# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0000940400-26-020789
**Filing Date:** 2026-5
**Character Count:** 380960
**Document Hash:** 751937c6a4d3c04d5d7f25c589272bd7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020789.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000940400-26-020789

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 261017645

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS: Corporate Credit Total Return Series (Series ID: S000001469)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000003891 | BATS: Corporate Credit Total Return Series | BRACX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BATS: Corporate Credit Total Return Series

- **b. EDGAR series identifier (if any):** S000001469

- **c. LEI of Series:** 1L3GOML0CFJMLLUN6G10

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $508749896.15

**Total Liabilities:** $5397869.83

**Net Assets:** $503352026.32

**Cash Not Reported:** $1028000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1054.33000000 | **1-Year:** 11106.68000000 | **5-Year:** 51856.00000000 | **10-Year:** 98430.93000000 | **30-Year:** 120489.97000000

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

- **3-Month:** 76.04000000 | **1-Year:** 318.30000000 | **5-Year:** 2655.18000000 | **10-Year:** 0.00000000 | **30-Year:** 1186.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003891 | 0.33%                | 1.28%                | -2.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58193.87                | $-458599.79                                |
| Month 2  | $-707842.05              | $4449039.38                                |
| Month 3  | $-187587.92              | $-11522901.01                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Credit Index

- **Index Identifier:** LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Amazon.com, Inc.                                                                     | AMZN 5.8 03/13/56                                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759389.25    | 0.15%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $37091.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 3.5 07/01/29                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90033.54     | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 5.25 06/15/31                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295450.43    | 0.06%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 2.5 05/15/51                                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    368000 | PA      | $216212.14    | 0.04%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.5 12/01/34                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659494.43    | 0.13%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.85 10/15/35                                      | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    616000 | PA      | $599881.90    | 0.12%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.05 04/15/53                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285900.87    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       202 | NC      | $-52141.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V7.75 PERP 144A                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    647000 | PA      | $667372.74    | 0.13%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5 01/31/30                                         | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337893.13    | 0.07%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 5.7 12/30/34 144A                                  | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2851040.84   | 0.57%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 4.5 06/01/52 39                                    | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $160238.73    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.6 03/15/66                                       | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200797.94    | 0.04%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V6.401 03/06/35                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2332532.09   | 0.46%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V5.373 01/10/29 .                                   | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1265406.94   | 0.25%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.837 09/10/28                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1335000 | PA      | $1340135.76   | 0.27%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.25 04/15/47                                      | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    356000 | PA      | $285079.43    | 0.06%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 4.091 08/15/48 2018                             | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    223000 | PA      | $177293.14    | 0.04%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 2.5 09/15/60                                       | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    164000 | PA      | $86937.87     | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.572 04/22/36                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $3754052.74   | 0.75%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                                 | EMACN 4.5 04/01/29                                     | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1261495.97   | 0.25%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.65 05/20/35                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89614.40     | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                              | ETR 5.05 04/15/36                                      | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9853.66      | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 4.35 06/15/31                                      | CUSIP: 05724BAM1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83885.54     | 0.02%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                          | PGR 5.15 03/26/36                                      | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    970000 | PA      | $971367.69    | 0.19%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 3.375 02/15/30                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $2923201.44   | 0.58%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.95 03/30/48                                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    113000 | PA      | $84759.08     | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY 8 11/01/31                                        | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    561000 | PA      | $618605.07    | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.812 03/15/39                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $838929.78    | 0.17%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 6.7 02/16/32                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1131000 | PA      | $1106966.25   | 0.22%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                  | SYF V5.019 07/29/29                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173829.21    | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 4.85 03/01/36 A                                    | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24531.39     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 4.45 03/10/28                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688068.26    | 0.14%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                            | KLAC 3.3 03/01/50                                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48358.56     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                         | IT 4.5 07/01/28 144A                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1101112.19   | 0.22%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    591000 | PA      | $619551.70    | 0.12%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.875 11/15/35                                     | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $638559.90    | 0.13%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                    | TRPCN V5.875 08/15/76 16-A                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1836941.43   | 0.36%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                             | LRCX 4.875 03/15/49                                    | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124464.00    | 0.02%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.4 11/06/42                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121215.72    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 4.6 05/15/28                                         | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777437.71    | 0.15%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                               | AEE 5.55 03/15/56                                      | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26030.89     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.174 05/25/34                                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    607000 | PA      | $628316.87    | 0.12%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.182 01/23/30                                    | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1407418.54   | 0.28%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.083 03/20/51 MTN                                | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1367562.46   | 0.27%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.45 06/01/52 E                                    | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146201.20    | 0.03%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.95 06/30/62                                     | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4533000 | PA      | $2663406.49   | 0.53%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.65 PERP U                                        | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195239.39    | 0.04%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                        | BANNER 2.907 01/01/42                                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    212000 | PA      | $153827.38    | 0.03%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 5.15 03/15/36                                     | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    671000 | PA      | $649918.32    | 0.13%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 5.125 10/01/35                                     | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    837000 | PA      | $838317.57    | 0.17%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6.875 11/15/28                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2513223.02   | 0.50%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.25 06/01/28 MTN                                    | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    681000 | PA      | $691870.97    | 0.14%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                     | MS F 11/17/28 .                                        | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1428741.60   | 0.28%             | 2028-11-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3.5 12/01/29                                      | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    807000 | PA      | $778680.48    | 0.15%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.1 09/15/38                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $288703.88    | 0.06%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 2.294 08/15/30 20A                              | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    398000 | PA      | $362609.06    | 0.07%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 5.3 12/15/45                                       | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104969.88    | 0.02%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 5.85 05/15/55                                      | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85558.88     | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.15 03/01/55                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    678000 | PA      | $655049.12    | 0.13%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 4.3 03/16/31 144A                                 | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105842.74    | 0.02%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO O'HARE INTERNATIONAL AIRPORT (IL)                                            | IL CHITRN 6.39 01/01/2040                              | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1095444.10   | 0.22%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | NY MTATRN 7.34 11/15/2039                              | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1141356.04   | 0.23%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT F 06/15/47                                         | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    486000 | PA      | $421804.71    | 0.08%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.75 07/15/45                                      | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    109000 | PA      | $95063.82     | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY V5.548 07/31/33                                   | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1561823.04   | 0.31%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.125 05/15/45                                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    208000 | PA      | $143198.19    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.85 04/01/55                                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86519.85     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 3.7 12/01/47                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    184000 | PA      | $136466.92    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CNP 2.35 04/01/31 AE                                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    328000 | PA      | $295838.85    | 0.06%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                           | DOC 2.625 11/01/31                                     | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $309367.38    | 0.06%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE CO                                                   | FE 5 01/15/31 144A                                     | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1118424.81   | 0.22%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $-52370.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 5.75 02/01/34                                      | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2388673.48   | 0.47%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.9 03/13/47                                       | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131387.51    | 0.03%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 3.95 11/15/28                                      | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1356237.65   | 0.27%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc.                                                        | LEH 5.857 PERP MTN                                     | CUSIP: 524908XA3<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $0.41         | 0.00%             | N/A             | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.95 02/04/31                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    203000 | PA      | $198623.29    | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 6.875 01/31/36                                  | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1516000 | PA      | $1613308.25   | 0.32%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.2 02/22/52                                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1050485.86   | 0.21%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                      | BRKHEC 5.65 10/15/54                                   | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95128.98     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.972 07/21/52                                    | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    138000 | PA      | $87237.56     | 0.02%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 4.15 05/15/45                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    246000 | PA      | $201093.05    | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 3.2 03/15/40                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77471.96     | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.55 08/15/39 MTN                                  | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251800.78    | 0.05%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.3 01/15/29                                      | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413555.93    | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.65 03/16/52                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $953226.92    | 0.19%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.2 03/10/31 I                                      | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24762.79     | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.75 12/04/35                                      | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    645000 | PA      | $632897.99    | 0.13%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 5 01/15/35                                          | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    822000 | PA      | $809419.72    | 0.16%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 6.75 04/15/29 144A                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900632.57    | 0.18%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 5.3 06/25/26 MTN                                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731288.41    | 0.15%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 6.95 10/15/33 144A                                 | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    625000 | PA      | $680067.50    | 0.14%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | ATO 5.75 10/15/52                                      | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114262.02    | 0.02%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 3.15 10/01/49                                      | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    126000 | PA      | $84338.37     | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                               | HARVRD 3.619 10/01/37                                  | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37951.59     | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS 4.875 03/01/44                                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83410.99     | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 4.875 