884  |
|  |  | 13578565 |
| Pharmaceuticals - 2.5% |  |  |
| Bayer U.S. Finance II LLC: |  |  |
|  4.25% 12/15/25 (b) | 1050000  | 1018246  |
|  4.875% 6/25/48 (b) | 1150000  | 1003063  |
| Bristol-Myers Squibb Co. 4.125% 6/15/39  | 138000 | 125295 |
| Elanco Animal Health, Inc.: |  |  |
|  5.772% 8/28/23  | 700000  | 697150  |
|  6.4% 8/28/28 (c) | 1375000  | 1269854  |
| Mylan NV 4.55% 4/15/28  | 1004000 | 945501 |
| Perrigo Finance PLC 4.4% 6/15/30  | 600000 | 512838 |
| Utah Acquisition Sub, Inc. 5.25% 6/15/46  | 650000 | 501405 |
| Viatris, Inc.: |  |  |
|  1.65% 6/22/25  | 3427000  | 3102263  |
|  2.7% 6/22/30  | 1328000  | 1059277  |
|  4% 6/22/50  | 105000  | 68291  |
|  |  | 10303183 |
| TOTAL HEALTH CARE |  | 25791102 |
| INDUSTRIALS - 3.3%  |  |  |
| Aerospace & Defense - 1.3% |  |  |
| Northrop Grumman Corp. 4.03% 10/15/47  | 1225000 | 1038886 |
| The Boeing Co.: |  |  |
|  2.196% 2/4/26  | 1200000  | 1090818  |
|  2.75% 2/1/26  | 900000  | 833123  |
|  3.75% 2/1/50  | 1150000  | 806623  |
|  5.04% 5/1/27  | 900000  | 891268  |
|  5.15% 5/1/30  | 885000  | 863433  |
|  |  | 5524151 |
| Airlines - 0.2% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/29  | 167757 | 140428 |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/36 (b) | 294837 | 242960 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/29  | 118006 | 101503 |
| United Airlines, Inc. 4.55% 2/25/33  | 166434 | 140432 |
|  |  | 625323 |
| Machinery - 0.6% |  |  |
| Daimler Trucks Finance North America LLC 2% 12/14/26 (b) | 1276000 | 1118962 |
| Ingersoll-Rand Luxembourg Finance SA 4.5% 3/21/49  | 300000 | 247265 |
| Westinghouse Air Brake Tech Co. 4.4% 3/15/24  | 1000000 | 983740 |
|  |  | 2349967 |
| Professional Services - 0.0% |  |  |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (b) | 25000 | 22531 |
| Leidos, Inc. 3.625% 5/15/25  | 70000 | 67464 |
|  |  | 89995 |
| Road & Rail - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 4.7% 9/1/45  | 500000 | 469700 |
| Canadian Pacific Railway Co. 3.1% 12/2/51  | 458000 | 322001 |
| Union Pacific Corp. 3.25% 2/5/50  | 800000 | 596643 |
|  |  | 1388344 |
| Trading Companies & Distributors - 0.6% |  |  |
| Air Lease Corp.: |  |  |
|  2.3% 2/1/25  | 850000  | 791234  |
|  2.875% 1/15/32  | 1900000  | 1501537  |
|  |  | 2292771 |
| Transportation Infrastructure - 0.3% |  |  |
| Avolon Holdings Funding Ltd.: |  |  |
|  2.528% 11/18/27 (b) | 1601000  | 1294961  |
|  4.375% 5/1/26 (b) | 110000  | 99991  |
|  |  | 1394952 |
| TOTAL INDUSTRIALS |  | 13665503 |
| INFORMATION TECHNOLOGY - 6.3%  |  |  |
| Electronic Equipment & Components - 1.7% |  |  |
| Dell International LLC/EMC Corp.: |  |  |
|  3.45% 12/15/51 (b) | 700000  | 451236  |
|  6.02% 6/15/26  | 2125000  | 2170167  |
|  6.2% 7/15/30  | 950000  | 976908  |
| Vontier Corp.: |  |  |
|  1.8% 4/1/26  | 3000000  | 2529360  |
|  2.95% 4/1/31  | 1169000  | 839921  |
|  |  | 6967592 |
| IT Services - 0.3% |  |  |
| CDW LLC/CDW Finance Corp. 2.67% 12/1/26  | 1054000 | 934170 |
| Fiserv, Inc. 3.5% 7/1/29  | 271000 | 244406 |
|  |  | 1178576 |
| Semiconductors & Semiconductor Equipment - 1.7% |  |  |
| Broadcom, Inc.: |  |  |
|  1.95% 2/15/28 (b) | 854000  | 721805  |
|  2.45% 2/15/31 (b) | 460000  | 362924  |
|  2.6% 2/15/33 (b) | 1617000  | 1221823  |
|  3.5% 2/15/41 (b) | 371000  | 268358  |
|  3.75% 2/15/51 (b) | 174000  | 122793  |
| Marvell Technology, Inc. 2.45% 4/15/28  | 1500000 | 1272757 |
| Micron Technology, Inc.: |  |  |
|  2.703% 4/15/32  | 1100000  | 850351  |
|  4.185% 2/15/27  | 1250000  | 1195065  |
| NVIDIA Corp. 3.7% 4/1/60  | 1050000 | 795297 |
|  |  | 6811173 |
| Software - 2.3% |  |  |
| Microsoft Corp. 3.3% 2/6/27  | 5000000 | 4836176 |
| Oracle Corp.: |  |  |
|  2.3% 3/25/28  | 529000  | 458353  |
|  2.875% 3/25/31  | 1300000  | 1087370  |
|  3.95% 3/25/51  | 1880000  | 1375729  |
|  4% 11/15/47  | 375000  | 277348  |
| Roper Technologies, Inc. 2% 6/30/30  | 2035000 | 1630417 |
|  |  | 9665393 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple, Inc.: |  |  |
|  2.8% 2/8/61  | 700000  | 465407  |
|  3.85% 8/4/46  | 800000  | 693659  |
|  |  | 1159066 |
| TOTAL INFORMATION TECHNOLOGY |  | 25781800 |
| MATERIALS - 1.4%  |  |  |
| Chemicals - 1.4% |  |  |
| Celanese U.S. Holdings LLC 6.165% 7/15/27  | 2000000 | 1957498 |
| International Flavors & Fragrances, Inc.: |  |  |
|  1.832% 10/15/27 (b) | 1825000  | 1525196  |
|  3.468% 12/1/50 (b) | 525000  | 360895  |
|  5% 9/26/48  | 850000  | 732124  |
| Sherwin-Williams Co. 4.5% 6/1/47  | 375000 | 324838 |
| Westlake Corp. 3.375% 6/15/30  | 900000 | 776103 |
|  |  | 5676654 |
| Containers & Packaging - 0.0% |  |  |
| Avery Dennison Corp. 4.875% 12/6/28  | 50000 | 49103 |
| TOTAL MATERIALS |  | 5725757 |
| REAL ESTATE - 6.1%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.9% |  |  |
| Agree LP: |  |  |
|  2% 6/15/28  | 2100000  | 1728036  |
|  4.8% 10/1/32  | 1065000  | 979590  |
| Alexandria Real Estate Equities, Inc. 1.875% 2/1/33  | 950000 | 706468 |
| American Homes 4 Rent LP: |  |  |
|  2.375% 7/15/31  | 44000  | 34201  |
|  3.375% 7/15/51  | 68000  | 43467  |
|  3.625% 4/15/32  | 183000  | 155055  |
|  4.3% 4/15/52  | 127000  | 94215  |
| Camden Property Trust 2.8% 5/15/30  | 58000 | 49840 |