02/01/35                                    | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    331000 | PA      | $315868.85    | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V6.75 PERP                                      | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $272147.69    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 4.2 03/01/48                                      | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88056.90     | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.1 05/01/35                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323942.18    | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 2.7 09/15/30                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    153000 | PA      | $139440.45    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.875 03/13/36                                    | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1159336.90   | 0.23%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.227 03/19/40                                     | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90488.43     | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.75 01/15/33                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666655.68    | 0.13%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 4.9 03/15/49                                      | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189697.99    | 0.04%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | NWIDE V4.649 07/14/29 144A                             | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1315000 | PA      | $1316186.54   | 0.26%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP 5.25 03/01/28                                      | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109878.82    | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 5.2 07/15/45                                       | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85534.11     | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 4.62 07/16/28 144A                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $737794.20    | 0.15%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.8 01/15/51                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    977000 | PA      | $558893.27    | 0.11%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 5.75 05/15/55                                     | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    242000 | PA      | $233288.51    | 0.05%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 3.95 07/15/47                                      | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    234000 | PA      | $182327.09    | 0.04%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.55 06/15/33                                      | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65210.40     | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.423 01/25/41                                    | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225319.17    | 0.04%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 2.875 06/15/28                                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    382000 | PA      | $360688.75    | 0.07%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.3 03/15/27 MTN                                     | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94607.01     | 0.02%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.24 05/13/31                                    | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202817.01    | 0.04%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.125 07/01/49                                    | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16891.15     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 2.45 01/15/31                                      | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1310211.30   | 0.26%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.95 02/03/36                                      | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    388000 | PA      | $377957.79    | 0.08%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                    | REPSEP 4.805 09/16/28 144A                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426771.52    | 0.08%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS AT&T INC                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2273.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 2.45 08/15/29                                      | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    227000 | PA      | $213641.76    | 0.04%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.937 11/01/56                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $757270.25    | 0.15%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 4.95 03/16/36 144A                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1577602.77   | 0.31%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 1.9 06/15/28                                       | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    619000 | PA      | $586962.72    | 0.12%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS GENERAL MILLS INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-30972.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.8 03/01/45                                       | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    242000 | PA      | $191182.20    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                               | AEE 4.8 03/15/36                                       | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26353.38     | 0.01%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                    | DOC 3 01/15/30                                         | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84644.16     | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH 6.625 05/19/55                                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    614000 | PA      | $591488.95    | 0.12%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 5.931 02/02/29                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1809000 | PA      | $1876627.93   | 0.37%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.95 07/01/50                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1363507.36   | 0.27%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 3.8 03/15/32                                     | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    928000 | PA      | $866276.34    | 0.17%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.05 06/15/36                                      | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14785.20     | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.25 01/25/35                                   | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    621000 | PA      | $650425.65    | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/34                                      | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159578.35    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | ALK 5.308 10/20/31 144A                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1753000 | PA      | $1714788.65   | 0.34%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.875 09/16/46                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    155000 | PA      | $113529.66    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.247 07/26/30                                    | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120609.03    | 0.02%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.9 03/15/27                                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    701000 | PA      | $690515.93    | 0.14%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 4.625 03/14/36                                     | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58345.91     | 0.01%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.55 03/13/33                                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74278.16     | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.05 05/16/29                                   | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178733.93    | 0.04%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208789.65    | 0.04%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                               | OBDC 5.95 03/15/29                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1362418.45   | 0.27%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners L.P.                                                        | ENBCN 5.5 09/15/40                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195096.06    | 0.04%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.6 07/15/30                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2820964.12   | 0.56%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 3.25 08/26/49                                      | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    608000 | PA      | $406683.87    | 0.08%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                     | MS V4.466 07/06/28 *                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1179956.29   | 0.23%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4 12/01/46                                         | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $490375.32    | 0.10%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $15718.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.875 10/01/54                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3377983.31   | 0.67%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5.125 01/15/31                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805979.37    | 0.16%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 3.2 08/15/29                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    255000 | PA      | $240505.33    | 0.05%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    633000 | PA      | $458911.00    | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5.875 03/14/65                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $283900.93    | 0.06%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 7.081 08/02/53                                  | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121534.91    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 2.55 05/28/40                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    122000 | PA      | $88437.13     | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CNP 3 03/01/32 AG                                      | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125816.71    | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                | URUGUA 4.975 04/20/55                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    818000 | PA      | $723234.70    | 0.14%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 5.15 04/01/34                                      | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141854.92    | 0.03%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB V2.311 11/16/27                                     | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $240672.98    | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY KENTUCKY INC                                                             | DUKE ENERGY KENTUCKY INC                               | CUSIP: 000000000<br>LEI: 8DFCA0P2BKMHOESX4E68 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1615950.00   | 0.32%             | 2035-09-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.8 02/15/36                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3563000 | PA      | $3547737.64   | 0.70%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.5 08/15/39                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $99485.00     | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                       | CABKSM V4.634 07/03/29 144A                            | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1297000 | PA      | $1299140.39   | 0.26%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                             | LRCX 2.875 06/15/50                                    | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    131000 | PA      | $82556.42     | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.125 12/01/29                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282630.44    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                      | GEV 4.875 02/04/36                                     | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1796885.89   | 0.36%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.05 11/01/35                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    393000 | PA      | $424063.71    | 0.08%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.8 03/08/32                                      | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    533000 | PA      | $525878.76    | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                  | MQGAU 4.331 06/12/28 144A                              | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1272000 | PA      | $1274838.47   | 0.25%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 4.3 06/15/27 MTN                                     | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245497.78    | 0.05%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.197 09/11/36                                    | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    173000 | PA      | $167711.28    | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.7 10/15/40                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168644.08    | 0.03%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                       | PNW 5.1 03/15/36                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1248632.22   | 0.25%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.2 03/15/40                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102133.40    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2.625 10/21/41                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71620.46     | 0.01%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 4.35 01/30/47                                     | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    101000 | PA      | $82564.27     | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 2.8 10/01/50                                      | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    286000 | PA      | $177230.17    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.623 05/09/29                                    | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1753590.75   | 0.35%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $46295.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 3.65 06/01/51 H                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    207000 | PA      | $141874.22    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                     | WELL 2.75 01/15/32                                     | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    754000 | PA      | $678015.22    | 0.13%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS KINDER MORGAN INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $5852.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $14135.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.456 02/10/32                                    | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $3386564.68   | 0.67%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Swiss Re Subordinated Finance PLC                                                    | SRENVX V6.191 04/01/46 144A                            | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397092.86    | 0.08%             | 2046-04-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 2.45 12/02/27 144A                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409387.71    | 0.08%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 4.65 09/13/29                                     | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    536000 | PA      | $546444.38    | 0.11%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                     | LNT 5.6 06/29/35                                       | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228463.38    | 0.05%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.25 PERP T                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286160.73    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                         | MET 5.875 02/06/41                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101992.89    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                               | VRSK 4.45 03/15/31                                     | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19667.37     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.375 02/01/29                                     | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   6337000 | PA      | $6331377.05   | 1.26%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.77 09/01/53                                     | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    349000 | PA      | $206059.61    | 0.04%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4.875 10/01/49                                     | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    353000 | PA      | $288677.41    | 0.06%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (WISCONSIN)                                            | XEL 5.55 05/15/56                                      | CUSIP: 665772DC0<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34012.00     | 0.01%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 5.25 08/16/28                                     | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    433000 | PA      | $441949.88    | 0.09%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                 | URI 6 12/15/29 144A                                    | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    759000 | PA      | $771676.06    | 0.15%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | CHILE 3.25 09/21/71                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    338000 | PA      | $209222.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.2 01/25/37                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    233000 | PA      | $240779.24    | 0.05%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.218 04/23/31                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2810615.14   | 0.56%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 01/15/47                                       | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    973000 | PA      | $776317.19    | 0.15%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 5.55 11/01/45                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189339.90    | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                  | NY PORTRN 4.46 10/01/2062                              | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    385000 | PA      | $322710.08    | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                     | LNT 4.95 09/30/34                                      | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170223.70    | 0.03%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.078 09/15/29                                    | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1354928.30   | 0.27%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 3.75 07/08/30                                   | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    346000 | PA      | $329357.40    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.25 09/15/28                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531509.71    | 0.11%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.3 04/15/40                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159790.19    | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.898 01/22/37                                    | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168303.66    | 0.03%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.75 03/14/29                                      | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59316.18     | 0.01%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.286 11/19/30                                   | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203630.15    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3.155 05/15/55                                     | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    337000 | PA      | $213442.68    | 0.04%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $23499.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V5.299 01/29/36                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41621.89     | 0.01%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.125 PERP V                                       | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180508.07    | 0.04%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.95 09/15/54                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89452.67     | 0.02%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4 03/15/31                                         | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    206000 | PA      | $202736.56    | 0.04%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD HOLDINGS INC                                                                    | F 9.3 03/01/30                                         | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $391507.87    | 0.08%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50                                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     43000 | PA      | $31792.35     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN V5.75 07/15/80 20-A                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2283000 | PA      | $2278493.81   | 0.45%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $-29263.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.9 04/01/56                                       | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24328.89     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                                  | HOAMEM 3.803 07/15/52                                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    138000 | PA      | $102957.27    | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 5.25 09/01/35                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262521.09    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V6.875 10/20/34                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    226000 | PA      | $249678.02    | 0.05%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                           | ABNB 4.65 03/16/31                                     | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34921.13     | 0.01%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 1.5 06/10/26                                        | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    962000 | PA      | $956389.88    | 0.19%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.625 02/09/34                                     | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1605000 | PA      | $1576110.00   | 0.31%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                       | COP 6.5 02/01/39                                       | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110391.27    | 0.02%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.35 03/15/31                                     | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    206000 | PA      | $208023.49    | 0.04%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.676 01/22/35                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95669.81     | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 5 05/20/35                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1162230.08   | 0.23%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6 05/01/56                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28471.05     | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $5353.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 4.7 11/01/42                                       | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    272000 | PA      | $238041.10    | 0.05%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $24795.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.45 05/14/46                                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $266104.06    | 0.05%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.4 06/14/46 MTN                                   | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    341000 | PA      | $271485.02    | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | ATO 2.85 02/15/52                                      | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    173000 | PA      | $106388.69    | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V4.597 01/27/32                                    | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262176.00    | 0.05%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2 08/15/31                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    134000 | PA      | $114695.65    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                 | RPLDCI 6.581 05/30/49 144A                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8926000 | PA      | $9177321.79   | 1.82%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                                  | WAT 5.245 03/23/36                                     | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31007.43     | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.55 03/01/48                                      | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    174000 | PA      | $143836.08    | 0.03%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.7 02/15/42                                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200274.42    | 0.04%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30                                       | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85005.71     | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 6.2 02/14/59                                        | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87420.66     | 0.02%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 4.05 03/15/32                                      | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     97000 | PA      | $92927.72     | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                          | AET 3.875 08/15/47                                     | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    354000 | PA      | $257414.23    | 0.05%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.375 06/15/46                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    274000 | PA      | $188410.02    | 0.04%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                           | ARESSI 5.7 03/15/28                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84868.16     | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.625 04/15/30                                      | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1861986.89   | 0.37%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.869 10/31/35                                       | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    269000 | PA      | $258261.43    | 0.05%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5.125 11/15/31                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360360.59    | 0.07%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 3 10/15/30                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188417.25    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                | URUGUA 5.1 06/18/50                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    101000 | PA      | $92683.66     | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.5 05/01/33                                       | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34783.83     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                           | ABNB 5.25 03/16/36                                     | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30030.38     | 0.01%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                          | SCCO 5.25 11/08/42                                     | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183154.00    | 0.04%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                      | CAMLNG 3.402 01/15/38 144A                             | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    161000 | PA      | $140186.63    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                     | WELL 4.5 07/01/30                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1835565.40   | 0.36%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | SO 3.7 12/01/47 B                                      | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    605000 | PA      | $446065.40    | 0.09%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FE 3.4 03/01/50 C                                      | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    755000 | PA      | $502299.67    | 0.10%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.55 02/15/34                                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    336000 | PA      | $345637.03    | 0.07%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.75 02/15/66                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149541.61    | 0.03%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 4.55 04/01/49 144A                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145035.23    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.6 03/15/55                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92597.19     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.2 03/15/33                                       | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131774.58    | 0.03%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 1.625 03/15/31                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    106000 | PA      | $92665.57     | 0.02%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.1 05/01/38                                       | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51337.28     | 0.01%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.65 03/13/46                                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144498.35    | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 6.05 08/15/56                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349597.43    | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 5.5 02/01/34                                       | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149294.99    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 4.375 10/01/30                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    943000 | PA      | $937651.43    | 0.19%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                       | FDX 4.65 03/15/31 144A                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2506305.78   | 0.50%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.4 03/15/54                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    688000 | PA      | $656941.62    | 0.13%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 5 03/15/27                                      | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87162.84     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                   | F 7.45 07/16/31                                        | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    346000 | PA      | $373394.92    | 0.07%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company LLC                                                            | AEGON 5.5 04/16/27 144A                                | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1822891.52   | 0.36%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                    | DOC 2.875 01/15/31                                     | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    187000 | PA      | $171560.62    | 0.03%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.25 03/15/43                                      | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116800.15    | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.5 08/01/50                                       | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    436000 | PA      | $288279.56    | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 1.85 09/15/32                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $141521.52    | 0.03%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.125 06/01/41                                     | CUSIP: 341081FE2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109290.84    | 0.02%             | 2041-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.563 06/15/48                                    | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    131000 | PA      | $109792.01    | 0.02%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.15 05/01/30                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    423000 | PA      | $430081.02    | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.95 06/15/41                                       | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143446.40    | 0.03%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.373 07/21/36                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537335.37    | 0.11%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.8 06/15/38 20Y                                    | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175886.92    | 0.03%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 07/15/51                                       | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $1673166.25   | 0.33%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP V6.7 05/15/55                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114264.58    | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 4.95 01/15/33                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106446.34    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.95 03/15/66                                      | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14356.57     | 0.00%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 2.7 08/10/26                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198523.21    | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                        | BANNER 3.181 01/01/50 2020                             | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    116000 | PA      | $79290.07     | 0.02%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 05/15/50                                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    851000 | PA      | $706224.89    | 0.14%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.986 06/29/41                                   | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $74488.74     | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    372000 | PA      | $311878.36    | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 3.99 03/01/49                                      | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96740.28     | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.3 04/01/44                                        | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    495000 | PA      | $443530.36    | 0.09%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5 08/15/35                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    777000 | PA      | $783996.97    | 0.16%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                          | PNW 5.15 05/15/30                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1078630.87   | 0.21%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 6.25 09/01/37 17                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90728.71     | 0.02%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F N B Corp (Pennsylvania)                                                            | FNB V5.722 12/11/30                                    | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    912000 | PA      | $917663.79    | 0.18%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.65 02/01/45                                       | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    177000 | PA      | $171256.80    | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | CDS AT&T INC                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $2895.