| Corporate Office Properties LP: |  |  |
|  2% 1/15/29  | 904000  | 699619  |
|  2.25% 3/15/26  | 52000  | 45671  |
|  2.75% 4/15/31  | 414000  | 312810  |
|  2.9% 12/1/33  | 1600000  | 1142350  |
| Crown Castle International Corp. 3.25% 1/15/51  | 450000 | 307842 |
| Hudson Pacific Properties LP: |  |  |
|  3.95% 11/1/27  | 3400000  | 2882449  |
|  5.95% 2/15/28  | 1900000  | 1803873  |
| Invitation Homes Operating Partnership LP: |  |  |
|  2% 8/15/31  | 600000  | 444167  |
|  4.15% 4/15/32  | 269000  | 235824  |
| Kite Realty Group Trust: |  |  |
|  4% 3/15/25  | 14000  | 13429  |
|  4.75% 9/15/30  | 277000  | 245884  |
| MPT Operating Partnership LP/MPT Finance Corp. 3.5% 3/15/31  | 1725000 | 1216125 |
| Omega Healthcare Investors, Inc.: |  |  |
|  3.25% 4/15/33  | 278000  | 203841  |
|  3.375% 2/1/31  | 1402000  | 1095822  |
|  4.5% 1/15/25  | 600000  | 583527  |
|  4.5% 4/1/27  | 1000000  | 932110  |
| Piedmont Operating Partnership LP 2.75% 4/1/32  | 86000 | 61434 |
| Realty Income Corp.: |  |  |
|  2.85% 12/15/32  | 30000  | 24616  |
|  3.25% 1/15/31  | 30000  | 26206  |
| Spirit Realty LP 2.1% 3/15/28  | 516000 | 419460 |
| Store Capital Corp. 2.7% 12/1/31  | 1675000 | 1260175 |
| Sun Communities Operating LP: |  |  |
|  2.3% 11/1/28  | 97000  | 79800  |
|  2.7% 7/15/31  | 250000  | 194514  |
|  4.2% 4/15/32  | 1800000  | 1552977  |
| UDR, Inc.: |  |  |
|  2.1% 8/1/32  | 939000  | 697310  |
|  2.1% 6/15/33  | 374000  | 271312  |
| Ventas Realty LP 2.5% 9/1/31  | 729000 | 574074 |
| VICI Properties LP: |  |  |
|  4.75% 2/15/28  | 378000  | 356325  |
|  4.95% 2/15/30  | 1100000  | 1039888  |
|  5.125% 5/15/32  | 78000  | 73165  |
| Vornado Realty LP: |  |  |
|  2.15% 6/1/26  | 103000  | 87055  |
|  3.4% 6/1/31  | 372000  | 283577  |
| Welltower, Inc.: |  |  |
|  3.625% 3/15/24  | 10000  | 9797  |
|  4.125% 3/15/29  | 675000  | 625678  |
| WP Carey, Inc.: |  |  |
|  2.4% 2/1/31  | 348000  | 276704  |
|  4.25% 10/1/26  | 450000  | 433027  |
|  |  | 24303309 |
| Real Estate Management & Development - 0.2% |  |  |
| Tanger Properties LP: |  |  |
|  2.75% 9/1/31  | 596000  | 426266  |
|  3.125% 9/1/26  | 497000  | 448606  |
|  |  | 874872 |
| TOTAL REAL ESTATE |  | 25178181 |
| UTILITIES - 7.7%  |  |  |
| Electric Utilities - 3.9% |  |  |
| Alabama Power Co. 3.05% 3/15/32  | 380000 | 330718 |
| American Transmission Systems, Inc. 2.65% 1/15/32 (b) | 1148000 | 937465 |
| Cleco Corporate Holdings LLC: |  |  |
|  3.743% 5/1/26  | 2790000  | 2631050  |
|  4.973% 5/1/46  | 750000  | 646607  |
| Duke Energy Corp.: |  |  |
|  2.45% 6/1/30  | 70000  | 58824  |
|  4.5% 8/15/32  | 1240000  | 1176487  |
|  5% 8/15/52  | 1250000  | 1135916  |
| Duquesne Light Holdings, Inc.: |  |  |
|  2.775% 1/7/32 (b) | 266000  | 208623  |
|  3.616% 8/1/27 (b) | 1810000  | 1632624  |
| Entergy Corp. 2.8% 6/15/30  | 72000 | 60813 |
| Exelon Corp.: |  |  |
|  3.35% 3/15/32 (b) | 1602000  | 1407500  |
|  4.1% 3/15/52 (b) | 76000  | 62026  |
|  4.7% 4/15/50  | 800000  | 706090  |
|  5.1% 6/15/45  | 370000  | 348500  |
| FirstEnergy Corp.: |  |  |
|  2.25% 9/1/30  | 534000  | 424437  |
|  2.65% 3/1/30  | 780000  | 644873  |
|  4.4% 7/15/27  | 900000  | 848718  |
| Nevada Power Co. 3.7% 5/1/29  | 75000 | 70551 |
| Southern Co.: |  |  |
|  4.4% 7/1/46  | 700000  | 588254  |
|  5.113% 8/1/27  | 2050000  | 2043278  |
|  |  | 15963354 |
| Gas Utilities - 0.2% |  |  |
| ONE Gas, Inc. 2% 5/15/30  | 278000 | 226860 |
| Southern Co. Gas Capital Corp. 4.4% 5/30/47  | 625000 | 508053 |
|  |  | 734913 |
| Independent Power and Renewable Electricity Producers - 2.0% |  |  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (b) | 1215000 | 1071053 |
| Emera U.S. Finance LP: |  |  |
|  3.55% 6/15/26  | 2550000  | 2391874  |
|  4.75% 6/15/46  | 1775000  | 1405744  |
| The AES Corp.: |  |  |
|  1.375% 1/15/26  | 290000  | 257622  |
|  2.45% 1/15/31  | 3120000  | 2479207  |
|  3.3% 7/15/25 (b) | 216000  | 202160  |
|  3.95% 7/15/30 (b) | 389000  | 340570  |
|  |  | 8148230 |
| Multi-Utilities - 1.6% |  |  |
| NiSource, Inc.: |  |  |
|  2.95% 9/1/29  | 229000  | 200778  |
|  3.6% 5/1/30  | 671000  | 603237  |
|  4.375% 5/15/47  | 650000  | 544288  |
|  4.8% 2/15/44  | 500000  | 446786  |
| Puget Energy, Inc.: |  |  |
|  2.379% 6/15/28  | 2000000  | 1711589  |
|  4.1% 6/15/30  | 1023000  | 919072  |
|  4.224% 3/15/32  | 1344000  | 1199129  |
| Sempra Energy 3.8% 2/1/38  | 1500000 | 1221263 |
|  |  | 6846142 |
| TOTAL UTILITIES |  | 31692639 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $420,677,483) |  | <br> **353894772** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 6.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bonds: |  |  |
|  1.75% 8/15/41  | 2500000 | 1744141 |
|  1.875% 2/15/41  | 2943000 | 2126777 |
|  2% 11/15/41  | 2000000 | 1456641 |
|  2% 8/15/51  | 527000 | 358154 |
|  2.25% 2/15/52  | 250000 | 180537 |
|  2.875% 5/15/52  | 2500000 | 2078125 |
|  3% 8/15/52  | 20500000 | 17553123 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $27,806,819) |  | **25497498** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| United Mexican States: |  |  |
|  3.25% 4/16/30  | 200000 | 178500 |
|  4.5% 4/22/29  | 1000000 | 973000 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $1,316,332) |  | **1151500** |