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.792 05/09/29 144A                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1726000 | PA      | $1732135.79   | 0.34%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 4.25 05/01/46                                   | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87600.47     | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 4.7 01/31/31 144A                                  | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787119.52    | 0.16%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.55 01/23/49                                    | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    418000 | PA      | $405949.75    | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.65 09/01/27                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    301000 | PA      | $297397.63    | 0.06%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.5 05/13/40                                       | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245540.66    | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.95 08/01/59                                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $893511.58    | 0.18%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | SO 3.45 10/01/49                                       | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $169588.34    | 0.03%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.2 04/01/55                                        | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    690000 | PA      | $669890.68    | 0.13%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V3.742 01/07/33                                     | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182283.82    | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.375 11/15/32                                   | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581653.40    | 0.12%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4.75 01/15/31                                      | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    247000 | PA      | $249544.38    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                        | AIB V5.32 05/15/31 144A                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    835000 | PA      | $850013.83    | 0.17%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 2.25 06/01/30                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205033.99    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 6.125 10/15/39                                     | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212795.01    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 06/15/48                                          | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86391.07     | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.35 08/15/56 B                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    545000 | PA      | $537618.54    | 0.11%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 3.95 03/01/49                                      | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    176000 | PA      | $136168.31    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 5.5 08/15/33                                      | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149196.21    | 0.03%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.02 01/24/36                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    464000 | PA      | $473710.89    | 0.09%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.45 11/20/55                                     | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $649582.65    | 0.13%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.314 06/15/31                                      | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115959.46    | 0.02%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.875 02/01/29 144A                                | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4576000 | PA      | $4579036.82   | 0.91%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                      | EXC 5.95 10/01/36                                      | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85219.28     | 0.02%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2.7 01/15/34                                      | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    102000 | PA      | $84965.14     | 0.02%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                       | AON 4.75 05/15/45                                      | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    129000 | PA      | $111254.94    | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                  | SYF V4.947 02/25/32                                    | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34938.09     | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corporation Pte Ltd.                                          | EQIX 4.4 03/15/31                                      | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $39151.60     | 0.01%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.65 03/15/46                                      | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14306.88     | 0.00%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.54 08/15/47                                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $903680.95    | 0.18%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.916 01/15/34 144A                               | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    609000 | PA      | $595492.92    | 0.12%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.625 02/01/31                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2900616.98   | 0.58%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.375 04/15/54                                     | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    188000 | PA      | $172881.78    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 4.25 09/15/48                                      | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    384000 | PA      | $310206.91    | 0.06%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.73 09/05/30                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1110877.86   | 0.22%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP 4 04/01/28                                         | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142991.65    | 0.03%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 2.823 05/20/30                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    709000 | PA      | $661134.39    | 0.13%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                           | ACGCAP 4.75 04/14/27 144A                              | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    503000 | PA      | $503560.77    | 0.10%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       224 | NC      | $-410229.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 4.65 03/15/30                                     | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179269.43    | 0.04%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.55 05/01/35                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    518000 | PA      | $512202.45    | 0.10%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6307.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.8 04/01/26                                       | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1125000.00   | 0.22%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 5.3 02/08/41                                      | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307400.81    | 0.06%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V4.813 02/02/34                                    | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    428000 | PA      | $421922.76    | 0.08%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.7 03/18/56                                    | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206462.50    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.4 04/15/34                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1324698.71   | 0.26%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V5.796 07/08/46                                 | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    706000 | PA      | $684936.50    | 0.14%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 2.7 08/01/52                                    | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    143000 | PA      | $85971.65     | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 5.375 06/15/35                                     | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108619.35    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.95 04/15/52                                     | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    457000 | PA      | $382050.07    | 0.08%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.4 03/18/31                                    | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44990.33     | 0.01%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V7 PERP 144a                                       | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $534642.88    | 0.11%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                      | GEV 5.5 02/04/56                                       | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177969.17    | 0.04%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.35 03/15/44                                     | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94414.11     | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 2.05 08/01/50 MTN                                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    171000 | PA      | $90295.90     | 0.02%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.481 01/26/32                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415573.85    | 0.08%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                     | WEC 5.05 10/01/54                                      | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    181000 | PA      | $162567.90    | 0.03%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.758 09/06/49                                  | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    472000 | PA      | $391358.62    | 0.08%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3.125 03/24/31                                    | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1060630.61   | 0.21%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                          | IMBLN 4.5 06/30/28 144A                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1510000 | PA      | $1511113.34   | 0.30%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.75 PERP EE                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    703000 | PA      | $702683.37    | 0.14%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.282 04/02/50                                  | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88268.84     | 0.02%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.375 03/15/30                                     | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $3187269.71   | 0.63%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 3.7 10/15/46                                       | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186020.27    | 0.04%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.75 08/15/34                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    291000 | PA      | $299736.26    | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 6.15 05/15/35                                      | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    518000 | PA      | $533133.83    | 0.11%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.25 04/01/52                                      | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    630000 | PA      | $482873.32    | 0.10%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.7 04/01/55                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    495000 | PA      | $473260.95    | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 09/15/53                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    104000 | PA      | $68196.58     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 4.75 01/15/31                                      | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    853000 | PA      | $848508.53    | 0.17%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.824 01/20/28 MTN                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    306000 | PA      | $304474.23    | 0.06%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.65 03/15/36                                      | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3476000 | PA      | $3399035.80   | 0.68%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP V7 02/15/55 A                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617476.20    | 0.12%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.805 05/01/50                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232014.34    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 08/15/42                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13720000 | PA      | $11459951.60  | 2.28%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.55 02/15/32 .                                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143739.39    | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 2.78 12/01/60                                     | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    971000 | PA      | $515358.25    | 0.10%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V5.58 05/09/36 144A                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    208000 | PA      | $210961.56    | 0.04%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 5.319 11/15/38                                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600970.74    | 0.12%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 3.9 03/16/28 144A                                 | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79410.88     | 0.02%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.65 PERP KK                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126417.44    | 0.03%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.875 03/01/29                                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    568000 | PA      | $572028.37    | 0.11%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                      | EXC 4.375 08/15/52                                     | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    311000 | PA      | $251735.38    | 0.05%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 2.75 08/15/51 N                                    | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $186043.66    | 0.04%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 2.9 06/15/50                                       | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    182000 | PA      | $114374.75    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-32646.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-69756.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 5.5 01/15/36                                       | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2251035.00   | 0.45%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.663 06/15/51                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1272714.06   | 0.25%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 5.85 06/15/56                                      | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63605.25     | 0.01%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 10/01/43                                       | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89441.93     | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.4 01/31/35                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358209.96    | 0.07%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.25 03/13/31                                     | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109189.26    | 0.02%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                     | AMCR 5.8 06/15/31                                      | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2062984.57   | 0.41%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 6.2 06/30/55                                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1007000 | PA      | $1011531.50   | 0.20%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 4.65 03/15/47                                        | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     93000 | PA      | $80036.14     | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DTRGR 5.125 09/25/27 144A                              | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228837.02    | 0.05%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/35                                      | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115472.15    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.55 03/15/56                                      | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132457.93    | 0.03%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.95 02/15/41                                      | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100008.91    | 0.02%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 07/15/46                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1119912.88   | 0.22%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V4.493 09/11/31                                    | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    533000 | PA      | $523333.93    | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.65 02/15/56                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112636.53    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V5.141 01/29/37                                   | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $1981365.90   | 0.39%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.5 05/15/36                                       | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89360.05     | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5.25 03/14/35                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $255009.79    | 0.05%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 05/15/44                                          | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    289000 | PA      | $251583.14    | 0.05%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 5.25 03/15/35                                      | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    557000 | PA      | $548667.65    | 0.11%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V3.8 03/15/82                                      | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800126.92    | 0.16%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS GENERAL MILLS INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-30986.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.643 05/07/28                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1723847.03   | 0.34%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 5.875 02/15/37 24-A                                | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |   1205693 | PA      | $1238792.66   | 0.25%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 6 06/01/44                                         | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98451.96     | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.338 05/04/53                                     | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    405000 | PA      | $377204.85    | 0.07%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V5.179 07/08/31                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315269.61    | 0.06%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.593 07/21/28 GMTN                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1127738.73   | 0.22%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.1 08/15/56 A                                     | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345673.45    | 0.07%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100580.64    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.667 04/25/36                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107486.13    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.5 03/01/42                                      | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15059.90     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.5 04/01/40                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    710000 | PA      | $591179.08    | 0.12%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.045 02/06/37                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161818.42    | 0.03%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 5.65 04/15/34                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $2009636.18   | 0.40%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.55 03/15/56                                     | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180931.35    | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V5.385 01/16/36 MTN                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    983000 | PA      | $974907.16    | 0.19%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.45 11/15/55                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411485.63    | 0.08%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.3 08/01/40                                       | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    189000 | PA      | $141345.97    | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 5.419 11/15/48                                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16657.98     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-67832.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 08/15/47                                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    792000 | PA      | $587262.57    | 0.12%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.516 01/21/32                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1450672.19   | 0.29%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 5.5 03/17/35                                      | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1175306.63   | 0.23%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.65 06/15/54                                      | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367402.10    | 0.07%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.35 01/12/27 144A                              | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    387000 | PA      | $389069.95    | 0.08%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.725 11/15/28 144A                                 | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1349068.28   | 0.27%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 5.4 11/14/34                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1027862.20   | 0.20%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.8 07/15/48                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    144000 | PA      | $105943.06    | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 3.7 06/01/46                                       | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    112000 | PA      | $84477.18     | 0.02%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS AT&T INC                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2273.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 2.95 02/01/51 20A                                  | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    683000 | PA      | $409600.55    | 0.08%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.1 02/15/31                                     | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195631.05    | 0.04%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 4.2 04/01/27 144A                               | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1017114.73   | 0.20%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.125 06/01/48                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    106000 | PA      | $84645.79     | 0.02%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.369 10/21/31 .                                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    674000 | PA      | $660874.71    | 0.13%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 3.75 08/15/47 *                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    386000 | PA      | $288404.94    | 0.06%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.7 03/15/66                                       | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134166.46    | 0.03%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 2.9 08/25/51                                       | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    142000 | PA      | $87215.84     | 0.02%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.75 03/15/38                                      | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    206000 | PA      | $199759.49    | 0.04%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                                                       | LYB 5.25 07/15/43                                      | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85952.11     | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.4 05/15/44                                       | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    246000 | PA      | $213454.71    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.852 03/16/66 144A                               | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64475.27     | 0.01%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 6.5 01/23/29                                     | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2033000 | PA      | $2038265.47   | 0.40%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 3.7 04/15/50                                       | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    529000 | PA      | $381132.74    | 0.08%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.8 02/01/42                                        | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233948.95    | 0.05%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.85 03/01/39                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1303846.00   | 0.26%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.45 12/04/32                                      | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297945.71    | 0.06%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                           | DCP 3.25 02/15/32                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    849000 | PA      | $771710.26    | 0.15%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.95 PERP FF                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    839000 | PA      | $845230.50    | 0.17%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                            | WMB 5.1 03/15/36 144A                                  | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $520365.55    | 0.10%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.915 01/24/29                                    | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285858.98   | 0.26%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 3.125 05/15/26 144A                                | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1379219.51   | 0.27%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                       | AON 4.6 06/14/44                                       | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $83039.05     | 0.02%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.8 05/15/30                                    | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    508000 | PA      | $513607.26    | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.7 04/01/53                                       | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135596.02    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.464 05/09/36                                    | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1119897.68   | 0.22%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 2.85 03/01/27 MTN                                    | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557151.99    | 0.11%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $13296.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                    | OKE 6.125 02/01/41                                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507714.98    | 0.10%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 01/15/36                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548401.05    | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 1.75 06/01/30                                     | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319519.99    | 0.06%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                                    | CNP 4.85 04/01/36 AR                                   | CUSIP: 15189XBL1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    655000 | PA      | $641436.95    | 0.13%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC V4.42 07/24/28 BKNT                                | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    985000 | PA      | $984948.63    | 0.20%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 5.35 01/31/36 144A                                 | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91950.19     | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                      | CAMLNG 3.302 01/15/35 144A                             | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    408000 | PA      | $354811.19    | 0.07%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                                 | ASB V6.455 08/29/30                                    | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1504588.37   | 0.30%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 4.75 10/06/32                                     | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    969000 | PA      | $955231.13    | 0.19%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                           | DCP 5.125 05/15/29                                     | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    522000 | PA      | $531161.44    | 0.11%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 5.4 09/01/44                                       | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    126000 | PA      | $117074.60    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.539 02/01/32                                     | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    665000 | PA      | $560506.28    | 0.11%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.625 10/29/35                                      | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2564612.63   | 0.51%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V8 01/27/84                                        | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $440780.69    | 0.09%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.85 01/15/36                                      | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $236813.21    | 0.05%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STRIPE INC                                                                           | STRIPE INC                                             | CUSIP: 000000000<br>LEI: 549300CLHGIPTCYHQ143 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1580000.00   | 0.31%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.244 01/24/31                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    724000 | PA      | $738032.00    | 0.15%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.875 02/15/53                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    178000 | PA      | $175306.33    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                                          | Dreyfus Treasury Securities Cash Management INSTL SHS  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |   3535115 | NS      | $3535114.97   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CNP 4.95 08/15/35 AQ                                   | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147407.11    | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.2 02/15/56                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89208.39     | 0.02%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                            | KLAC 4.95 07/15/52                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6265.62      | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.65 02/19/56                                     | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392616.81    | 0.08%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 3.45 03/15/29                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1600325.29   | 0.32%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.5 02/15/46                                     | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228152.27    | 0.05%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                  | EQIX 4.7 03/15/33                                      | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52521.09     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 4.6 03/16/33 144A                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79082.25     | 0.02%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DTRGR 4.3 08/12/27 144A                                | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214586.13    | 0.04%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 1.875 10/15/30                                     | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    279000 | PA      | $246236.03    | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 4.05 03/11/29                                      | CUSIP: 05724BAL3<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44770.99     | 0.01%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.2 08/15/32                                       | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1929145.86   | 0.38%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                   | F 3.25 02/12/32                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    535000 | PA      | $464674.85    | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANCING LLC                                                                | ANDIRON FINANCING LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79304.00     | 0.02%             | 2030-01-21      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.75 03/15/36                                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1098852.97   | 0.22%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 4.25 12/15/27                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1325142.53   | 0.26%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.113 05/03/29                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1931472.84   | 0.38%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.25 09/21/48                                      | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    104000 | PA      | $82792.11     | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS 2.95 02/15/27                                      | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255809.35    | 0.05%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4.97 04/06/29                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562967.58    | 0.11%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.6 03/18/46                                    | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355591.30    | 0.07%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital                                                       | NATCHI 4.556 11/01/52                                  | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    151000 | PA      | $129036.86    | 0.03%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CONAGRA BRANDS INC                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $27786.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                      | EXC 2.85 09/15/51                                      | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    144000 | PA      | $88313.94     | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE 6 10/15/39                                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204124.99    | 0.04%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.55 03/15/36                                      | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131589.40    | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.2 05/01/36                                       | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29238.85     | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                         | ATTRII 6.088 12/15/44 144A                             | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1913585 | PA      | $1894382.16   | 0.38%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V4.425 11/04/31                                 | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    637000 | PA      | $628043.86    | 0.12%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LDOS 4.1 03/15/29                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2108926.78   | 0.42%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 3.45 04/15/51                                      | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    117000 | PA      | $80688.99     | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.05 03/15/30                                      | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116111.95    | 0.02%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                        | XEL 3.6 09/15/47                                       | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    124000 | PA      | $91616.72     | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.794 02/13/32 MTN                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    916000 | PA      | $793199.56    | 0.16%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5 01/11/28                                         | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    604000 | PA      | $608330.29    | 0.12%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS ORACLE CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-30589.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 02/04/41                                        | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $942769.01    | 0.19%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V5.249 05/22/29 144A                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1702000 | PA      | $1718516.43   | 0.34%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                           | LNT V5.75 04/01/56                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573630.86    | 0.11%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.9 09/15/31                                       | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131813.05    | 0.03%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                   | AEP 4.15 04/01/48                                      | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    628000 | PA      | $484655.27    | 0.10%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $8415.