---

---

| | | |
|:---|:---|:---|
| &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) | 753000 | 669583 |
| FINANCIALS - 0.2%  |  |  |
| Capital Markets - 0.2% |  |  |
| UBS Group AG 4.875% (b)(c)(e) | 950000 | 798223 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $1,705,000) |  | <br> **1467806** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (f) <br>(Cost $23,736,883) <br>| 23732146 | **23736892** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.6%**<br> (Cost $475,242,517)<br>| <br>**405748468** |
| **NET OTHER ASSETS (LIABILITIES) - 1.4%**  | **5743000** |
| **NET ASSETS - 100.0%** | **411491468** |

---

**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 $73,704,838 or 17.9% 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% | 18373868 | 22733824 | 17370800 | 168513 | - | - | 23736892 | 0.0% |
| Total | 18373868 | 22733824 | 17370800 | 168513 | - | - | 23736892 |  |

---

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

**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, Foreign Government and Government Agency Obligations 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. 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 Series Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000062809

- **c. LEI of Series:** 549300KINIJLWCPYK071

**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:** $407280862.47

**Total Liabilities:** $1282203.93

**Net Assets:** $405998658.54

**Cash Not Reported:** $83903.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15030.89372730 | **1-Year:** 53556.42333678 | **5-Year:** 90837.22777094 | **10-Year:** 90904.40642300 | **30-Year:** 50191.19567914