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (WISCONSIN)                                            | XEL 4.85 05/15/36                                      | CUSIP: 665772DB2<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49368.70     | 0.01%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 2.85 05/15/51                                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    342000 | PA      | $205910.56    | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 3.95 04/01/49 144A                                | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $852403.37    | 0.17%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 4.875 06/23/27 144A                             | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    790000 | PA      | $793179.53    | 0.16%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                               | OBDC 6.2 07/15/30                                      | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    696000 | PA      | $685941.84    | 0.14%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 02/15/36                                      | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    469000 | PA      | $457244.84    | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3.95 12/01/47                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    406000 | PA      | $295446.68    | 0.06%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                                               | AP GRANGE HOLDINGS LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $774900.00    | 0.15%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.65 01/05/29 MTN                               | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193938.48    | 0.04%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 4.45 06/15/29 144A                                 | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355555.81    | 0.07%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.25 08/11/35                                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675897.32    | 0.13%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.918 07/20/33                                    | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    377000 | PA      | $377688.77    | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.6 10/10/31 MTN                                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226756.30    | 0.05%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5.75 03/15/54                                      | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142602.44    | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 5.7 08/01/35                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    644000 | PA      | $649029.64    | 0.13%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.45 08/15/52                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    767000 | PA      | $399440.81    | 0.08%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                         | GE 4.9 01/29/36                                        | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230185.82    | 0.05%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 4.95 01/15/33                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    668000 | PA      | $659215.89    | 0.13%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 3.625 05/15/31 144A                                | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    614000 | PA      | $572576.12    | 0.11%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 3.9 03/09/29 I                                      | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34775.14     | 0.01%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.875 11/30/55                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199398.00    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 4.4 10/01/46                                      | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    148000 | PA      | $119232.00    | 0.02%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 5.625 02/06/35                                      | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635023.69    | 0.13%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 4.8 02/15/44                                        | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     99000 | PA      | $86687.93     | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS GENERAL MILLS INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7889.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.6 06/15/43                                       | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    114000 | PA      | $93798.51     | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 2.85 12/15/32                                        | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180047.64    | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.1 11/15/32                                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    497000 | PA      | $481093.18    | 0.10%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.35 01/15/47                                      | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    504000 | PA      | $368928.00    | 0.07%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.566 04/29/32                                   | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1705636.03   | 0.34%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V3.55 PERP                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    377000 | PA      | $372727.16    | 0.07%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                | PNC V4.429 07/21/28                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2200159.53   | 0.44%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.125 05/15/60                                     | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    292000 | PA      | $173578.13    | 0.03%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 5.25 05/15/50 *                                    | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    367000 | PA      | $336328.31    | 0.07%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 3.91 10/01/50                                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    292000 | PA      | $214099.59    | 0.04%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.95 03/15/36                                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48493.76     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 5.673 04/01/35 144A                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    424000 | PA      | $433156.16    | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LDOS 5 03/15/36                                        | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52207.59     | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                  | SYF 7.25 02/02/33                                      | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    274000 | PA      | $279858.50    | 0.06%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 4.9 03/15/30                                       | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    602000 | PA      | $607435.91    | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.875 PERP GG                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1832845.56   | 0.36%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.95 05/01/50                                      | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    113000 | PA      | $86747.66     | 0.02%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.3 02/15/51                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    158000 | PA      | $103407.77    | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 5.15 09/13/34                                     | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    553000 | PA      | $564286.99    | 0.11%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.9 11/15/33                                       | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1105994.95   | 0.22%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 5.4 02/15/35                                      | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1459639.37   | 0.29%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.95 12/01/54                                      | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    951000 | PA      | $863829.30    | 0.17%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.25 06/01/31                                      | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92090.22     | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                            | ET 5.4 10/01/47                                        | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    111000 | PA      | $98634.80     | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.15 04/23/31                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2300648.35   | 0.46%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.1 01/25/36                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2329109.32   | 0.46%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.875 08/15/59                                     | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    218000 | PA      | $152091.68    | 0.03%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.15 03/01/47                                     | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    126000 | PA      | $101934.85    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                          | PSX 5.875 05/01/42                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100171.94    | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.625 PERP                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520390.12    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $14135.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 4.55 06/01/53                                      | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $839738.78    | 0.17%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 4.85 03/15/36                                      | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1473136.67   | 0.29%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.4 03/01/29                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    474000 | PA      | $484894.03    | 0.10%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $24678.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.75 01/23/29                                    | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1488686.70   | 0.30%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                     | EMBRBZ 5.98 02/11/35                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     34000 | PA      | $35043.91     | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 07/31/33                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    328000 | PA      | $336525.87    | 0.07%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.902 02/12/36                                     | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1471477.01   | 0.29%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.4 04/01/48                                        | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    780000 | PA      | $683029.34    | 0.14%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DTRGR 3.65 04/07/27 144A                               | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    791000 | PA      | $785488.74    | 0.16%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 2.9 12/15/51                                      | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    146000 | PA      | $89775.96     | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.05 09/05/28                                   | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199350.90    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 3 03/01/51 MTN                                     | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $86469.06     | 0.02%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.85 11/01/48                                       | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $921172.92    | 0.18%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                   | AEP 4 06/01/49                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    270000 | PA      | $201588.20    | 0.04%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited / TAL International Container Corporation     | TRTN 5.15 02/15/33                                     | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    244000 | PA      | $238910.40    | 0.05%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                         | KEY 4.9 08/08/32 BKNT                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    453000 | PA      | $445346.16    | 0.09%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD V5.25 08/16/77 E                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1829540.33   | 0.36%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 05/04/43                                     | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $496027.72    | 0.10%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.25 03/15/46                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $307628.19    | 0.06%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.574 06/02/28 MTN                                  | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1278929.51   | 0.25%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | ATO 5.45 01/15/56                                      | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89724.78     | 0.02%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                   | AEP 6.6 03/01/33 D                                     | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    194000 | PA      | $209971.93    | 0.04%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.1 10/15/55                                       | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82605.09     | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.3 06/15/43                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $302972.22    | 0.06%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.75 03/15/45                                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     96000 | PA      | $85832.60     | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.6 01/15/33                                      | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1201420.53   | 0.24%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.2 06/15/33                                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117162.23    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 3.25 10/15/50                                     | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    647000 | PA      | $422355.54    | 0.08%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    303000 | PA      | $221531.10    | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $167639.02    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.5 03/15/56                                       | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    921000 | PA      | $903065.48    | 0.18%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 6.125 09/15/39                                     | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717101.17    | 0.14%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29                                    | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    693000 | PA      | $673285.43    | 0.13%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.875 02/28/29                                       | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $780978.51    | 0.16%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.9 03/18/36                                    | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69832.51     | 0.01%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 4.25 07/01/36                                       | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    142000 | PA      | $130423.42    | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V6.875 PERP 144A                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1205000 | PA      | $1164380.29   | 0.23%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.6 03/18/33                                    | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69702.54     | 0.01%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.45 02/15/43                                      | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86422.75     | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                            | KLAC 5 03/15/49                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10824.36     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                           | ACGCAP 1.95 09/20/26 144A                              | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99798.85     | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 4.9 08/01/30                                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    447000 | PA      | $446704.98    | 0.09%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 5 01/15/35                                         | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1081317.60   | 0.21%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.375 03/22/33                                     | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2275000 | PA      | $2222675.00   | 0.44%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                | REG 5.1 01/15/35                                       | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84716.55     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.625 05/15/55                                      | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84270.56     | 0.02%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 4.2 08/15/45                                       | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    122000 | PA      | $99465.63     | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center                                                         | MTNITT 3.799 11/15/52 2022                             | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102737.69    | 0.02%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 5.625 07/01/34                                     | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    212000 | PA      | $217410.07    | 0.04%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5.875 01/15/36                                     | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2458095.90   | 0.49%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 3.15 04/15/50                                   | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    429000 | PA      | $283715.22    | 0.06%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                        | XEL 2.6 06/01/51                                       | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    301000 | PA      | $181432.07    | 0.04%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.7 02/04/51                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    320000 | PA      | $220273.37    | 0.04%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 7.375 05/13/55                                     | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2443000 | PA      | $2565150.00   | 0.51%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 4.625 12/01/42                                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    103000 | PA      | $84592.65     | 0.02%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.654 10/18/30                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1643322.01   | 0.33%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6971.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                       | ATWALD 5.25 01/15/33                                   | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242117.77    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                             | PPL 5.25 09/01/34                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    644000 | PA      | $648561.25    | 0.13%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.5 07/15/44                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85884.63     | 0.02%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3 06/15/50                                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    271000 | PA      | $172962.50    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.3 01/15/31                                      | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    760000 | PA      | $753469.73    | 0.15%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.05 10/01/44                                      | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166573.53    | 0.03%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.442 01/30/36                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    403000 | PA      | $410235.53    | 0.08%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 4.5 04/04/48 144A                                | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    306000 | PA      | $252888.05    | 0.05%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.55 08/15/35                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191187.17    | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 2.8 10/01/41                                       | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    123000 | PA      | $88182.85     | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 5.55 03/01/56 B                                    | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24171.31     | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.5 12/01/39 09-C                                   | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200218.59    | 0.04%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.25 03/01/52                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1581811.98   | 0.31%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                          | LNG 5.2 07/30/36 144A                                  | CUSIP: 16411RAP4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138569.86    | 0.03%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.4 03/15/46                                       | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132913.82    | 0.03%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 3.7 02/15/29                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229014.68    | 0.05%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.347 01/22/32                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    247000 | PA      | $243514.19    | 0.05%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.95 03/13/66                                     | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90295.02     | 0.02%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V6.082 03/13/32                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    104000 | PA      | $109021.46    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 7.62 03/01/2040                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    950000 | PA      | $1130548.07   | 0.22%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 6.25 03/15/53                                     | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91024.26     | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.4 08/15/54                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91033.83     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 5 11/15/35                                         | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $560249.52    | 0.11%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.065 01/21/37                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1346254.58   | 0.27%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.45 06/01/28                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118070.64    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 1.05 07/15/26                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1892679.47   | 0.38%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4 03/01/31                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1448526.10   | 0.29%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.05 03/05/31                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312743.01    | 0.06%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 5.1 04/01/35                                      | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    479000 | PA      | $475580.15    | 0.09%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 11/15/30                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2445281.54   | 0.49%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                    | DOC 4.75 01/15/33                                      | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98798.13     | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V2.552 01/07/28                                     | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $571961.14    | 0.11%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.75 04/15/58                                    | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    356000 | PA      | $300665.29    | 0.06%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                     | EMBRBZ 5.4 01/09/38                                    | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2063000 | PA      | $1962676.31   | 0.39%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.999 11/01/49                                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    259000 | PA      | $187787.00    | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.102 02/24/33                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1368270.55   | 0.27%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6943.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                             | MEMHLT 3.447 11/01/49                                  | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    191000 | PA      | $134291.03    | 0.03%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 5.5 03/01/44                                       | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88781.24     | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 11/20/35                                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1490433.40   | 0.30%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                       | HSBC 4.65 06/03/28                                     | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2137227.74   | 0.42%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.9 02/01/46 *                                   | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    327000 | PA      | $294683.24    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.622 03/16/46 144A                               | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54200.85     | 0.01%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.06 06/17/41                                     | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75155.98     | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.375 PERP RR                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    292000 | PA      | $288454.80    | 0.06%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.375 02/08/41                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $283693.88    | 0.06%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1110477.32   | 0.22%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    271000 | PA      | $251859.29    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61                                      | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1297392.19   | 0.26%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | EXC 3.2 09/15/49                                       | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    358000 | PA      | $236600.06    | 0.05%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.9 10/01/54                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $423991.04    | 0.08%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 3.25 08/01/50                                      | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    615000 | PA      | $399430.24    | 0.08%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                 | EIX V8.125 06/15/53                                    | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1661552.26   | 0.33%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                              | AQNCN 5.365 06/15/26                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1715000 | PA      | $1716413.74   | 0.34%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.8 03/06/36                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1115640.72   | 0.22%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.1 02/15/29                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130661.21    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB V4.469 12/10/31                                     | CUSIP: 251526DD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $997982.32    | 0.20%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE 5.25 03/15/36                                      | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39436.20     | 0.01%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 3.1 08/15/50                                       | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    244000 | PA      | $158644.89    | 0.03%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 6.05 08/01/28 144A                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1346004.54   | 0.27%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4.375 06/01/46                                     | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    227000 | PA      | $177478.14    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS BOEING CO                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $13861.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.192 04/17/31                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2079515.86   | 0.41%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V5 PERP K                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123625.00    | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 4.65 06/15/33                                      | CUSIP: 05724BAN9<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83659.15     | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 1.875 08/15/26                                      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2368633.13   | 0.47%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                       | PNW 5.7 08/15/34                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    683000 | PA      | $706864.72    | 0.14%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.75 04/18/54                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    234000 | PA      | $221303.74    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB V5.297 05/09/31                                     | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202064.18    | 0.04%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 5.4 06/15/35                                       | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238593.01    | 0.05%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                         | TXT 4.95 03/15/36                                      | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    740000 | PA      | $719457.46    | 0.14%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.8 03/15/56                                      | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726000 | PA      | $732432.85    | 0.15%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                     | LNT 5.7 10/15/33                                       | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115492.57    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5 06/15/52                                          | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     97000 | PA      | $83865.90     | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                         | MEXPCP 5.5 08/17/30 144A                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   4495000 | PA      | $4506237.50   | 0.90%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CDS PETROLEOS MEXICANOS                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-29432.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 4.55 04/01/49 REGS                                  | CUSIP: 000000000<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    158000 | PA      | $130946.10    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.611 04/25/53 MTN                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $908713.05    | 0.18%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS PRUDENTIAL FINANCIAL INC                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4419.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                            | AON 6.25 09/30/40                                      | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189520.24    | 0.04%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 5.9 02/15/55                                      | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261848.05    | 0.05%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 3.75 12/01/47                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114716.85    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 3.1 03/01/41                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    535000 | PA      | $384372.02    | 0.08%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio                                | FITB V4.967 01/28/28                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627280.68    | 0.12%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 5 06/15/36                                         | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63817.16     | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO V6.875 11/26/85 6                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $666046.74    | 0.13%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V6.068 06/13/36                                 | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $955359.90    | 0.19%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 5 08/15/42                                         | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88327.77     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C 8.125 07/15/39                                       | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $373641.69    | 0.07%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V5.694 04/15/31                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1378000 | PA      | $1417252.81   | 0.28%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                     | ENELIM 4 10/25/26                                      | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    232000 | PA      | $231445.52    | 0.05%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS AT&T INC                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $10714.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 5.7 12/01/36 MTN                                   | CUSIP: 74456QAQ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97903.68     | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 4.25 03/15/52                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    567000 | PA      | $438819.85    | 0.09%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.75 01/15/53                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1029285.56   | 0.20%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V7 PERP 144a                                       | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    505000 | PA      | $500138.48    | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.456 02/06/32                                    | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161947.46    | 0.03%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.2 06/01/54                                       | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257994.80    | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 4.875 06/15/30 144A                               | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $2000174.65   | 0.40%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.25 05/15/51                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $834647.39    | 0.17%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS VERIZON COMMUNICATIONS INC                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $21753.