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

- **3-Month:** 335.75206829 | **1-Year:** 1274.12231465 | **5-Year:** 2111.93380471 | **10-Year:** 198.62296305 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203456 | -5.22%               | -1.05%               | 4.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-678982.23              | $-21514067.02                              |
| Month 2  | $-335647.64              | $-4855930.75                               |
| Month 3  | $-527562.33              | $17863253.02                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KITE REALTY GROUP TRUST                                                         | KITE RLTY GROUP TRUST 4% 03/15/2025                                                              | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13428.68     | 0.00%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE CO OF AMERICA/THE                                       | GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 4.85% 01/24/2077 144A                                  | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328762.27    | 0.08%             | 2077-01-24      | Fixed         | 0.05%                 | 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        |   3029000 | PA      | $2872031.22   | 0.71%             | 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        |   1240000 | PA      | $1176486.65   | 0.29%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 5% 09/26/2048                                                   | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    850000 | PA      | $732124.35    | 0.18%             | 2048-09-26      | Fixed         | 0.05%                 | 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        |    307000 | PA      | $290311.06    | 0.07%             | 2024-12-10      | Variable      | 0.01%                 | 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        |    500000 | PA      | $437160.07    | 0.11%             | 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        |    444000 | PA      | $274938.37    | 0.07%             | 2041-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 4.279% 03/15/2032 144A                                                            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    219000 | PA      | $185930.81    | 0.05%             | 2032-03-15      | Fixed         | 0.04%                 | 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        |    181000 | PA      | $177375.06    | 0.04%             | 2027-06-08      | Fixed         | 0.05%                 | 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        |     86000 | PA      | $61433.66     | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.431/VAR 01/23/2030                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104978.60    | 0.03%             | 2030-01-23      | Variable      | 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 3% 05/15/2032 144A                            | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1230495.35   | 0.30%             | 2032-05-15      | 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        |   1382000 | PA      | $1134154.12   | 0.28%             | 2032-03-15      | Fixed         | 0.03%                 | 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        |   1250000 | PA      | $1179345.55   | 0.29%             | 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        |    516000 | PA      | $419460.39    | 0.10%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                             | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1630417.40   | 0.40%             | 2030-06-30      | 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        |   1287000 | PA      | $931883.82    | 0.23%             | 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        |   1800000 | PA      | $1434733.74   | 0.35%             | 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        |    600000 | PA      | $563618.11    | 0.14%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 4.25% 10/01/2026                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433027.24    | 0.11%             | 2026-10-01      | 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        |    458000 | PA      | $322001.39    | 0.08%             | 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        |    504000 | PA      | $464123.88    | 0.11%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                     | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9732.78      | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |     89000 | PA      | $81751.73     | 0.02%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 1.95% 02/15/2028 144A                                                               | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    854000 | PA      | $721805.06    | 0.18%             | 2028-02-15      | Fixed         | 0.02%                 | 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        |   1280000 | PA      | $1051139.12   | 0.26%             | 2032-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.65% 03/24/2026                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $950897.04    | 0.23%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.625% 03/15/2052 144A                                                                   | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    660000 | PA      | $532148.65    | 0.13%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 03/15/2024                                                 | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983740.29    | 0.24%             | 2024-03-15      | Variable      | 0.04%                 | 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        |   1300000 | PA      | $933508.11    | 0.23%             | 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        |   1785000 | PA      | $1300657.26   | 0.32%             | 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        |   2200000 | PA      | $2133110.54   | 0.53%             | 2029-05-15      | Fixed         | 0.05%                 | 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        |    525000 | PA      | $531024.77    | 0.13%             | 2031-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    650000 | PA      | $544288.26    | 0.13%             | 2047-05-15      | Fixed         | 0.04%                 | 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        |     47000 | PA      | $41715.72     | 0.01%             | 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        |    404000 | PA      | $330720.14    | 0.08%             | 2031-12-02      | Fixed         | 0.03%                 | 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        |   1071000 | PA      | $914982.20    | 0.23%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $845514.44    | 0.21%             | 2029-05-01      | Variable      | 0.04%                 | 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        |    700000 | PA      | $692709.87    | 0.17%             | 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        |    168000 | PA      | $152933.29    | 0.04%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.25% 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26205.67     | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | 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        |    800000 | PA      | $744000.87    | 0.18%             | 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        |    250000 | PA      | $180537.11    | 0.04%             | 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        |     78000 | PA      | $73164.78     | 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        |   3000000 | PA      | $2892943.95   | 0.71%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1169788.20   | 0.29%             | 2032-07-21      | Variable      | 0.02%                 | 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        |    277000 | PA      | $245883.84    | 0.06%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 3% 01/22/2030 144A                                                       | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    430000 | PA      | $344555.06    | 0.08%             | 2030-01-22      | Fixed         | 0.03%                 | 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        |    103000 | PA      | $87055.20     | 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        |   3000000 | PA      | $2408189.49   | 0.59%             | 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        |    526000 | PA      | $407716.17    | 0.10%             | 2033-10-29      | 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        |     25000 | PA      | $22531.00     | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $510250.71    | 0.13%             | 2050-02-21      | Fixed         | 0.03%                 | 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        |    613000 | PA      | $521666.10    | 0.13%             | 2030-08-13      | Variable      | 0.03%                 | 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        |   2500000 | PA      | $2043435.98   | 0.50%             | 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        |    612000 | PA      | $587439.33    | 0.14%             | 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        |   1600000 | PA      | $1534656.00   | 0.38%             | 2030-01-15      | 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        |   1117000 | PA      | $1114049.76   | 0.27%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.9% 07/18/2032                                                                      | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2878193.34   | 0.71%             | 2032-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2027                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $848718.00    | 0.21%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) SOFR 1.431%/VAR 03/09/2027                                         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1626688.48   | 0.40%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.5% 04/01/2051                                                                    | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    975000 | PA      | $702224.90    | 0.17%             | 2051-04-01      | 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        |   1515000 | PA      | $1172290.09   | 0.29%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048                                                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439086.10    | 0.11%             | 2048-10-06      | Fixed         | 0.04%                 | 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        |    470000 | PA      | $404523.88    | 0.10%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                         | EMPOWER FINANCE 2020 LP 1.776% 03/17/2031 144A                                                   | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $247529.14    | 0.06%             | 2031-03-17      | Fixed         | 0.02%                 | 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        |    596000 | PA      | $426266.32    | 0.10%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY STEP 08/01/2027                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2043277.80   | 0.50%             | 2027-08-01      | Variable      | 0.05%                 | 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        |   2000000 | PA      | $1866204.24   | 0.46%             | 2028-03-28      | Variable      | 0.04%                 | 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        |   1225000 | PA      | $1026900.28   | 0.25%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945168.41    | 0.23%             | 2031-04-04      | Variable      | 0.04%                 | 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        |   1182000 | PA      | $1026680.94   | 0.25%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                       | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    834000 | PA      | $778388.65    | 0.19%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.85% 08/04/2046                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693659.06    | 0.17%             | 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        |   1400000 | PA      | $1111534.47   | 0.27%             | 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        |   1100000 | PA      | $1165221.59   | 0.29%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67054.85     | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                     | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $532680.00    | 0.13%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 4% 11/23/2051                                                              | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    800000 | PA      | $518197.41    | 0.13%             | 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        |    702000 | PA      | $576079.83    | 0.14%             | 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        |    394000 | PA      | $373212.62    | 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        |   1072000 | PA      | $810884.30    | 0.20%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    271000 | PA      | $244406.47    | 0.06%             | 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        |   2790000 | PA      | $2631050.10   | 0.65%             | 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        |   1000000 | PA      | $694942.18    | 0.17%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.375% 10/15/2028                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    561000 | PA      | $546764.14    | 0.13%             | 2028-10-15      | Fixed         | 0.04%                 | 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        |   1810000 | PA      | $1632624.42   | 0.40%             | 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        |     45000 | PA      | $36842.77     | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.7% 09/01/2045                                                   | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $469700.41    | 0.12%             | 2045-09-01      | Fixed         | 0.05%                 | 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        |    950000 | PA      | $798222.76    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    312000 | PA      | $272977.31    | 0.07%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 3.7% 05/01/2029                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70551.10     | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $360556.40    | 0.09%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                          | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $755100.99    | 0.19%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK 5.625% 08/23/2027                                                                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    326000 | PA      | $315600.43    | 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        |    860000 | PA      | $630861.40    | 0.16%             | 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        |    148000 | PA      | $129342.24    | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.3% 03/25/2028                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    529000 | PA      | $458353.49    | 0.11%             | 2028-03-25      | Fixed         | 0.02%                 | 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        |    913000 | PA      | $807928.59    | 0.20%             | 2030-11-15      | Fixed         | 0.04%                 | 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        |   1300000 | PA      | $1224266.52   | 0.30%             | 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        |   1135000 | PA      | $1102512.50   | 0.27%             | 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        |   1250000 | PA      | $1195065.09   | 0.29%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SOFR 3.132%/VAR 01/20/2033 144A                                                      | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $993529.23    | 0.24%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $755094.15    | 0.19%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025                                                   | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583526.68    | 0.14%             | 2025-01-15      | Fixed         | 0.04%                 | 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        |    183000 | PA      | $155055.30    | 0.04%             | 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        |    123000 | PA      | $101590.87    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | 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        |    171000 | PA      | $160065.55    | 0.04%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 3.468% 12/01/2050 144A                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    525000 | PA      | $360895.20    | 0.09%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1118961.62   | 0.28%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2% 06/15/2028                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1728035.86   | 0.43%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 2.7% 01/15/2025                                                   | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395139.07   | 0.34%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1087369.53   | 0.27%             | 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        |   1600000 | PA      | $1491160.83   | 0.37%             | 2033-04-27      | Variable      | 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        |    377000 | PA      | $356842.25    | 0.09%             | 2032-09-01      | Fixed         | 0.05%                 | 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        |    750000 | PA      | $639525.85    | 0.16%             | 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        |   1432000 | PA      | $1102709.21   | 0.27%             | 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        |   1002000 | PA      | $764580.20    | 0.19%             | 2031-08-18      | Variable      | 0.02%                 | 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        |    400000 | PA      | $314272.64    | 0.08%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                      | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $646607.16    | 0.16%             | 2046-05-01      | Fixed         | 0.05%                 | 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        |    228000 | PA      | $216612.09    | 0.05%             | 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        |     83000 | PA      | $79680.00     | 0.02%             | 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        |   1617000 | PA      | $1221822.52   | 0.30%             | 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        |     44000 | PA      | $34200.91     | 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        |   1169000 | PA      | $839920.66    | 0.21%             | 2031-04-01      | Fixed         | 0.03%                 | 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        |   1600000 | PA      | $1384258.14   | 0.34%             | 2033-03-29      | Variable      | 0.05%                 | 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        |    372000 | PA      | $283577.35    | 0.07%             | 2031-06-01      | Fixed         | 0.03%                 | 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        |   1650000 | PA      | $1444128.91   | 0.36%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG SOFR 1.305%/VAR 02/02/2027 144A                                             | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $629104.00    | 0.15%             | 2027-02-02      | Variable      | 0.01%                 | 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        |   2500000 | PA      | $2473161.70   | 0.61%             | 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        |     97000 | PA      | $79799.51     | 0.02%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                           | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    497000 | PA      | $448606.09    | 0.11%             | 2026-09-01      | Fixed         | 0.03%                 | 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        |    238000 | PA      | $210699.27    | 0.05%             | 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        |     76000 | PA      | $62026.11     | 0.02%             | 2052-03-15      | 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        |   2000000 | PA      | $1711588.58   | 0.42%             | 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        |   1225000 | PA      | $1038885.85   | 0.26%             | 2047-10-15      | Fixed         | 0.04%                 | 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        |    599000 | PA      | $462475.07    | 0.11%             | 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        |    250000 | PA      | $240677.88    | 0.06%             | 2025-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024                                             | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    228000 | PA      | $223632.87    | 0.06%             | 2024-05-22      | Variable      | 0.02%                 | 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        |   2211000 | PA      | $1398760.80   | 0.34%             | 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        |    582000 | PA      | $507881.76    | 0.13%             | 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        |    910000 | PA      | $897866.47    | 0.22%             | 2025-11-20      | Fixed         | 0.06%                 | 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        |   1200000 | PA      | $1105725.00   | 0.27%             | 2024-06-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                               | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    174000 | PA      | $122793.24    | 0.03%             | 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        |     50000 | PA      | $49102.77     | 0.01%             | 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        |     52000 | PA      | $45671.29     | 0.01%             | 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        |   1500000 | PA      | $1347098.09   | 0.33%             | 2048-05-30      | Fixed         | 0.05%                 | 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        |   3554000 | PA      | $3150221.57   | 0.78%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 4.4% 05/30/2047                                                              | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    625000 | PA      | $508053.27    | 0.13%             | 2047-05-30      | 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        |   1775000 | PA      | $1623541.08   | 0.40%             | 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        |    540000 | PA      | $330624.07    | 0.08%             | 2051-09-17      | Fixed         | 0.03%                 | 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        |    630000 | PA      | $603587.26    | 0.15%             | 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        |    600000 | PA      | $447387.09    | 0.11%             | 2032-01-20      | Variable      | 0.02%                 | 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        |   2943000 | PA      | $2126777.34   | 0.52%             | 2041-02-15      | Fixed         | 0.02%                 | 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        |    269000 | PA      | $235824.07    | 0.06%             | 2032-04-15      | Fixed         | 0.04%                 | 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        |   1870000 | PA      | $1666338.30   | 0.41%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.127% 05/29/2050                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $577941.65    | 0.14%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 4.55% 04/15/2028                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $945501.07    | 0.23%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                        | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $465406.51    | 0.11%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.75% 09/15/2044                                                                  | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302653.88    | 0.07%             | 2044-09-15      | Fixed         | 0.05%                 | 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        |    662000 | PA      | $630994.42    | 0.16%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 06/10/2044                                                                     | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $210309.07    | 0.05%             | 2044-06-10      | 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        |     14000 | PA      | $10438.73     | 0.00%             | 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        |    478000 | PA      | $448568.82    | 0.11%             | 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        |    970000 | PA      | $1113004.66   | 0.27%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                   | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4836175.65   | 1.19%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032                                                       | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $1718524.04   | 0.42%             | 2032-11-24      | Variable      | 0.03%                 | 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        |    679000 | PA      | $440123.05    | 0.11%             | 2056-11-01      | Fixed         | 0.03%                 | 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        |    600000 | PA      | $444166.69    | 0.11%             | 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        |    450000 | PA      | $427646.66    | 0.11%             | 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        |    105000 | PA      | $68290.91     | 0.02%             | 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        |    700000 | PA      | $588254.14    | 0.14%             | 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        |    950000 | PA      | $687088.91    | 0.17%             | 2040-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031                                                        | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $349536.67    | 0.09%             | 2031-06-24      | Variable      | 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        |    325000 | PA      | $293837.50    | 0.07%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $563169.31    | 0.14%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 08/15/2051                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    527000 | PA      | $358154.14    | 0.09%             | 2051-08-15      | Fixed         | 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        |    588000 | PA      | $440906.40    | 0.11%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3% 10/15/2030                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1073662.90   | 0.26%             | 2030-10-15      | 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        |    104000 | PA      | $86724.32     | 0.02%             | 2031-05-13      | Variable      | 0.03%                 | 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        |    300000 | PA      | $281610.65    | 0.07%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 5.391% 03/15/2062 144A                                                            | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    650000 | PA      | $502963.31    | 0.12%             | 2062-03-15      | Fixed         | 0.05%                 | 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        |    700000 | PA      | $665753.78    | 0.16%             | 2028-04-20      | 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        |   1200000 | PA      | $817515.22    | 0.20%             | 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        |   1054000 | PA      | $934170.32    | 0.23%             | 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        |    545000 | PA      | $408312.68    | 0.10%             | 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        |   2800000 | PA      | $2205129.81   | 0.54%             | 2031-03-25      | Fixed         | 0.03%                 | 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        |    600000 | PA      | $538839.11    | 0.13%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.3% 02/01/2025                                                                   | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    850000 | PA      | $791233.52    | 0.19%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-1A PASS THRU TR                                           | UNITED AIRLS INC 2019-1A PASS THRU TR 4.55% 02/25/2033                                           | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166434 | PA      | $140432.09    | 0.03%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                           | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    800000 | PA      | $758066.64    | 0.19%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                   | SEMPRA ENERGY 3.8% 02/01/2038                                                                    | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1221263.00   | 0.30%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 5% 03/15/2044                                                          | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $235256.61    | 0.06%             | 2044-03-15      | 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        |    223000 | PA      | $154894.17    | 0.04%             | 2059-09-15      | Fixed         | 0.04%                 | 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        |   1500000 | PA      | $1402952.51   | 0.35%             | 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        |    278000 | PA      | $226859.89    | 0.06%             | 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        |     87000 | PA      | $76188.53     | 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        |    650000 | PA      | $628768.83    | 0.15%             | 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        |    440000 | PA      | $376131.69    | 0.09%             | 2032-03-15      | 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        |   1050000 | PA      | $1049288.26   | 0.26%             | 2023-12-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 3.375% 12/01/2051                                                                | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $684444.09    | 0.17%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.4% 08/01/2051                                                                     | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $634479.68    | 0.16%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                   | WELLTOWER INC 4.125% 03/15/2029                                                                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $625678.42    | 0.15%             | 2029-03-15      | Fixed         | 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        |    127000 | PA      | $124120.51    | 0.03%             | 2025-03-24      | Fixed         | 0.05%                 | 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        |   1050000 | PA      | $1018246.31   | 0.25%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $361580.75    | 0.09%             | 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        |   1400000 | PA      | $1292771.94   | 0.32%             | 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        |   1065000 | PA      | $979590.33    | 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        |    389000 | PA      | $340569.50    | 0.08%             | 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        |   1850000 | PA      | $1750784.50   | 0.43%             | 2027-05-28      | Fixed         | 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        |    700000 | PA      | $437007.35    | 0.11%             | 2052-05-15      | Fixed         | 0.03%                 | 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        |   1150000 | PA      | $1012936.61   | 0.25%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125295.45    | 0.03%             | 2039-06-15      | Fixed         | 0.04%                 | 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        |    950000 | PA      | $897008.77    | 0.22%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 2.8% 05/15/2030                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49840.15     | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | 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        |   1000000 | PA      | $973000.00    | 0.24%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027                                                       | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1643583.51   | 0.40%             | 2027-05-22      | Variable      | 0.01%                 | 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        |   1119000 | PA      | $1101754.46   | 0.27%             | 2025-10-15      | 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        |    414000 | PA      | $312809.83    | 0.08%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.75% 06/09/2027                                                                   | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1977221.13   | 0.49%             | 2027-06-09      | Fixed         | 0.05%                 | 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        |   2000000 | PA      | $1930837.26   | 0.48%             | 2033-07-22      | Variable      | 0.05%                 | 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        |   1900000 | PA      | $1803872.56   | 0.44%             | 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        |    885000 | PA      | $863433.42    | 0.21%             | 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        |    700000 | PA      | $635959.52    | 0.16%             | 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        |   2313000 | PA      | $1953215.81   | 0.48%             | 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        |    650000 | PA      | $515049.91    | 0.13%             | 2032-02-01      | Fixed         | 0.02%                 | 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        |   1600000 | PA      | $1142350.40   | 0.28%             | 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        |   1200000 | PA      | $1016787.05   | 0.25%             | 2027-06-03      | Variable      | 0.02%                 | 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    | 0.04%             | 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        |    200000 | PA      | $195885.52    | 0.05%             | 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        |    717000 | PA      | $769171.98    | 0.19%             | 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        |   1704000 | PA      | $1362331.11   | 0.34%             | 2030-10-15      | Fixed         | 0.03%                 | 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        |    266000 | PA      | $208623.16    | 0.05%             | 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        |    750000 | PA      | $634637.90    | 0.16%             | 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        |    237000 | PA      | $200238.79    | 0.05%             | 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        |   1100000 | PA      | $850350.63    | 0.21%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 6% 01/15/2040                                                                          | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576730.32    | 0.14%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.25% 03/15/2023                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448567.91    | 0.11%             | 2023-03-15      | Fixed         | 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        |   1907000 | PA      | $1799234.08   | 0.44%             | 2038-08-15      | Fixed         | 0.05%                 | 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        |     98000 | PA      | $99695.54     | 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        |     30000 | PA      | $24615.50     | 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        |   1215000 | PA      | $1071053.06   | 0.26%             | 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        |   2550000 | PA      | $2391874.45   | 0.59%             | 2026-06-15      | Fixed         | 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        |   1675000 | PA      | $1260175.13   | 0.31%             | 2031-12-01      | Fixed         | 0.03%                 | 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        |    800000 | PA      | $813562.99    | 0.20%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.196% 02/04/2026                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1090818.49   | 0.27%             | 2026-02-04      | Fixed         | 0.02%                 | 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        |   1900000 | PA      | $1566807.75   | 0.39%             | 2032-03-01      | Fixed         | 0.04%                 | 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        |    480000 | PA      | $345833.78    | 0.09%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1601000 | PA      | $1294960.85   | 0.32%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.1% 06/15/2045                                                                      | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $348499.86    | 0.09%             | 2045-06-15      | Fixed         | 0.05%                 | 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        |   2500000 | PA      | $2078125.00   | 0.51%             | 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        |    410000 | PA      | $339335.49    | 0.08%             | 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        |    670000 | PA      | $571636.01    | 0.14%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.7% 04/01/2060                                                                      | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $795296.57    | 0.20%             | 2060-04-01      | 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        |   1725000 | PA      | $1693953.36   | 0.42%             | 2025-06-12      | 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        |    534000 | PA      | $424436.55    | 0.10%             | 2030-09-01      | Fixed         | 0.02%                 | 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        |    903000 | PA      | $929887.92    | 0.23%             | 2032-11-17      | Fixed         | 0.06%                 | 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        |   3400000 | PA      | $2882449.18   | 0.71%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2529360.00   | 0.62%             | 2026-04-01      | Fixed         | 0.02%                 | 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        |   1200000 | PA      | $1063589.36   | 0.26%             | 2040-11-15      | Fixed         | 0.06%                 | 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        |    350000 | PA      | $234531.77    | 0.06%             | 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        |     20000 | PA      | $18010.09     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | 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        |     97000 | PA      | $84969.71     | 0.02%             | 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        |    500000 | PA      | $446785.52    | 0.11%             | 2044-02-15      | Fixed         | 0.05%                 | 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        |   1375000 | PA      | $1269853.75   | 0.31%             | 2028-08-28      | Variable      | 0.06%                 | 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        |   1775000 | PA      | $1405743.64   | 0.35%             | 2046-06-15      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $364786.43    | 0.09%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.2% 07/15/2030                                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $976908.44    | 0.24%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $307841.76    | 0.08%             | 2051-01-15      | Fixed         | 0.03%                 | 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        |   1500000 | PA      | $1272757.16   | 0.31%             | 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        |    254000 | PA      | $202430.30    | 0.05%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 5.2% 05/12/2026                                                             | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1696782.08   | 0.42%             | 2026-05-12      | Fixed         | 0.05%                 | 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        |    500000 | PA      | $438021.56    | 0.11%             | 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        |   1800000 | PA      | $1552977.43   | 0.38%             | 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        |    127000 | PA      | $94215.44     | 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        |    460000 | PA      | $362923.62    | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | ROSS STORES INC 1.875% 04/15/2031                                                                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $473782.60    | 0.12%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                | PACIFIC LIFECORP 3.35% 09/15/2050 144A                                                           | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $482066.16    | 0.12%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.375% 03/15/2029 144A                                                                   | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    439000 | PA      | $386597.93    | 0.10%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 2.65% 01/15/2032                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1561671.93   | 0.38%             | 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        |     75000 | PA      | $71261.01     | 0.02%             | 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        |   1402000 | PA      | $1095821.57   | 0.27%             | 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        |    571000 | PA      | $461942.31    | 0.11%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 3.9% 04/15/2030                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881649.99    | 0.22%             | 2030-04-15      | Fixed         | 0.04%                 | 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        |  17400000 | PA      | $14898750.00  | 3.67%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658938.77    | 0.16%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                       | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891267.85    | 0.22%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.75% 02/01/2050                                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $806622.66    | 0.20%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                   | WELLTOWER INC 3.625% 03/15/2024                                                                  | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9796.68      | 0.00%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 5.05% 03/15/2042 144A                                                             | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    348000 | PA      | $278590.78    | 0.07%             | 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        |   1825000 | PA      | $1525196.45   | 0.38%             | 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        |   1050000 | PA      | $945302.14    | 0.23%             | 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        |   1354000 | PA      | $982960.66    | 0.24%             | 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        |    729000 | PA      | $574074.07    | 0.14%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10277.60     | 0.00%             | 2028-01-31      | Fixed         | 0.04%                 | 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        |   2125000 | PA      | $2170167.49   | 0.53%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023                             | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    850000 | PA      | $842362.04    | 0.21%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 8.125% 09/15/2030                                                                    | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $454628.08    | 0.11%             | 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        |    800000 | PA      | $812213.98    | 0.20%             | 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        |   1025000 | PA      | $836852.03    | 0.21%             | 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        |   1400000 | PA      | $1123109.64   | 0.28%             | 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        |    500000 | PA      | $460406.60    | 0.11%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 3.052%/VAR 01/13/2031 144A                                                           | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    875000 | PA      | $725512.98    | 0.18%             | 2031-01-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $277348.11    | 0.07%             | 2047-11-15      | 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        |    800000 | PA      | $606488.94    | 0.15%             | 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        |   3300000 | PA      | $2853751.49   | 0.70%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3865.62      | 0.00%             | 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        |    407000 | PA      | $399723.72    | 0.10%             | 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        |    375000 | PA      | $358156.16    | 0.09%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.393/VAR 06/02/2028                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707426.14    | 0.17%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.8% 06/15/2030                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60813.36     | 0.01%             | 2030-06-15      | Fixed         | 0.03%                 | 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        |    430000 | PA      | $445996.05    | 0.11%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.9% 12/15/2048                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6462.30      | 0.00%             | 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        |    335000 | PA      | $290715.12    | 0.07%             | 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        |    170000 | PA      | $139081.41    | 0.03%             | 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        |    500000 | PA      | $497400.00    | 0.12%             | 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        |    671000 | PA      | $603236.72    | 0.15%             | 2030-05-01      | Fixed         | 0.04%                 | 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        |    378000 | PA      | $356325.48    | 0.09%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.25% 08/01/2031                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1280278.58   | 0.32%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $653292.25    | 0.16%             | 2030-05-20      | Fixed         | 0.03%                 | 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        |    320000 | PA      | $264268.80    | 0.07%             | 2031-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  23732146 | NS      | $23736892.14  | 5.85%             |  |  |  | No            |                  1 | 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        |    950000 | PA      | $745418.53    | 0.18%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.222%/VAR 09/18/2024                                             | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959401.86    | 0.24%             | 2024-09-18      | Variable      | 0.02%                 | 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        |    138000 | PA      | $117606.72    | 0.03%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657513.42    | 0.16%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048 | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1677570.90   | 0.41%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1155768.76   | 0.28%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.125% 11/15/2025                                                                     | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3934.33      | 0.00%             | 2025-11-15      | 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        |   1000000 | PA      | $1053000.42   | 0.26%             | 2033-11-15      | Variable      | 0.08%                 | 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        |    381000 | PA      | $323566.96    | 0.08%             | 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        |    500000 | PA      | $511296.93    | 0.13%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1175286.99   | 0.29%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 1.375% 01/15/2026                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257622.02    | 0.06%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                          | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    374000 | PA      | $271312.40    | 0.07%             | 2033-06-15      | Fixed         | 0.02%                 | 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        |    134000 | PA      | $107705.12    | 0.03%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4.125% 06/15/2051                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1058837.47   | 0.26%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2025                                                          | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1437765.00   | 0.35%             | 2025-02-01      | Variable      | 0.03%                 | 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        |    156000 | PA      | $164128.46    | 0.04%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 5.141% 03/15/2052 144A                                                            | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $805855.46    | 0.20%             | 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        |     70000 | PA      | $58824.36     | 0.01%             | 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        |   1100000 | PA      | $942789.06    | 0.23%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 1.375% 03/15/2031                                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $451125.11    | 0.11%             | 2031-03-15      | Fixed         | 0.01%                 | 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        |   2000000 | PA      | $1456640.62   | 0.36%             | 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        |     25000 | PA      | $21959.48     | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.375% 06/15/2030                                                                  | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    900000 | PA      | $776102.79    | 0.19%             | 2030-06-15      | Fixed         | 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        |    599000 | PA      | $570316.24    | 0.14%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 4.1% 02/09/2027                                                           | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36643.75     | 0.01%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 1.985% 08/19/2028 144A                                                     | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1099822.47   | 0.27%             | 2028-08-19      | Fixed         | 0.02%                 | 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        |   1500000 | PA      | $1137185.90   | 0.28%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029                                                      | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564230.84    | 0.14%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.75% 03/26/2025                                                            | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1150000 | PA      | $1019393.84   | 0.25%             | 2025-03-26      | Fixed         | 0.04%                 | 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        |    850000 | PA      | $700801.81    | 0.17%             | 2029-10-29      | Fixed         | 0.03%                 | 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        |    672000 | PA      | $619611.44    | 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        |   2500000 | PA      | $1744140.63   | 0.43%             | 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        |    289000 | PA      | $240936.56    | 0.06%             | 2031-03-21      | Fixed         | 0.03%                 | 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        |   1250000 | PA      | $1135916.15   | 0.28%             | 2052-08-15      | Fixed         | 0.05%                 | 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        |   2000000 | PA      | $1957498.18   | 0.48%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.075/VAR 04/23/2029                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1494796.70   | 0.37%             | 2029-04-23      | Variable      | 0.04%                 | 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        |    700000 | PA      | $451235.73    | 0.11%             | 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        |     80000 | PA      | $72128.00     | 0.02%             | 2027-03-13      | Fixed         | 0.07%                 | 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        |     68000 | PA      | $43467.21     | 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        |    316000 | PA      | $217745.90    | 0.05%             | 2051-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1521904.45   | 0.37%             | 2029-03-30      | 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        |   1602000 | PA      | $1407500.03   | 0.35%             | 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        |   2500000 | PA      | $2280345.23   | 0.56%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    227000 | PA      | $199600.06    | 0.05%             | 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        |   2645000 | PA      | $2079551.90   | 0.51%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 2.99% 05/21/2031 144A                                                | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $939733.99    | 0.23%             | 2031-05-21      | 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        |   1450000 | PA      | $1180218.13   | 0.29%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                      | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2290548.54   | 0.56%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1059277.00   | 0.26%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 1.65% 06/22/2025                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3102262.69   | 0.76%             | 2025-06-22      | Fixed         | 0.02%                 | 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        |    260000 | PA      | $245375.00    | 0.06%             | 2026-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2479206.94   | 0.61%             | 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        |    904000 | PA      | $699619.04    | 0.17%             | 2029-01-15      | Fixed         | 0.02%                 | 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        |   1515000 | PA      | $1384465.99   | 0.34%             | 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        |    250000 | PA      | $194514.19    | 0.05%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | COX COMMUNICATIONS INC 3.15% 08/15/2024 144A                                                     | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33671.28     | 0.01%             | 2024-08-15      | 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        |    216000 | PA      | $202159.88    | 0.05%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 2.95% 09/01/2029                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    229000 | PA      | $200777.88    | 0.05%             | 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        |    199000 | PA      | $175479.44    | 0.04%             | 2032-04-05      | Fixed         | 0.04%                 | 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        |   1344000 | PA      | $1199129.37   | 0.30%             | 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        |   1725000 | PA      | $1216125.00   | 0.30%             | 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        |    167757 | PA      | $140427.66    | 0.03%             | 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        |    278000 | PA      | $203841.01    | 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        |   2210000 | PA      | $1695763.67   | 0.42%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.75% 09/15/2044                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255567.51    | 0.06%             | 2044-09-15      | Fixed         | 0.05%                 | 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        |   2100000 | PA      | $1973580.59   | 0.49%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                             | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $67860.00     | 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        |   1200000 | PA      | $1118004.71   | 0.28%             | 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        |    939000 | PA      | $697309.74    | 0.17%             | 2032-08-01      | Fixed         | 0.02%                 | 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        |    747000 | PA      | $603755.09    | 0.15%             | 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        |    118006 | PA      | $101502.66    | 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        |    585000 | PA      | $543953.48    | 0.13%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.875% 11/15/2044                                                                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279530.06    | 0.07%             | 2044-11-15      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $220693.12    | 0.05%             | 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        |    700000 | PA      | $697149.73    | 0.17%             | 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        |    348000 | PA      | $276704.28    | 0.07%             | 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        |    240000 | PA      | $209886.29    | 0.05%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 4.25% 08/15/2024                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    858000 | PA      | $836889.34    | 0.21%             | 2024-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $718521.14    | 0.18%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 3.875% 03/15/2024                                                     | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10850.73     | 0.00%             | 2024-03-15      | 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        |    680000 | PA      | $494332.80    | 0.12%             | 2052-02-02      | Fixed         | 0.04%                 | 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        |    525000 | PA      | $514528.20    | 0.13%             | 2024-04-01      | Fixed         | 0.04%                 | 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        |    500000 | PA      | $493788.84    | 0.12%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 5.15% 11/15/2041                                                                     | CUSIP: 292505AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $123030.06    | 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        |    200000 | PA      | $159014.00    | 0.04%             | 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        |   1000000 | PA      | $900000.00    | 0.22%             | 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        |   2015000 | PA      | $1505970.92   | 0.37%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.35% 03/01/2029                                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $863614.76    | 0.21%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                      | NEW YORK LIFE INSURANCE CO 4.45% 05/15/2069 144A                                                 | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44443.00     | 0.01%             | 2069-05-15      | 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        |   1126000 | PA      | $1087881.89   | 0.27%             | 2026-01-15      | Fixed         | 0.06%                 | 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        |   1000000 | PA      | $748205.30    | 0.18%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 1.75% 01/22/2026                                                                     | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     61000 | PA      | $55948.85     | 0.01%             | 2026-01-22      | Fixed         | 0.02%                 | 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        |    294837 | PA      | $242959.76    | 0.06%             | 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        |    700000 | PA      | $654956.93    | 0.16%             | 2050-03-23      | Fixed         | 0.05%                 | 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        |   1023000 | PA      | $919071.75    | 0.23%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.7% 04/15/2050                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $706090.10    | 0.17%             | 2050-04-15      | Fixed         | 0.05%                 | 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        |    600000 | PA      | $512838.00    | 0.13%             | 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        |    159000 | PA      | $128421.04    | 0.03%             | 2032-01-15      | Fixed         | 0.03%                 | 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        |   1076000 | PA      | $927458.22    | 0.23%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 3.625% 05/15/2025                                                                     | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67463.61     | 0.02%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 3.875% 03/28/2024 144A                                                   | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $683699.51    | 0.17%             | 2024-03-28      | Fixed         | 0.04%                 | 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        |     75000 | PA      | $72810.05     | 0.02%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 4.875% 04/01/2026 144A                                                                   | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $190872.04    | 0.05%             | 2026-04-01      | Fixed         | 0.05%                 | 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        |   1180000 | PA      | $803105.43    | 0.20%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.1% 02/15/2045                                                        | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $342278.52    | 0.08%             | 2045-02-15      | 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        |    800000 | PA      | $596643.06    | 0.15%             | 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        |    349000 | PA      | $334290.26    | 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        |   1300000 | PA      | $835204.85    | 0.21%             | 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        |    900000 | PA      | $833122.56    | 0.21%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                              | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $324838.48    | 0.08%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.755% 03/15/2027 144A                                                            | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227820.71    | 0.06%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 5.25% 06/15/2046                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    650000 | PA      | $501404.79    | 0.12%             | 2046-06-15      | Fixed         | 0.05%                 | 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        |    800000 | PA      | $800512.63    | 0.20%             | 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        |    466000 | PA      | $466928.67    | 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        |   1900000 | PA      | $1501537.30   | 0.37%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                   | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1333610.74   | 0.33%             | 2030-05-15      | Fixed         | 0.04%                 | 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        |    600000 | PA      | $600268.48    | 0.15%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA                                        | TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 4.5% 03/21/2049                                         | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $247265.12    | 0.06%             | 2049-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                             | SVB FINANCIAL GROUP 2.1% 05/15/2028                                                              | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $861763.18    | 0.21%             | 2028-05-15      | Fixed         | 0.02%                 | 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        |    380000 | PA      | $330718.14    | 0.08%             | 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        |     64000 | PA      | $59117.05     | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | 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        |   1300000 | PA      | $1208071.46   | 0.30%             | 2049-04-01      | 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        |    950000 | PA      | $706468.01    | 0.17%             | 2033-02-01      | 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        |    110000 | PA      | $99991.15     | 0.02%             | 2026-05-01      | 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        |    900000 | PA      | $828149.14    | 0.20%             | 2024-10-29      | Fixed         | 0.02%                 | 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        |    480000 | PA      | $383335.32    | 0.09%             | 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        |    753000 | PA      | $669582.95    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.125% 06/15/2039                                                                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1084750.64   | 0.27%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 2.375% 05/22/2030                                                                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    550000 | PA      | $473394.30    | 0.12%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.483%/VAR 03/13/2052                                                | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $697211.38    | 0.17%             | 2052-03-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 REGS                                              | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932110.02    | 0.23%             | 2027-04-01      | Fixed         | 0.04%                 | 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        |   1148000 | PA      | $937464.73    | 0.23%             | 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        |    500000 | PA      | $360824.40    | 0.09%             | 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        |   1625000 | PA      | $1416382.50   | 0.35%             | 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        |   1025000 | PA      | $961942.00    | 0.24%             | 2027-12-15      | Fixed         | 0.04%                 | 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        |   1100000 | PA      | $1039888.37   | 0.26%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |    523000 | PA      | $313538.69    | 0.08%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | COX COMMUNICATIONS INC 1.8% 10/01/2030 144A                                                      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    740000 | PA      | $565001.25    | 0.14%             | 2030-10-01      | Fixed         | 0.02%                 | 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        |    815000 | PA      | $763065.74    | 0.19%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1375728.58   | 0.34%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                    | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $178500.00    | 0.04%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041 144A                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    371000 | PA      | $268358.19    | 0.07%             | 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        |    780000 | PA      | $644872.80    | 0.16%             | 2030-03-01      | Fixed         | 0.03%                 | 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        |   3200000 | PA      | $3054541.54   | 0.75%             | 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        |   1150000 | PA      | $1003063.47   | 0.25%             | 2048-06-25      | Fixed         | 0.05%                 | 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        |   1075000 | PA      | $1102453.89   | 0.27%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 2.095%/VAR 02/11/2032 144A                                                          | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1550000 | PA      | $1173534.70   | 0.29%             | 2032-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 2.65% 06/01/2030                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431537.64    | 0.11%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 4.271% 01/09/2027                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370116.00    | 0.09%             | 2027-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2475127.67   | 0.61%             | 2027-04-01      | 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        |    485000 | PA      | $487296.47    | 0.12%             | 2025-03-31      | Fixed         | 0.06%                 | 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