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 2.25 11/15/30                                     | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $143799.90    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 6.375 04/15/66                                     | CUSIP: 472140AK8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    167000 | PA      | $163870.74    | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.183 01/30/36                                    | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396690.22    | 0.08%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.85 02/19/36                                     | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    885000 | PA      | $869539.64    | 0.17%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 6.05 03/13/76                                     | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144150.18    | 0.03%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS CAMPBELLS CO                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3051.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                           | ACGCAP 4.8 10/24/30 144A                               | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2632244.32   | 0.52%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC.                                                            | DUK 5.9 05/15/55                                       | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289779.85    | 0.06%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4.95 05/28/27                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    418000 | PA      | $417874.11    | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 5.125 04/15/35                                       | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128035.37    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       137 | NC      | $-67418.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.7 05/14/45                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115938.03    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.55 10/30/35                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184321.05    | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.3 03/15/33                                       | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201603.20    | 0.04%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.95 05/14/55                                      | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    711000 | PA      | $718103.80    | 0.14%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.2 04/01/36                                       | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24583.75     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 3.2 08/01/49 MTN                                   | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    199000 | PA      | $133684.25    | 0.03%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 3.9 03/15/39                                       | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $643706.55    | 0.13%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.15 11/15/31                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1250484.38   | 0.25%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 5.15 03/10/36                                      | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1892682.22   | 0.38%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 4.8 03/10/31                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89293.61     | 0.02%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 4.35 06/01/29                                      | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    817000 | PA      | $818665.68    | 0.16%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                     | MS V4.734 07/18/31                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    431000 | PA      | $429665.01    | 0.09%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 08/15/38                                        | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282058.57    | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5.6 10/15/54                                       | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209776.19    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.2 03/01/47                                      | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265047.38    | 0.05%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 6.5 10/06/33 144A                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    186000 | PA      | $201267.69    | 0.04%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 6.25 03/01/56                                      | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    563000 | PA      | $551909.33    | 0.11%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                          | LNG 6 07/30/56 144A                                    | CUSIP: 16411RAQ2<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14946.83     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS 4.7 03/31/43                                       | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $85362.35     | 0.02%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 4.85 03/15/30                                      | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361465.54    | 0.07%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 5.15 03/15/35                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1306688.77   | 0.26%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.625 03/01/48                                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1284231.10   | 0.26%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | AMXLMM 4.375 04/22/49                                  | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    221000 | PA      | $180320.53    | 0.04%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.95 04/01/41                                       | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315737.48    | 0.06%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 4 01/15/31                                        | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183348.36    | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V5.305 01/28/37                                    | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95976.85     | 0.02%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.383 07/21/32                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143892.11    | 0.03%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.7 02/04/36                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1682604.53   | 0.33%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | DUK 4.2 07/15/48                                       | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    252000 | PA      | $198800.98    | 0.04%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -286 | NC      | $373680.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V7.625 PERP                                       | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $373589.19    | 0.07%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 5.5 07/15/34                                       | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86030.24     | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 2.45 02/01/30                                      | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    424000 | PA      | $394391.08    | 0.08%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                | REG 4.5 03/15/33                                       | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14627.06     | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4.4 09/06/26                                       | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    735000 | PA      | $734838.90    | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.4 02/12/52                                       | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    501000 | PA      | $354858.30    | 0.07%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 5.65 03/15/36                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2788586.32   | 0.55%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB V5.706 02/08/28                                     | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $256124.44    | 0.05%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.95 02/01/38                                      | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    161000 | PA      | $171671.07    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 3.25 03/01/32                                     | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    607000 | PA      | $568102.18    | 0.11%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.356 10/22/31 I                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1847279.87   | 0.37%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | CDS FORD MOTOR CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $33020.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                          | ETR 5.3 12/15/34                                       | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289239.73    | 0.06%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.25 06/15/48                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198638.29    | 0.04%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 4.75 09/26/34                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88068.56     | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                     | WELL 2.05 01/15/29                                     | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87473.73     | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 01/15/36                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1867196.70   | 0.37%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                               | STANLN V5.243 01/13/37 144a                            | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $233391.63    | 0.05%             | 2037-01-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.05 11/21/39                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    266000 | PA      | $233474.67    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | CDS KINDER MORGAN INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8160.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.05 08/14/54                                      | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91753.86     | 0.02%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 11/17/27                                      | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1259667.06   | 0.25%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.732 03/16/56 144A                               | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533763.52    | 0.11%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3.5 04/01/50                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $280251.47    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc.                                                    | ABIBB 4.625 02/01/44                                   | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105458.99    | 0.02%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                     | WELL 4.125 03/15/29                                    | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86543.39     | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.7 05/15/32                                        | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514217.90    | 0.10%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.03 10/15/47                                      | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    152000 | PA      | $119644.23    | 0.02%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 3.95 03/15/43                                      | CUSIP: 744448CJ8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    145000 | PA      | $114117.33    | 0.02%             | 2043-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.45 01/08/36                                       | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177306.00    | 0.04%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.8 03/15/56                                       | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230698.28    | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 6.25 09/15/54                                     | CUSIP: 361841AU3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    371000 | PA      | $359928.21    | 0.07%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP V6.85 02/15/55 B                                   | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    188000 | PA      | $196979.44    | 0.04%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC V4.136 10/23/29 BKNT                               | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1403511.89   | 0.28%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 5.2 06/01/39                                      | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103615.57    | 0.02%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.7 08/14/33                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91421.76     | 0.02%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 4.6 01/15/36                                      | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $519692.56    | 0.10%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                         | KEY 3.9 04/13/29 BKNT                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    557000 | PA      | $543404.43    | 0.11%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 4 03/16/29 144A                                   | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79252.98     | 0.02%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.875 11/15/27 144A                             | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    601000 | PA      | $612322.84    | 0.12%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.401 07/23/35                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    333000 | PA      | $337227.46    | 0.07%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1840571.54   | 0.37%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.85 03/15/31                                       | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260195.73    | 0.05%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.4 02/15/33                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    161000 | PA      | $158994.77    | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 2.2 01/15/27                                        | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    423000 | PA      | $415155.99    | 0.08%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                         | GE 4.3 07/29/30                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558657.24    | 0.11%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 2.82 09/01/51                                      | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    949000 | PA      | $580399.09    | 0.12%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    799000 | PA      | $523247.09    | 0.10%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                    | HBAN V4.871 04/12/28                                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1083650.61   | 0.22%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                             | APTV 3.1 12/01/51                                      | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    943000 | PA      | $581737.89    | 0.12%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.6 08/15/45                                     | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    621000 | PA      | $518188.35    | 0.10%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V4.95 08/04/31                                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $582796.44    | 0.12%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 3.95 08/01/47                                   | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    308000 | PA      | $237532.50    | 0.05%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.7 02/04/56                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1501671.51   | 0.30%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 4 03/14/31                                         | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59074.50     | 0.01%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 6.4 06/28/54                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    563000 | PA      | $566479.34    | 0.11%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 3.625 10/15/47 MTN                                 | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    201000 | PA      | $145373.03    | 0.03%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.619 11/06/31                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1863000 | PA      | $1837126.26   | 0.36%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Glencore Canada Corporation                                                          | GLENLN 6.2 06/15/35                                    | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $154385.01    | 0.03%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 3.25 08/15/46                                      | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88526.96     | 0.02%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.75 03/12/54 30Y                               | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    768000 | PA      | $712195.81    | 0.14%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 6.05 01/11/40                                      | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    168000 | PA      | $162960.00    | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.933 09/15/27                                    | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1462080.28   | 0.29%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 3.55 03/15/52                                      | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    124000 | PA      | $87466.17     | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 4.5 08/15/46                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48046.98     | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.5 04/01/63                                      | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33209.90     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENLN 5.7 05/08/33 144A                               | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1061588.14   | 0.21%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.831 10/24/51 MTN                                | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $507618.29    | 0.10%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V7.125 PERP 144a                                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $568904.60    | 0.11%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.049 07/23/30                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1823709.45   | 0.36%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 4.55 03/10/29                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1376478.91   | 0.27%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer