# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000413
**Filing Date:** 2026-1
**Character Count:** 347518
**Document Hash:** f03c6e52f6d40b76141e6cc90acf4c49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000413.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000413

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555348

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Corporate Bond Fund**

**November 30, 2025**

CBD-NPRT1-0126

1.907010.115 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 1.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 1.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.1%  |  |  |
| DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (b) | 1080000 | 1087704 |
| DB Master Finance LLC Series 2025-1A Class A2II, 5.165% 8/20/2055 (b) | 875000 | 881122 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b) | 1205888 | 1232534 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b) | 1126620 | 1167151 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 2161170 | 2185758 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 1285020 | 1313621 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 1766160 | 1760345 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 1841400 | 1834619 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 2871000 | 2854023 |
| Taco Bell Fdg LLC Series 2025-1A Class A2I, 4.821% 8/25/2055 (b) | 2020000 | 2023248 |
| Taco Bell Fdg LLC Series 2025-1A Class A2II, 5.049% 8/25/2055 (b) | 5300000 | 5312529 |
| TOTAL UNITED STATES |  | 21652654 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $21,514,140) |  | <br> **21652654** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Regions Bank/Birmingham AL 6.45% 6/26/2037 <br>(Cost $1,040,627)<br>| 985000 | **1076214** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.4%  |  |  |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(d) | 1176000 | 1196731 |
| ELP Series 2025-ELP Class A, 4.6039% 11/13/2042 (b) | 890000 | 893936 |
| ELP Series 2025-ELP Class B, 4.8475% 11/13/2042 (b)(d) | 4952000 | 4973750 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(d) | 773000 | 779341 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class B, 5.2725% 11/5/2037 (b)(d) | 848000 | 852541 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.5514% 12/15/2039 (b)(c)(d) | 411000 | 410999 |
| TOTAL UNITED STATES |  | 9107298 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $9,049,014) |  | <br> **9107298** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.1%  |  |  |
| United Mexican States 4.5% 4/22/2029 <br> (Cost $2,007,567) | 1886000 | **1893544** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| State of California 7.625% 3/1/2040  | 115000 | 140824 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 525000 | 676701 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $916,986) |  | <br> **817525** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (b) | 9980000 | 9541433 |
| Westpac Banking Corp 5.405% 8/10/2033 (d) | 6036000 | 6265294 |
| TOTAL AUSTRALIA |  | 15806727 |
| BELGIUM - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| KBC Group NV 4.932% 10/16/2030 (b)(d) | 7617000 | 7770684 |
| KBC Group NV 5.796% 1/19/2029 (b)(d) | 3826000 | 3951733 |
| KBC Group NV 6.324% 9/21/2034 (b)(d) | 4700000 | 5150764 |
| TOTAL BELGIUM |  | 16873181 |
| BRAZIL - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Vale Overseas Ltd 6.4% 6/28/2054  | 6520000 | 6683261 |
| CANADA - 3.5%  |  |  |
| Communication Services - 0.4% |  |  |
| Wireless Telecommunication Services - 0.4% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 4507000 | 4263386 |
| Rogers Communications Inc 4.55% 3/15/2052  | 4154000 | 3374598 |
|  |  | 7637984 |
| Consumer Staples - 0.3% |  |  |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Alimentation Couche-Tard Inc 5.077% 9/29/2035 (b) | 6400000 | 6470254 |
| Energy - 1.9% |  |  |
| Oil, Gas & Consumable Fuels - 1.9% |  |  |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  | 5193000 | 4889322 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  | 180000 | 188655 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 4974000 | 5342178 |
| Canadian Natural Resources Ltd 6.5% 2/15/2037  | 3500000 | 3821794 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 465000 | 414462 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 1441000 | 1023853 |
| Cenovus Energy Inc 5.25% 6/15/2037  | 376000 | 367815 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 899000 | 832570 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 262000 | 292027 |
| Enbridge Inc 5.55% 6/20/2035  | 5200000 | 5407435 |
| Enbridge Inc 5.95% 4/5/2054  | 6755000 | 6960999 |
| Enbridge Inc 6.7% 11/15/2053  | 1300000 | 1451334 |
| Enbridge Inc 7.2% 6/27/2054 (d) | 2600000 | 2786719 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 3697000 | 3706955 |
|  |  | 37486118 |
| Financials - 0.3% |  |  |
| Banks - 0.0% |  |  |
| Royal Bank of Canada 4.65% 1/27/2026  | 400000 | 400179 |
| Insurance - 0.3% |  |  |
| Empower Finance 2020 LP 3.075% 9/17/2051 (b) | 2134000 | 1411873 |
| Intact Financial Corp 5.459% 9/22/2032 (b) | 4464000 | 4621017 |
|  |  | 6032890 |
| TOTAL FINANCIALS |  | 6433069 |
| Utilities - 0.6% |  |  |
| Independent Power and Renewable Electricity Producers - 0.6% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 4782000 | 4301620 |
| Emera US Finance LP 3.55% 6/15/2026  | 5527000 | 5502520 |
| Emera US Finance LP 4.75% 6/15/2046  | 3302000 | 2853120 |
|  |  | 12657260 |
| TOTAL CANADA |  | 70684685 |
| FRANCE - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (b)(d) | 2450000 | 2441091 |
| BNP Paribas SA 1.904% 9/30/2028 (b)(d) | 4433000 | 4247543 |
| BNP Paribas SA 2.591% 1/20/2028 (b)(d) | 1660000 | 1629667 |
| BPCE SA 2.277% 1/20/2032 (b)(d) | 4556000 | 4051699 |
| BPCE SA 3.116% 10/19/2032 (b)(d) | 3697000 | 3327640 |
| TOTAL FRANCE |  | 15697640 |
| GERMANY - 1.6%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Volkswagen Group of America Finance LLC 1.625% 11/24/2027 (b) | 4527000 | 4299411 |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (b) | 3045000 | 3078641 |
|  |  | 7378052 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (d) | 2440000 | 2245728 |
| Insurance - 0.2% |  |  |
| Allianz SE 5.6% 9/3/2054 (b)(d) | 4000000 | 4098308 |
| TOTAL FINANCIALS |  | 6344036 |
| Health Care - 0.9% |  |  |
| Pharmaceuticals - 0.9% |  |  |
| Bayer US Finance II LLC 4.875% 6/25/2048 (b) | 3224000 | 2729593 |
| Bayer US Finance LLC 6.25% 1/21/2029 (b) | 3210000 | 3371756 |
| Bayer US Finance LLC 6.875% 11/21/2053 (b) | 11310000 | 12237562 |
|  |  | 18338911 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| RWE Finance US LLC 5.125% 9/18/2035 (b) | 1243000 | 1236552 |
| TOTAL GERMANY |  | 33297551 |
| IRELAND - 2.5%  |  |  |
| Financials - 1.3% |  |  |
| Consumer Finance - 1.3% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 2343000 | 2333591 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 3344000 | 3293670 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 2623000 | 2539289 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 788000 | 729952 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 1630000 | 1479621 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 2664000 | 2196343 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034  | 4180000 | 4179768 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030  | 8600000 | 9238632 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 1131000 | 1163337 |
|  |  | 27154203 |
| Industrials - 0.8% |  |  |
| Transportation Infrastructure - 0.8% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 2250000 | 2176820 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 5148000 | 5240405 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b) | 804000 | 826588 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 679000 | 679293 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 5000000 | 5181093 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 1538000 | 1603735 |
|  |  | 15707934 |
| Materials - 0.4% |  |  |
| Containers & Packaging - 0.4% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 5100000 | 5296962 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 3740000 | 3866663 |
|  |  | 9163625 |
| TOTAL IRELAND |  | 52025762 |
| ISRAEL - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 200000 | 209952 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 207553 |
| TOTAL ISRAEL |  | 417505 |
| ITALY - 1.0%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 7182000 | 7190616 |
| UniCredit SpA 1.982% 6/3/2027 (b)(d) | 3735000 | 3692928 |
|  |  | 10883544 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Enel Finance International NV 4.375% 9/30/2030 (b) | 4694000 | 4687601 |
| Enel Finance International NV 5.5% 6/26/2034 (b) | 4401000 | 4598885 |
|  |  | 9286486 |
| TOTAL ITALY |  | 20170030 |
| JAPAN - 0.6%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 271000 | 273043 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 274000 | 277823 |
| NTT Finance Corp 4.876% 7/16/2030 (b) | 721000 | 736586 |
| NTT Finance Corp 5.171% 7/16/2032 (b) | 8000000 | 8249607 |
| NTT Finance Corp 5.502% 7/16/2035 (b) | 3000000 | 3134855 |
| TOTAL JAPAN |  | 12671914 |
| NETHERLANDS - 0.7%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| JDE Peet's NV 2.25% 9/24/2031 (b) | 1612000 | 1409807 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Cooperatieve Rabobank UA 3.649% 4/6/2028 (b)(d) | 4207000 | 4181994 |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 2548000 | 2538897 |
|  |  | 6720891 |
| Information Technology - 0.3% |  |  |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 3129000 | 2801472 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  | 613000 | 618452 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 1769000 | 1799016 |
|  |  | 5218940 |
| TOTAL NETHERLANDS |  | 13349638 |
| SOUTH AFRICA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Anglo American Capital PLC 3.875% 3/16/2029 (b) | 3773000 | 3723498 |
| SPAIN - 0.8%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Banco Santander SA 2.749% 12/3/2030  | 6600000 | 6020114 |
| CaixaBank SA 6.037% 6/15/2035 (b)(d) | 6103000 | 6541453 |
|  |  | 12561567 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b) | 2881000 | 2815348 |
| TOTAL SPAIN |  | 15376915 |
| SWITZERLAND - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.6% |  |  |
| UBS Group AG 3.091% 5/14/2032 (b)(d) | 3207000 | 2989514 |
| UBS Group AG 3.126% 8/13/2030 (b)(d) | 3246000 | 3116070 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) | 3632000 | 3606422 |
| UBS Group AG 4.55% 4/17/2026  | 1838000 | 1841344 |
| TOTAL SWITZERLAND |  | 11553350 |
| UNITED KINGDOM - 3.5%  |  |  |
| Consumer Staples - 1.0% |  |  |
| Tobacco - 1.0% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 4358000 | 4183139 |
| BAT Capital Corp 2.726% 3/25/2031  | 5810000 | 5350630 |
| BAT Capital Corp 4.7% 4/2/2027  | 759000 | 763569 |
| BAT Capital Corp 5.834% 2/20/2031  | 1415000 | 1503801 |
| BAT Capital Corp 7.75% 10/19/2032  | 3622000 | 4247969 |
| BAT International Finance PLC 4.448% 3/16/2028  | 2886000 | 2908109 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (b) | 725000 | 746063 |
| Reynolds American Inc 5.7% 8/15/2035  | 103000 | 108418 |
|  |  | 19811698 |
| Financials - 2.2% |  |  |
| Banks - 2.2% |  |  |
| Barclays PLC 5.367% 2/25/2031 (d) | 5000000 | 5180403 |
| Barclays PLC 5.785% 2/25/2036 (d) | 5000000 | 5278155 |
| Barclays PLC 7.437% 11/2/2033 (d) | 1000000 | 1150916 |
| HSBC Holdings PLC 2.357% 8/18/2031 (d) | 9356000 | 8541557 |
| HSBC Holdings PLC 2.848% 6/4/2031 (d) | 3697000 | 3462960 |
| HSBC Holdings PLC 4.041% 3/13/2028 (d) | 2266000 | 2261877 |
| HSBC Holdings PLC 4.95% 3/31/2030  | 200000 | 205702 |
| Lloyds Banking Group PLC 4.375% 3/22/2028  | 2617000 | 2634285 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (d) | 3773000 | 3852384 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (d) | 3754000 | 4389664 |
| Standard Chartered PLC 5.005% 10/15/2030 (b)(d) | 3605000 | 3685128 |
| Standard Chartered PLC 5.545% 1/21/2029 (b)(d) | 3263000 | 3349093 |
|  |  | 43992124 |
| Health Care - 0.1% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (b) | 1035000 | 1006105 |
| 180 Medical Inc 5.3% 10/8/2035 (b) | 1919000 | 1911858 |
|  |  | 2917963 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| BAE Systems PLC 3.4% 4/15/2030 (b) | 326000 | 315695 |
| BAE Systems PLC 5.25% 3/26/2031 (b) | 363000 | 379336 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 2500000 | 2607921 |
| BAE Systems PLC 5.5% 3/26/2054 (b) | 893000 | 912842 |
|  |  | 4215794 |
| Passenger Airlines - 0.0% |  |  |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b) | 702549 | 648243 |
| TOTAL INDUSTRIALS |  | 4864037 |
| TOTAL UNITED KINGDOM |  | 71585822 |
| UNITED STATES - 71.3%  |  |  |
| Communication Services - 7.0% |  |  |
| Diversified Telecommunication Services - 2.0% |  |  |
| AT&T Inc 2.25% 2/1/2032  | 4905000 | 4325875 |
| AT&T Inc 3.55% 9/15/2055  | 2075000 | 1422009 |
| AT&T Inc 3.65% 9/15/2059  | 1452000 | 989871 |
| AT&T Inc 3.8% 12/1/2057  | 6174000 | 4385906 |
| AT&T Inc 4.3% 2/15/2030  | 1886000 | 1896538 |
| AT&T Inc 4.5% 5/15/2035  | 1446000 | 1404655 |
| Verizon Communications Inc 2.55% 3/21/2031  | 5600000 | 5123718 |
| Verizon Communications Inc 3% 11/20/2060  | 3160000 | 1889903 |
| Verizon Communications Inc 3.7% 3/22/2061  | 4527000 | 3147466 |
| Verizon Communications Inc 4.4% 11/1/2034  | 4919000 | 4777716 |
| Verizon Communications Inc 4.5% 8/10/2033  | 395000 | 391658 |
| Verizon Communications Inc 4.78% 2/15/2035  | 863000 | 856130 |
| Verizon Communications Inc 5.401% 7/2/2037 (b) | 258000 | 263924 |
| Verizon Communications Inc 5.875% 11/30/2055  | 10130000 | 10224185 |
|  |  | 41099554 |
| Entertainment - 0.2% |  |  |
| Walt Disney Co/The 6.65% 11/15/2037  | 3552000 | 4108607 |
| Interactive Media & Services - 2.4% |  |  |
| Alphabet Inc 5.45% 11/15/2055  | 7019000 | 7135183 |
| Alphabet Inc 5.7% 11/15/2075  | 7100000 | 7302222 |
| Meta Platforms Inc 4.2% 11/15/2030  | 2858000 | 2877867 |
| Meta Platforms Inc 4.6% 11/15/2032  | 3092000 | 3138222 |
| Meta Platforms Inc 4.875% 11/15/2035  | 7110000 | 7187059 |
| Meta Platforms Inc 5.5% 11/15/2045  | 7111000 | 7113320 |
| Meta Platforms Inc 5.625% 11/15/2055  | 7110000 | 7091988 |
| Meta Platforms Inc 5.75% 11/15/2065  | 7110000 | 7079845 |
|  |  | 48925706 |
| Media - 1.7% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (b) | 4980000 | 4659748 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 2754000 | 1772281 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 3210000 | 2144494 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  | 4995000 | 4048266 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 2622000 | 2199361 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 1396000 | 1123245 |
| Comcast Corp 2.937% 11/1/2056  | 977000 | 567059 |
| Comcast Corp 2.987% 11/1/2063  | 3786000 | 2112782 |
| Comcast Corp 3.999% 11/1/2049  | 538000 | 406589 |
| Discovery Communications LLC 3.95% 3/20/2028  | 3932000 | 3851453 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 4562000 | 4043404 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 2823000 | 2622451 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 728000 | 744213 |
| Time Warner Cable LLC 6.75% 6/15/2039  | 470000 | 478584 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 2609000 | 2777399 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 251000 | 248328 |
|  |  | 33799657 |
| Wireless Telecommunication Services - 0.7% |  |  |
| T-Mobile USA Inc 2.4% 3/15/2029  | 1197000 | 1133878 |
| T-Mobile USA Inc 2.7% 3/15/2032  | 8119000 | 7325361 |
| T-Mobile USA Inc 4.95% 11/15/2035  | 4950000 | 4976536 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 1509000 | 1493539 |
|  |  | 14929314 |
| TOTAL COMMUNICATION SERVICES |  | 142862838 |
| Consumer Discretionary - 2.6% |  |  |
| Automobiles - 1.6% |  |  |
| Ford Motor Co 3.25% 2/12/2032  | 4150000 | 3645432 |
| General Motors Co 5% 4/1/2035  | 860000 | 849933 |
| General Motors Co 5.15% 4/1/2038  | 4000000 | 3881776 |
| General Motors Co 5.2% 4/1/2045  | 981000 | 891875 |
| General Motors Co 5.4% 4/1/2048  | 396000 | 363919 |
| General Motors Co 5.95% 4/1/2049  | 1871000 | 1836025 |
| General Motors Financial Co Inc 3.1% 1/12/2032  | 4550000 | 4145099 |
| General Motors Financial Co Inc 4.3% 4/6/2029  | 4225000 | 4217025 |
| Stellantis Finance US Inc 1.711% 1/29/2027 (b) | 2261000 | 2191392 |
| Stellantis Finance US Inc 2.691% 9/15/2031 (b) | 6485000 | 5632850 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (b) | 4589000 | 4712334 |
|  |  | 32367660 |
| Diversified Consumer Services - 0.1% |  |  |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 2494000 | 1770150 |
| Specialty Retail - 0.9% |  |  |
| Advance Auto Parts Inc 1.75% 10/1/2027  | 1890000 | 1784562 |
| AutoZone Inc 4% 4/15/2030  | 3622000 | 3593159 |
| Home Depot Inc/The 4.95% 6/25/2034  | 3400000 | 3499143 |
| Home Depot Inc/The 5.95% 4/1/2041  | 319000 | 344492 |
| Lowe's Cos Inc 3% 10/15/2050  | 4414000 | 2858058 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 3773000 | 3625900 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 2433000 | 2407068 |
|  |  | 18112382 |
| TOTAL CONSUMER DISCRETIONARY |  | 52250192 |
| Consumer Staples - 1.7% |  |  |
| Beverages - 0.1% |  |  |
| Constellation Brands Inc 2.875% 5/1/2030  | 3254000 | 3062478 |
| Consumer Staples Distribution & Retail - 0.9% |  |  |
| Dollar Tree Inc 2.65% 12/1/2031  | 4527000 | 4067026 |
| Dollar Tree Inc 4.2% 5/15/2028  | 2406000 | 2403400 |
| Mars Inc 4.8% 3/1/2030 (b) | 1423000 | 1457694 |
| Mars Inc 5% 3/1/2032 (b) | 1069000 | 1104776 |
| Mars Inc 5.2% 3/1/2035 (b) | 4609000 | 4768551 |
| Mars Inc 5.65% 5/1/2045 (b) | 864000 | 884071 |
| Mars Inc 5.7% 5/1/2055 (b) | 1723000 | 1756327 |
| Mars Inc 5.8% 5/1/2065 (b) | 215000 | 220768 |
|  |  | 16662613 |
| Food Products - 0.0% |  |  |
| Smithfield Foods Inc 3% 10/15/2030 (b) | 798000 | 737033 |
| Tobacco - 0.7% |  |  |
| Philip Morris International Inc 4.375% 11/15/2041  | 712000 | 638918 |
| Philip Morris International Inc 5.125% 2/15/2030  | 6763000 | 7008505 |
| Philip Morris International Inc 5.625% 11/17/2029  | 3301000 | 3478245 |
| Philip Morris International Inc 5.75% 11/17/2032  | 3508000 | 3769042 |
|  |  | 14894710 |
| TOTAL CONSUMER STAPLES |  | 35356834 |
| Energy - 6.7% |  |  |
| Oil, Gas & Consumable Fuels - 6.7% |  |  |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 5000000 | 5098237 |
| Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b) | 5000000 | 4815300 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) | 242000 | 256920 |
| Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b) | 5000000 | 4981888 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) | 652000 | 700153 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) | 195000 | 209132 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) | 351000 | 378714 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 3085000 | 3157857 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 116000 | 112580 |
| DCP Midstream Operating LP 6.75% 9/15/2037 (b) | 726000 | 794282 |
| Eastern Gas Transmission & Storage Inc 3% 11/15/2029  | 2833000 | 2709886 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 2641000 | 1945674 |
| Energy Transfer LP 3.75% 5/15/2030  | 4020000 | 3921813 |
| Energy Transfer LP 5.4% 10/1/2047  | 661000 | 601951 |
| Energy Transfer LP 5.6% 9/1/2034  | 5000000 | 5180758 |
| Energy Transfer LP 5.8% 6/15/2038  | 186000 | 191229 |
| Energy Transfer LP 6% 6/15/2048  | 121000 | 118793 |
| EQT Corp 5.75% 2/1/2034  | 8593000 | 9051852 |
| Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b) | 7158000 | 7494881 |
| Gulfstream Natural Gas System LLC 5.6% 7/23/2035 (b) | 4146000 | 4272574 |
| Hess Corp 5.6% 2/15/2041  | 2853000 | 2987457 |
| Hess Corp 5.8% 4/1/2047  | 4188000 | 4369084 |
| Hess Corp 7.3% 8/15/2031  | 1198000 | 1386496 |
| Hess Corp 7.875% 10/1/2029  | 2092000 | 2378770 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 1428000 | 1463574 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 1812000 | 1855111 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 1329000 | 1353531 |
| ONEOK Inc 3.25% 6/1/2030  | 3848000 | 3660755 |
| ONEOK Inc 5.65% 9/1/2034  | 6179000 | 6395923 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 639000 | 619656 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 1/15/2031  | 1302000 | 1310616 |
| Plains All American Pipeline LP / PAA Finance Corp 5.6% 1/15/2036  | 5455000 | 5542543 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 8500000 | 8813825 |
| Spectra Energy Partners LP 4.5% 3/15/2045  | 329000 | 284268 |
| Targa Resources Corp 5.5% 2/15/2035  | 5914000 | 6063358 |
| Targa Resources Corp 5.55% 8/15/2035  | 5000000 | 5138175 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 169000 | 161740 |
| Transcontinental Gas Pipe Line Co LLC 5.1% 3/15/2036 (b) | 5790000 | 5886435 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 7975000 | 7843127 |
| Western Gas Partners LP 4.65% 7/1/2026  | 90000 | 90097 |
| Western Gas Partners LP 5.3% 3/1/2048  | 1447000 | 1257257 |
| Western Gas Partners LP 6.15% 4/1/2033  | 2655000 | 2818182 |
| Williams Cos Inc/The 2.6% 3/15/2031  | 4640000 | 4241724 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 1436000 | 1377486 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 1460000 | 1469026 |
| Williams Cos Inc/The 5.3% 8/15/2052  | 323000 | 304007 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 1664000 | 1683071 |
|  |  | 136749768 |
| Financials - 21.6% |  |  |
| Banks - 9.6% |  |  |
| Bank of America Corp 1.898% 7/23/2031 (d) | 4225000 | 3808942 |
| Bank of America Corp 2.592% 4/29/2031 (d) | 4716000 | 4409331 |
| Bank of America Corp 3.194% 7/23/2030 (d) | 6399000 | 6195880 |
| Bank of America Corp 4.571% 4/27/2033 (d) | 5282000 | 5303847 |
| Bank of America Corp 5.015% 7/22/2033 (d) | 6866000 | 7064363 |
| Bank of America Corp 5.468% 1/23/2035 (d) | 10000000 | 10517421 |
| Bank of America Corp 6.11% 1/29/2037  | 812000 | 883724 |
| Citigroup Inc 2.666% 1/29/2031 (d) | 3094000 | 2899800 |
| Citigroup Inc 3.785% 3/17/2033 (d) | 3773000 | 3614257 |
| Citigroup Inc 3.98% 3/20/2030 (d) | 4527000 | 4493110 |
| Citigroup Inc 4.412% 3/31/2031 (d) | 3773000 | 3785182 |
| Citigroup Inc 4.6% 3/9/2026  | 347000 | 347381 |
| Citigroup Inc 4.91% 5/24/2033 (d) | 1983000 | 2019489 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 2619000 | 2258297 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (d) | 5150000 | 5280239 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (d) | 2696000 | 2827659 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (d) | 4879000 | 5373374 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 1305000 | 1616673 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (d) | 2720000 | 2356153 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (d) | 711000 | 671274 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (d) | 5659000 | 5222935 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (d) | 5659000 | 5716727 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) | 6778000 | 6888778 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (d) | 7546000 | 7747969 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (d) | 8848000 | 9014678 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (d) | 11714000 | 12505258 |
| Morgan Stanley Private Bank NA 4.465% 11/19/2031 (d) | 7100000 | 7138832 |
| PNC Financial Services Group Inc/The 5.068% 1/24/2034 (d) | 9168000 | 9426075 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (d) | 4000000 | 4147691 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (d) | 4000000 | 4206561 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (d) | 4400000 | 4561765 |
| Truist Financial Corp 5.122% 1/26/2034 (d) | 2565000 | 2619521 |
| Truist Financial Corp 5.153% 8/5/2032 (d) | 7000000 | 7230972 |
| Wells Fargo & Co 3.068% 4/30/2041 (d) | 4716000 | 3724171 |
| Wells Fargo & Co 4.897% 7/25/2033 (d) | 3944000 | 4034470 |
| Wells Fargo & Co 5.15% 4/23/2031 (d) | 7000000 | 7249510 |
| Wells Fargo & Co 5.499% 1/23/2035 (d) | 11400000 | 11987370 |
| Wells Fargo & Co 6.491% 10/23/2034 (d) | 4100000 | 4584823 |
|  |  | 193734502 |
| Capital Markets - 4.5% |  |  |
| Ares Capital Corp 2.15% 7/15/2026  | 10800000 | 10636667 |
| Ares Strategic Income Fund 4.85% 1/15/2029 (b) | 4260000 | 4205701 |
| Ares Strategic Income Fund 5.15% 1/15/2031 (b) | 5000000 | 4914685 |
| Athene Global Funding 2.5% 3/24/2028 (b) | 4225000 | 4036638 |
| Blackstone Holdings Finance Co LLC 2.8% 9/30/2050 (b) | 755000 | 473441 |
| Blackstone Holdings Finance Co LLC 3.5% 9/10/2049 (b) | 2795000 | 2029056 |
| HPS Corporate Lending Fund 4.9% 9/11/2028 (b) | 1921000 | 1907043 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 3826000 | 3855394 |
| HPS Corporate Lending Fund 5.45% 11/15/2030 (b) | 3000000 | 2982551 |
| Morgan Stanley 4.654% 10/18/2030 (d) | 10100000 | 10249044 |
| Morgan Stanley 5.23% 1/15/2031 (d) | 4074000 | 4213829 |
| Morgan Stanley 5.32% 7/19/2035 (d) | 12000000 | 12462500 |
| Morgan Stanley 6.342% 10/18/2033 (d) | 9055000 | 10001540 |
| MSCI Inc 5.15% 3/15/2036  | 6510000 | 6502065 |
| MSCI Inc 5.25% 9/1/2035  | 1215000 | 1228584 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 884000 | 924014 |
| S&P Global Inc 3.9% 3/1/2062  | 1462000 | 1116474 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 9945000 | 10101967 |
|  |  | 91841193 |
| Consumer Finance - 1.0% |  |  |
| Ally Financial Inc 8% 11/1/2031  | 2193000 | 2495594 |
| American Express Co 5.085% 1/30/2031 (d) | 1358000 | 1404360 |
| Ford Motor Credit Co LLC 3.625% 6/17/2031  | 200000 | 182920 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 6187000 | 6201088 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033  | 5000000 | 5388506 |
| Stellantis Financial Services US Corp 4.95% 9/15/2028 (b) | 2957000 | 2978404 |
| Stellantis Financial Services US Corp 5.4% 9/15/2030 (b) | 2467000 | 2489893 |
|  |  | 21140765 |
| Financial Services - 2.4% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 3754000 | 3841492 |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 1246000 | 1126934 |
| Aviation Capital Group LLC 6.75% 10/25/2028 (b) | 4100000 | 4354903 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 564000 | 559647 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 4150000 | 3573955 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 764000 | 766857 |
| Equitable Holdings Inc 5% 4/20/2048  | 763000 | 690966 |
| Essent Group Ltd 6.25% 7/1/2029  | 4400000 | 4599134 |
| Fiserv Inc 3.5% 7/1/2029  | 1423000 | 1376810 |
| Fiserv Inc 4.55% 2/15/2031  | 10100000 | 10024685 |
| Fiserv Inc 5.25% 8/11/2035  | 3000000 | 3009944 |
| Global Payments Inc 4.5% 11/15/2028  | 4621000 | 4636433 |
| Global Payments Inc 4.875% 11/15/2030  | 5100000 | 5111959 |
| Jackson Financial Inc 5.17% 6/8/2027  | 611000 | 617842 |
| Rexford Industrial Realty LP 2.15% 9/1/2031  | 1749000 | 1537128 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (b) | 1302000 | 1337588 |
| Voya Financial Inc 4.7% 1/23/2048 (d) | 1897000 | 1793870 |
| Voya Financial Inc 5.7% 7/15/2043  | 883000 | 890916 |
|  |  | 49851063 |
| Insurance - 4.1% |  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 (b) | 4900000 | 4936896 |
| AmFam Holdings Inc 2.805% 3/11/2031 (b) | 3311000 | 2904673 |
| Aon Corp 6.25% 9/30/2040  | 86000 | 95070 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 606000 | 620182 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 4000000 | 4061471 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 3044000 | 2962704 |
| Assurant Inc 2.65% 1/15/2032  | 4697000 | 4160942 |
| Assurant Inc 5.55% 2/15/2036  | 2065000 | 2101132 |
| Brown & Brown Inc 4.2% 3/17/2032  | 2151000 | 2082502 |
| Brown & Brown Inc 4.9% 6/23/2030  | 2222000 | 2251041 |
| Brown & Brown Inc 5.25% 6/23/2032  | 2571000 | 2632303 |
| Brown & Brown Inc 5.55% 6/23/2035  | 2875000 | 2955337 |
| Brown & Brown Inc 6.25% 6/23/2055  | 2918000 | 3057126 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 3289000 | 3422569 |
| Hartford Insurance Group Inc/The 4.3% 4/15/2043  | 411000 | 359635 |
| Lincoln National Corp 5.35% 11/15/2035  | 5100000 | 5117001 |
| Pacific LifeCorp 3.35% 9/15/2050 (b) | 4263000 | 3007123 |
| Pacific LifeCorp 5.125% 1/30/2043 (b) | 436000 | 417079 |
| Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b) | 12600000 | 13313378 |
| Pine Street Trust III 6.223% 5/15/2054 (b) | 9000000 | 9230446 |
| Principal Financial Group Inc 3.7% 5/15/2029  | 477000 | 469188 |
| Prudential Financial Inc 6% 9/1/2052 (d) | 2597000 | 2691396 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 5250000 | 5485398 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 3187000 | 3346820 |
| Symetra Life Insurance Co 6.55% 10/1/2055 (b) | 1667000 | 1751261 |
| Unum Group 4.046% 8/15/2041 (b) | 1270000 | 1044052 |
|  |  | 84476725 |
| TOTAL FINANCIALS |  | 441044248 |
| Health Care - 3.8% |  |  |
| Biotechnology - 0.6% |  |  |
| Amgen Inc 5.65% 3/2/2053  | 457000 | 459134 |
| Amgen Inc 5.75% 3/2/2063  | 832000 | 833561 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 5000000 | 5049616 |
| Gilead Sciences Inc 5.6% 11/15/2064  | 5000000 | 5075125 |
| Regeneron Pharmaceuticals Inc 2.8% 9/15/2050  | 1509000 | 949815 |
|  |  | 12367251 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| VSP Optical Group Inc 5.45% 12/1/2035 (b) | 634000 | 643663 |
| Health Care Providers & Services - 2.8% |  |  |
| Centene Corp 2.625% 8/1/2031  | 11274000 | 9660255 |
| Centene Corp 3% 10/15/2030  | 5857000 | 5225645 |
| Centene Corp 4.25% 12/15/2027  | 609000 | 601519 |
| Centene Corp 4.625% 12/15/2029  | 2218000 | 2144175 |
| Cigna Group/The 4.9% 12/15/2048  | 314000 | 284803 |
| CommonSpirit Health 4.352% 9/1/2030  | 1265000 | 1266561 |
| CommonSpirit Health 4.975% 9/1/2035  | 1320000 | 1318284 |
| CVS Health Corp 4.78% 3/25/2038  | 1312000 | 1247092 |
| CVS Health Corp 5% 1/30/2029  | 698000 | 714140 |
| CVS Health Corp 5.125% 2/21/2030  | 8572000 | 8825324 |
| CVS Health Corp 5.25% 1/30/2031  | 286000 | 296259 |
| CVS Health Corp 5.3% 6/1/2033  | 5000000 | 5173723 |
| CVS Health Corp 6.05% 6/1/2054  | 5500000 | 5574413 |
| Sabra Health Care LP 3.2% 12/1/2031  | 3672000 | 3359068 |
| Sabra Health Care LP 3.9% 10/15/2029  | 476000 | 465512 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 253000 | 251889 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 5200000 | 5293565 |
| UnitedHealth Group Inc 5.3% 6/15/2035  | 2237000 | 2331199 |
| UnitedHealth Group Inc 5.95% 6/15/2055  | 2729000 | 2859706 |
|  |  | 56893132 |
| Pharmaceuticals - 0.4% |  |  |
| Elanco Animal Health Inc 6.65% 8/28/2028 (d) | 4309000 | 4516401 |
| Perrigo Finance Unlimited Co 4.9% 6/15/2030 (e) | 3924000 | 3791271 |
|  |  | 8307672 |
| TOTAL HEALTH CARE |  | 78211718 |
| Industrials - 3.9% |  |  |
| Aerospace & Defense - 1.5% |  |  |
| Boeing Co 2.75% 2/1/2026  | 1254000 | 1250366 |
| Boeing Co 3.25% 2/1/2028  | 2641000 | 2593858 |
| Boeing Co 5.04% 5/1/2027  | 9998000 | 10096285 |
| Boeing Co 5.805% 5/1/2050  | 6305000 | 6278849 |
| Boeing Co 6.298% 5/1/2029  | 485000 | 515822 |
| Boeing Co 6.388% 5/1/2031  | 367000 | 399301 |
| Boeing Co 6.528% 5/1/2034  | 393000 | 437008 |
| Boeing Co 6.858% 5/1/2054  | 4391000 | 5002533 |
| Boeing Co 7.008% 5/1/2064  | 1858000 | 2127618 |
| Hexcel Corp 5.875% 2/26/2035  | 1333000 | 1407540 |
|  |  | 30109180 |
| Building Products - 0.4% |  |  |
| Carlisle Cos Inc 2.75% 3/1/2030  | 3773000 | 3559754 |
| Carrier Global Corp 2.7% 2/15/2031  | 3848000 | 3564626 |
| Carrier Global Corp 5.9% 3/15/2034  | 160000 | 172845 |
| Carrier Global Corp 6.2% 3/15/2054  | 99000 | 108805 |
| Trane Technologies Holdco Inc 5.75% 6/15/2043  | 135000 | 143044 |
|  |  | 7549074 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 342000 | 292219 |
| Burlington Northern Santa Fe LLC 4.4% 3/15/2042  | 847000 | 769070 |
| CSX Corp 4.3% 3/1/2048  | 3346000 | 2845745 |
| Uber Technologies Inc 4.15% 1/15/2031  | 1004000 | 999602 |
| Uber Technologies Inc 4.8% 9/15/2035  | 792000 | 791640 |
|  |  | 5698276 |
| Industrial Conglomerates - 0.0% |  |  |
| Trane Technologies Financing Ltd 4.65% 11/1/2044  | 190000 | 174522 |
| Machinery - 0.8% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 3844000 | 4022284 |
| Ingersoll Rand Inc 5.314% 6/15/2031  | 4500000 | 4724728 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 4300000 | 4501502 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 2250000 | 2401373 |
|  |  | 15649887 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 558864 | 546086 |
| United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027  | 298506 | 297557 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 317171 | 308853 |
|  |  | 1152496 |
| Professional Services - 0.7% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 3095000 | 3257525 |
| Paychex Inc 5.1% 4/15/2030  | 918000 | 943407 |
| Paychex Inc 5.35% 4/15/2032  | 4670000 | 4856696 |
| Paychex Inc 5.6% 4/15/2035  | 3874000 | 4069630 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 493000 | 496993 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 1108000 | 1123872 |
|  |  | 14748123 |
| Trading Companies & Distributors - 0.2% |  |  |
| Ferguson Enterprises Inc 5% 10/3/2034  | 4171000 | 4231701 |
| TOTAL INDUSTRIALS |  | 79313259 |
| Information Technology - 7.1% |  |  |
| Electronic Equipment, Instruments & Components - 2.2% |  |  |
| Amphenol Corp 4.125% 11/15/2030  | 5100000 | 5089848 |
| Amphenol Corp 4.4% 2/15/2033  | 5100000 | 5078078 |
| Dell International LLC / EMC Corp 3.375% 12/15/2041  | 2264000 | 1750080 |
| Dell International LLC / EMC Corp 3.45% 12/15/2051  | 1091000 | 759376 |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  | 3757000 | 3751904 |
| Dell International LLC / EMC Corp 4.5% 2/15/2031  | 6400000 | 6400577 |
| Dell International LLC / EMC Corp 4.75% 10/6/2032  | 1348000 | 1351601 |
| Dell International LLC / EMC Corp 5.1% 2/15/2036  | 6400000 | 6391388 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 3773000 | 3896835 |
| Vontier Corp 2.4% 4/1/2028  | 4659000 | 4449251 |
| Vontier Corp 2.95% 4/1/2031  | 5228000 | 4782587 |
|  |  | 43701525 |
| IT Services - 0.5% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 3241000 | 3188306 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 1929000 | 1970379 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 5900000 | 6069790 |
|  |  | 11228475 |
| Semiconductors & Semiconductor Equipment - 2.9% |  |  |
| Broadcom Inc 2.45% 2/15/2031  | 2716000 | 2496651 |
| Broadcom Inc 2.6% 2/15/2033  | 2750000 | 2444748 |
| Broadcom Inc 3.137% 11/15/2035 (b) | 4150000 | 3634730 |
| Broadcom Inc 3.5% 2/15/2041  | 2186000 | 1816631 |
| Broadcom Inc 3.75% 2/15/2051  | 1026000 | 796698 |
| Broadcom Inc 4.6% 7/15/2030  | 5400000 | 5503033 |
| Broadcom Inc 4.8% 2/15/2036  | 4300000 | 4310109 |
| Broadcom Inc 4.9% 7/15/2032  | 5400000 | 5556312 |
| Broadcom Inc 5.05% 7/12/2029  | 3560000 | 3678621 |
| Broadcom Inc 5.15% 11/15/2031  | 5600000 | 5843412 |
| Micron Technology Inc 2.703% 4/15/2032  | 1236000 | 1108306 |
| Micron Technology Inc 3.366% 11/1/2041  | 1347000 | 1041649 |
| Micron Technology Inc 3.477% 11/1/2051  | 1351000 | 959684 |
| Micron Technology Inc 5.3% 1/15/2031  | 4778000 | 4953128 |
| Micron Technology Inc 5.65% 11/1/2032  | 4000000 | 4210119 |
| Micron Technology Inc 5.8% 1/15/2035  | 4900000 | 5183870 |
| Micron Technology Inc 6.05% 11/1/2035  | 4000000 | 4292810 |
|  |  | 57830511 |
| Software - 1.5% |  |  |
| Oracle Corp 2.875% 3/25/2031  | 4527000 | 4104772 |
| Oracle Corp 3.95% 3/25/2051  | 3211000 | 2234492 |
| Oracle Corp 4.375% 5/15/2055  | 1405000 | 1029113 |
| Oracle Corp 4.45% 9/26/2030  | 768000 | 756766 |
| Oracle Corp 4.8% 9/26/2032  | 1281000 | 1259357 |
| Oracle Corp 5.2% 9/26/2035  | 1166000 | 1142552 |
| Oracle Corp 5.375% 7/15/2040  | 81000 | 75607 |
| Oracle Corp 5.875% 9/26/2045  | 2759000 | 2601506 |
| Oracle Corp 5.95% 9/26/2055  | 2962000 | 2775501 |
| Oracle Corp 6.1% 9/26/2065  | 2978000 | 2773321 |
| Roper Technologies Inc 1.75% 2/15/2031  | 2264000 | 1985620 |
| Roper Technologies Inc 2.95% 9/15/2029  | 1714000 | 1639675 |
| Roper Technologies Inc 4.45% 9/15/2030  | 917000 | 922119 |
| Roper Technologies Inc 5.1% 9/15/2035  | 8051000 | 8171594 |
|  |  | 31471995 |
| TOTAL INFORMATION TECHNOLOGY |  | 144232506 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Celanese US Holdings LLC 6.665% 7/15/2027 (d) | 4560000 | 4692888 |
| International Flavors & Fragrances Inc 2.3% 11/1/2030 (b) | 1575000 | 1420554 |
|  |  | 6113442 |
| Construction Materials - 0.1% |  |  |
| CRH America Finance Inc 4.4% 2/9/2031  | 4950000 | 4961194 |
| TOTAL MATERIALS |  | 11074636 |
| Real Estate - 6.6% |  |  |
| Diversified REITs - 1.7% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 8904000 | 9018185 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 253000 | 217037 |
| Piedmont Operating Partnership LP 5.625% 1/15/2033  | 6200000 | 6246424 |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  | 798000 | 848021 |
| Store Capital LLC 2.7% 12/1/2031  | 4905000 | 4335418 |
| Store Capital LLC 2.75% 11/18/2030  | 369000 | 336772 |
| VICI Properties LP 4.75% 2/15/2028  | 1217000 | 1229388 |
| VICI Properties LP 4.95% 2/15/2030  | 3641000 | 3684448 |
| VICI Properties LP 5.125% 11/15/2031  | 1200000 | 1216843 |
| VICI Properties LP 5.125% 5/15/2032  | 5205000 | 5249842 |
| VICI Properties LP 5.75% 4/1/2034  | 211000 | 218976 |
| Vornado Realty LP 2.15% 6/1/2026  | 316000 | 311770 |
| WP Carey Inc 2.4% 2/1/2031  | 2127000 | 1914725 |
|  |  | 34827849 |
| Health Care REITs - 1.3% |  |  |
| Alexandria Real Estate Equities Inc 1.875% 2/1/2033  | 5131000 | 4220381 |
| Alexandria Real Estate Equities Inc 4.7% 7/1/2030  | 521000 | 526160 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 5950000 | 5945364 |
| National Health Investors Inc 5.35% 2/1/2033  | 1834000 | 1825562 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 1168000 | 1041402 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 11399000 | 10642029 |
| Ventas Realty LP 2.5% 9/1/2031  | 2126000 | 1915777 |
|  |  | 26116675 |
| Office REITs - 1.2% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 2896000 | 2699274 |
| COPT Defense Properties LP 2.25% 3/15/2026  | 314000 | 312009 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 1519000 | 1382175 |
| COPT Defense Properties LP 2.9% 12/1/2033  | 7561000 | 6482309 |
| COPT Defense Properties LP 4.5% 10/15/2030  | 205000 | 204168 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  | 1559000 | 1486755 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  | 10874000 | 10610901 |
| Kilroy Realty LP 5.875% 10/15/2035  | 1892000 | 1919307 |
|  |  | 25096898 |
| Real Estate Management & Development - 0.3% |  |  |
| Extra Space Storage LP 4.95% 1/15/2033  | 2784000 | 2817609 |
| Tanger Properties LP 2.75% 9/1/2031  | 3679000 | 3333746 |
|  |  | 6151355 |
| Residential REITs - 1.0% |  |  |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 1747000 | 1815415 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 1752000 | 1526911 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 886000 | 860450 |
| Invitation Homes Operating Partnership LP 4.875% 2/1/2035  | 4500000 | 4473995 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 2593000 | 2624428 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 288000 | 273777 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 733000 | 668461 |
| Sun Communities Operating LP 4.2% 4/15/2032  | 5659000 | 5525279 |
| UDR Inc 2.1% 8/1/2032  | 2714000 | 2330732 |
|  |  | 20099448 |
| Retail REITs - 1.0% |  |  |
| Agree LP 4.8% 10/1/2032  | 4123000 | 4182603 |
| Agree LP 5.6% 6/15/2035  | 1392000 | 1466567 |
| Agree LP 5.625% 6/15/2034  | 4300000 | 4517997 |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 1426000 | 1367146 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 819000 | 808300 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 420000 | 417940 |
| Brixmor Operating Partnership LP 4.85% 2/15/2033  | 1750000 | 1755625 |
| Kite Realty Group LP 5.5% 3/1/2034  | 269000 | 279433 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 1720000 | 1737120 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 881000 | 874972 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 277000 | 291402 |
| Realty Income Corp 2.1% 3/15/2028  | 1856000 | 1779662 |
| Realty Income Corp 2.85% 12/15/2032  | 181000 | 162912 |
|  |  | 19641679 |
| Specialized REITs - 0.1% |  |  |
| American Tower Corp 2.1% 6/15/2030  | 2150000 | 1953425 |
| TOTAL REAL ESTATE |  | 133887329 |
| Utilities - 9.9% |  |  |
| Electric Utilities - 7.4% |  |  |
| AEP Texas Inc 5.7% 5/15/2034  | 986000 | 1033716 |
| AEP Texas Inc 5.85% 10/15/2055  | 6219000 | 6198588 |
| Alabama Power Co 3.05% 3/15/2032  | 1154000 | 1073470 |
| Alabama Power Co 5.1% 4/2/2035  | 1787000 | 1835390 |
| American Transmission Systems Inc 2.65% 1/15/2032 (b) | 3542000 | 3202797 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  | 4212000 | 3971792 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 10569000 | 10529219 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 1357000 | 1339651 |
| Cleveland Electric Illuminating Co/The 5.95% 12/15/2036  | 1245000 | 1325654 |
| Consolidated Edison Co of New York Inc 5.125% 3/15/2035  | 5000000 | 5139551 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 4905000 | 5140376 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2055  | 5000000 | 4953234 |
| Duke Energy Corp 2.45% 6/1/2030  | 479000 | 444223 |
| Duke Energy Corp 2.55% 6/15/2031  | 2641000 | 2407213 |
| Duke Energy Corp 4.5% 8/15/2032  | 7595000 | 7600155 |
| Duke Energy Corp 4.95% 9/15/2035  | 1850000 | 1849112 |
| Duke Energy Corp 5% 8/15/2052  | 7595000 | 6852789 |
| Duke Energy Corp 5.45% 6/15/2034  | 5000000 | 5238458 |
| Duke Energy Indiana LLC 4.9% 7/15/2043  | 1016000 | 955622 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (b) | 440000 | 399525 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 1619000 | 1446035 |
| Duquesne Light Holdings Inc 3.616% 8/1/2027 (b) | 1658000 | 1632015 |
| Exelon Corp 3.35% 3/15/2032  | 7856000 | 7370918 |
| Exelon Corp 4.05% 4/15/2030  | 2862000 | 2839872 |
| Exelon Corp 4.1% 3/15/2052  | 230000 | 179480 |
| Exelon Corp 5.45% 3/15/2034  | 3500000 | 3664216 |
| Exelon Corp 5.6% 3/15/2053  | 3400000 | 3354752 |
| FirstEnergy Corp 2.25% 9/1/2030  | 3488000 | 3161248 |
| FirstEnergy Corp 2.65% 3/1/2030  | 6250000 | 5810192 |
| FirstEnergy Corp 4.85% 7/15/2047 (e) | 3500000 | 3105945 |
| FirstEnergy Transmission LLC 4.75% 1/15/2033 (b) | 3818000 | 3836840 |
| Georgia Power Co 5.25% 3/15/2034  | 4300000 | 4463290 |
| IPALCO Enterprises Inc 4.25% 5/1/2030  | 5433000 | 5333589 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 1829000 | 1871698 |
| ITC Holdings Corp 5.65% 5/9/2034 (b) | 6000000 | 6288415 |
| Ohio Edison Co 4.95% 12/15/2029 (b) | 2193000 | 2252960 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  | 2842000 | 2779041 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 950000 | 966310 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 1014000 | 1048257 |
| PPL Capital Funding Inc 5.25% 9/1/2034  | 4167000 | 4292788 |
| Southern Co/The 3.7% 4/30/2030  | 5591000 | 5472758 |
| Southern Co/The 4.4% 7/1/2046  | 4905000 | 4201029 |
| Tampa Electric Co 6.55% 5/15/2036  | 169000 | 190007 |
| Virginia Electric and Power Co 5.55% 8/15/2054  | 1358000 | 1345094 |
| Xcel Energy Inc 3.5% 12/1/2049  | 2768000 | 1997417 |
| Xcel Energy Inc 4.8% 9/15/2041  | 188000 | 173601 |
|  |  | 150568302 |
| Gas Utilities - 0.3% |  |  |
| Boston Gas Co 4.487% 2/15/2042 (b) | 678000 | 591254 |
| ONE Gas Inc 2% 5/15/2030  | 1965000 | 1805596 |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 1845000 | 1218440 |
| Southern Co Gas Capital Corp 5.1% 9/15/2035  | 3000000 | 3035859 |
|  |  | 6651149 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 6228000 | 5650187 |
| AES Corp/The 3.95% 7/15/2030 (b) | 2106000 | 2053948 |
| Southern Power Co 4.25% 10/1/2030  | 1987000 | 1983751 |
| Southern Power Co 4.9% 10/1/2035  | 3813000 | 3789126 |
|  |  | 13477012 |
| Multi-Utilities - 1.5% |  |  |
| Berkshire Hathaway Energy Co 2.85% 5/15/2051  | 2452000 | 1550694 |
| NiSource Inc 1.7% 2/15/2031  | 1886000 | 1651556 |
| NiSource Inc 2.95% 9/1/2029  | 678000 | 650261 |
| NiSource Inc 3.6% 5/1/2030  | 3080000 | 2995658 |
| NiSource Inc 4.375% 5/15/2047  | 1886000 | 1592314 |
| NiSource Inc 4.8% 2/15/2044  | 3018000 | 2743825 |
| NiSource Inc 5% 6/15/2052  | 1320000 | 1193677 |
| NiSource Inc 5.25% 2/15/2043  | 80000 | 77578 |
| NiSource Inc 5.95% 6/15/2041  | 386000 | 404730 |
| Puget Energy Inc 2.379% 6/15/2028  | 3992000 | 3813588 |
| Puget Energy Inc 4.1% 6/15/2030  | 1049000 | 1027311 |
| Puget Energy Inc 4.224% 3/15/2032  | 6457000 | 6199514 |
| Puget Energy Inc 5.725% 3/15/2035  | 5378000 | 5547804 |
| WEC Energy Group Inc 2.2% 12/15/2028  | 1886000 | 1785520 |
|  |  | 31234030 |
| TOTAL UTILITIES |  | 201930493 |
| TOTAL UNITED STATES |  | 1456913821 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,850,279,553) |  | <br> **1816831300** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge Inc 5.75% 7/15/2080 (d) | 2153000 | 2222659 |
| SWITZERLAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| UBS Group AG 4.375% (b)(d)(f) | 1356000 | 1249196 |
| UBS Group AG 4.875% (b)(d)(f) | 2890000 | 2892725 |
| TOTAL SWITZERLAND |  | 4141921 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $6,399,000) |  | <br> **6364580** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 6.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.6%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.875% 2/15/2041  | 2.19 | 7545500 | 5376463 |
| US Treasury Bonds 2% 11/15/2041  | 1.86 | 4695500 | 3343526 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.67 | 9200000 | 9133875 |
| US Treasury Bonds 4.75% 5/15/2055  | 5.00 | 2940000 | 2975372 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.73 to 4.98 | 106200000 | 107527501 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.53 to 4.56 | 5469000 | 5639906 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $133,027,052) |  |  | **133996643** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $39,679,019)<br>| 4.02 | 39672357 | **39680292** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.5%**<br> (Cost $2,063,912,958)<br>| <br>**2031420050** |
| **NET OTHER ASSETS (LIABILITIES) - 0.5%**  | **11157808** |
| **NET ASSETS - 100.0%** | **2042577858** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $391,690,586 or 19.2% of net assets.

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

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

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

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

(g) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 77611200 | 204847125 | 242777967 | 670236 | (66) | - | 39680292 | 39672357 | 0.1% |
| Total | 77611200 | 204847125 | 242777967 | 670236 | (66) | - | 39680292 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2044266844.94

**Total Liabilities:** $7630149.23

**Net Assets:** $2036636695.71

**Cash Not Reported:** $591579.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 87338.64994099 | **1-Year:** 298473.51586955 | **5-Year:** 516823.00291911 | **10-Year:** 344928.21077347 | **30-Year:** 193259.05422635

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

- **3-Month:** 2448.14146084 | **1-Year:** 5682.13940527 | **5-Year:** 3101.17305403 | **10-Year:** 5.10482000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088096 | 1.46%                | 0.44%                | 0.62%                |
| Class ID C000088097 | 1.43%                | 0.41%                | 0.59%                |
| Class ID C000088099 | 1.37%                | 0.35%                | 0.53%                |
| Class ID C000088100 | 1.43%                | 0.41%                | 0.68%                |
| Class ID C000088101 | 1.46%                | 0.44%                | 0.61%                |
| Class ID C000205023 | 1.37%                | 0.45%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-80878.37               | $22895803.27                               |
| Month 2  | $-3474286.11             | $5484293.77                                |
| Month 3  | $1367128.37              | $5132535.85                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT and T INC                                                                    | AT and T INC 4.5% 05/15/2035                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1404654.93   | 0.07%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.875% 10/01/2029                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2378770.19   | 0.12%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.3% 08/15/2031                                                                         | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1386496.10   | 0.07%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                            | AMERICAN MUN OH 8.084% 2/15/50                                                                    | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $676701.48    | 0.03%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 6.25% 09/30/2040                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     86000 | PA      | $95070.28     | 0.00%             | 2040-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                   | BOSTON GAS CO 4.487% 02/15/2042 144A                                                              | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    678000 | PA      | $591253.51    | 0.03%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.4% 03/15/2042                                                    | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $769069.63    | 0.04%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $292219.78    | 0.01%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS                                                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    115000 | PA      | $140823.58    | 0.01%             | 2040-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                      | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $188655.22    | 0.01%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.5% 02/15/2037                                                       | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3821793.57   | 0.19%             | 2037-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4974000 | PA      | $5342177.92   | 0.26%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $292027.42    | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                     | CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036                                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1325653.90   | 0.07%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    726000 | PA      | $794281.88    | 0.04%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                             | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112579.78    | 0.01%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 4.9% 07/15/2043                                                               | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $955621.57    | 0.05%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  39154649 | NS      | $39162479.86  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1616672.93   | 0.08%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2495594.46   | 0.12%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5% 04/01/2035                                                                   | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    860000 | PA      | $849933.42    | 0.04%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.2% 04/01/2045                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    981000 | PA      | $891875.44    | 0.04%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 4.3% 04/15/2043                                                  | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    411000 | PA      | $359635.32    | 0.02%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2987457.38   | 0.15%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.95% 04/01/2041                                                                   | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    319000 | PA      | $344491.90    | 0.02%             | 2041-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    883000 | PA      | $890915.87    | 0.04%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 4.65% 11/01/2044                                                 | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    190000 | PA      | $174522.83    | 0.01%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDCO INC                                                   | TRANE TECHNOLOGIES HOLDCO INC 5.75% 06/15/2043                                                    | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $143044.47    | 0.01%             | 2043-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    812000 | PA      | $883723.79    | 0.04%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.95% 06/15/2041                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    386000 | PA      | $404730.00    | 0.02%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.25% 02/15/2043                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77578.35     | 0.00%             | 2043-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2743824.72   | 0.13%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 07/15/2040                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75607.33     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.375% 05/15/2055                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1029113.04   | 0.05%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                           | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $417078.87    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                          | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $638918.38    | 0.03%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                         | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                          | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1076213.73   | 0.05%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    103000 | PA      | $108418.12    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                      | SPECTRA ENERGY PARTNERS LP 4.5% 03/15/2045                                                        | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    329000 | PA      | $284268.12    | 0.01%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 6.55% 05/15/2036                                                                | CUSIP: 875127AV4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    169000 | PA      | $190007.34    | 0.01%             | 2036-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    728000 | PA      | $744213.40    | 0.04%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2777399.24   | 0.14%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.75% 06/15/2039                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478584.00    | 0.02%             | 2039-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2823000 | PA      | $2622450.78   | 0.13%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4562000 | PA      | $4043403.75   | 0.20%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.625% 07/15/2035                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    253000 | PA      | $251889.43    | 0.01%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4919000 | PA      | $4777715.69   | 0.23%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.75% 06/24/2044                                                                 | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1683070.55   | 0.08%             | 2044-06-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 4.8% 09/15/2041                                                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    188000 | PA      | $173601.17    | 0.01%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7182000 | PA      | $7190616.17   | 0.35%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400179.21    | 0.02%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.6% 03/09/2026                                                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347381.16    | 0.02%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.4% 07/01/2046                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4201028.66   | 0.21%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                          | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90097.29     | 0.00%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2548000 | PA      | $2538896.71   | 0.12%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.885% 07/01/2116                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $1770149.67   | 0.09%             | 2116-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4188000 | PA      | $4369082.96   | 0.21%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.55% 04/17/2026                                                                     | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1838000 | PA      | $1841344.08   | 0.09%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3302000 | PA      | $2853120.80   | 0.14%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5527000 | PA      | $5502519.81   | 0.27%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                           | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2266000 | PA      | $2261876.88   | 0.11%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |  10569000 | PA      | $10529219.13  | 0.52%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1592314.31   | 0.08%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2047                                                                  | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3105945.82   | 0.15%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1632014.51   | 0.08%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.5% 08/10/2033                                                        | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391658.00    | 0.02%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 04/01/2048                                                                 | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    396000 | PA      | $363918.53    | 0.02%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.15% 04/01/2038                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3881775.64   | 0.19%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    661000 | PA      | $601951.12    | 0.03%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PACIFIC PROPERTIES LP 3.95% 11/01/2027                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1486754.54   | 0.07%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                     | CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A                                                  | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1339650.74   | 0.07%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2199360.66   | 0.11%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    899000 | PA      | $832570.10    | 0.04%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.25% 06/15/2037                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $367815.14    | 0.02%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.999% 11/01/2049                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    538000 | PA      | $406588.75    | 0.02%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.3% 03/01/2048                                                                          | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3346000 | PA      | $2845743.92   | 0.14%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1257256.83   | 0.06%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.78% 03/25/2038                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1247092.47   | 0.06%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.375% 03/22/2028                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2617000 | PA      | $2634284.92   | 0.13%             | 2028-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2403399.62   | 0.12%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3697000 | PA      | $3706955.36   | 0.18%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1B PASS THRU TR                                           | UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027                                             | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298506 | PA      | $297557.31    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118793.41    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191229.16    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                    | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    521000 | PA      | $526160.28    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                        | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3224000 | PA      | $2729593.28   | 0.13%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1836025.30   | 0.09%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                   | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                               | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3078641.10   | 0.15%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1896538.12   | 0.09%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                            | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1793869.78   | 0.09%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    764000 | PA      | $766856.23    | 0.04%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    763000 | PA      | $690966.48    | 0.03%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                      | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1886000 | PA      | $1893544.00   | 0.09%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4493110.02   | 0.22%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 3.7% 05/15/2029                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    477000 | PA      | $469188.26    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417939.95    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                           | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3157856.96   | 0.16%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1376809.90   | 0.07%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   4309000 | PA      | $4516400.79   | 0.22%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6399000 | PA      | $6195880.32   | 0.30%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                          | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558864 | PA      | $546086.09    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                           | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3246000 | PA      | $3116070.35   | 0.15%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    678000 | PA      | $650261.20    | 0.03%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                           | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1639675.27   | 0.08%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    314000 | PA      | $284803.87    | 0.01%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 3.5% 09/10/2049 144A                                           | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2029055.60   | 0.10%             | 2049-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                         | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317171 | PA      | $308852.70    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                              | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    476000 | PA      | $465512.19    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.5% 12/01/2049                                                                   | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $1997416.42   | 0.10%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 6.65% 11/15/2037                                                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3552000 | PA      | $4108606.78   | 0.20%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.75% 05/15/2030                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3921812.51   | 0.19%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $7843126.52   | 0.39%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $2899800.05   | 0.14%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4659748.15   | 0.23%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | CARLISLE COS INC 2.75% 03/01/2030                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3559753.70   | 0.17%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.65% 03/01/2030                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5810191.94   | 0.29%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3785182.38   | 0.19%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.95% 03/31/2030                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205702.83    | 0.01%             | 2030-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4% 04/15/2030                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $3593158.63   | 0.18%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                           | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3632000 | PA      | $3606421.24   | 0.18%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2839872.48   | 0.14%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.7% 04/02/2027                                                                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    759000 | PA      | $763569.01    | 0.04%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.7% 04/30/2030                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5591000 | PA      | $5472758.40   | 0.27%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                              | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $315695.79    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2995657.13   | 0.15%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2754000 | PA      | $1772280.74   | 0.09%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4716000 | PA      | $4409330.92   | 0.22%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $3062478.09   | 0.15%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4716000 | PA      | $3724170.82   | 0.18%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 2% 05/15/2030                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1805595.92   | 0.09%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9998000 | PA      | $10096284.74  | 0.50%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6278849.45   | 0.31%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    609000 | PA      | $601518.86    | 0.03%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    711000 | PA      | $671274.44    | 0.03%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2144174.54   | 0.11%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.25% 06/01/2030                                                                        | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3660755.70   | 0.18%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.5% 11/15/2030                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1377486.03   | 0.07%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    479000 | PA      | $444223.16    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2053948.71   | 0.10%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.848%/VAR 06/04/2031                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3697000 | PA      | $3462959.60   | 0.17%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.1% 06/15/2030                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1953425.26   | 0.10%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3161247.51   | 0.16%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    819000 | PA      | $808299.72    | 0.04%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $619656.98    | 0.03%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                    | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   3924000 | PA      | $3791271.48   | 0.19%             | 2030-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030                                                      | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5193000 | PA      | $4889322.19   | 0.24%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |   2153000 | PA      | $2175899.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                       | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $3971792.17   | 0.20%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 08/01/2032                                                                           | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2330732.18   | 0.11%             | 2032-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.898%/VAR 07/23/2031                                                 | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3808942.11   | 0.19%             | 2031-07-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4325874.50   | 0.21%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   5131000 | PA      | $4220381.01   | 0.21%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | REGENERON PHARMACEUTICALS INC 2.8% 09/15/2050                                                     | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $949815.00    | 0.05%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.357%/VAR 08/18/2031                                                           | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9356000 | PA      | $8541556.55   | 0.42%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1651556.26   | 0.08%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                           | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $1985619.92   | 0.10%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                         | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1737119.54   | 0.09%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                             | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1420554.10   | 0.07%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS                                                                | SMITHFIELD FOODS 3% 10/15/2030 144A                                                               | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    798000 | PA      | $737033.64    | 0.04%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312009.45    | 0.02%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                | PACIFIC LIFECORP 3.35% 09/15/2050 144A                                                            | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $3007123.27   | 0.15%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                         | EMPOWER FINANCE 2020 LP 3.075% 09/17/2051 144A                                                    | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1411873.18   | 0.07%             | 2051-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                   | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    440000 | PA      | $399524.89    | 0.02%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1784562.95   | 0.09%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 2.8% 09/30/2050 144A                                           | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    755000 | PA      | $473441.74    | 0.02%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.726% 03/25/2031                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5350630.26   | 0.26%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.259% 03/25/2028                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4183139.30   | 0.21%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3% 10/15/2030                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5857000 | PA      | $5225644.69   | 0.26%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4433000 | PA      | $4247542.87   | 0.21%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    679000 | PA      | $679292.80    | 0.03%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.4% 02/01/2031                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2127000 | PA      | $1914724.61   | 0.09%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  11399000 | PA      | $10642029.11  | 0.52%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3% 10/15/2050                                                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4414000 | PA      | $2858057.89   | 0.14%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.75% 02/01/2026                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1250365.74   | 0.06%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.25% 02/01/2028                                                                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2593858.02   | 0.13%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3% 11/20/2060                                                          | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $1889902.50   | 0.09%             | 2060-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.75% 11/18/2030                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    369000 | PA      | $336771.78    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                   | VOLKSWAGEN GROUP AMER FIN LLC 1.625% 11/24/2027 144A                                              | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4299410.87   | 0.21%             | 2027-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $6020114.36   | 0.30%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1027310.68   | 0.05%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.7% 02/15/2031                                                               | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3564625.43   | 0.18%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $161740.32    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2343000 | PA      | $2333591.07   | 0.11%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                            | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2450000 | PA      | $2441091.43   | 0.12%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10636666.52  | 0.52%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 2.277%/VAR 01/20/2032 144A                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4556000 | PA      | $4051699.14   | 0.20%             | 2032-01-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.375%/VAR PERP 144A                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   1356000 | PA      | $1231142.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7545500 | PA      | $5376463.48   | 0.26%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 2.6% 03/15/2031                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4241724.12   | 0.21%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1367145.77   | 0.07%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1041401.66   | 0.05%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1382175.33   | 0.07%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $1550693.84   | 0.08%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                              | AMFAM HOLDINGS INC 2.805% 03/11/2031 144A                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3311000 | PA      | $2904672.69   | 0.14%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5123717.82   | 0.25%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $3147466.19   | 0.15%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4036638.47   | 0.20%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4104771.69   | 0.20%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2234491.90   | 0.11%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 4.25% 05/01/2030                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   5433000 | PA      | $5333588.54   | 0.26%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                                           | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3207000 | PA      | $2989514.02   | 0.15%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                        | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   2881000 | PA      | $2815348.06   | 0.14%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    316000 | PA      | $311770.27    | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061   | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3210000 | PA      | $2144493.56   | 0.11%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.035%/VAR 05/28/2032                                              | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2245727.83   | 0.11%             | 2032-05-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                          | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3735000 | PA      | $3692927.54   | 0.18%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.55% 06/15/2031                                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2407213.24   | 0.12%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 2.65% 01/15/2032                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   4697000 | PA      | $4160941.86   | 0.20%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    733000 | PA      | $668461.48    | 0.03%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3896834.61   | 0.19%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 3.625% 06/17/2031                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182920.41    | 0.01%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1446035.35   | 0.07%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2258297.49   | 0.11%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                               | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702549 | PA      | $648242.74    | 0.03%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11274000 | PA      | $9660255.42   | 0.47%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                          | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2699273.59   | 0.13%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1526911.36   | 0.07%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1537128.26   | 0.08%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3679000 | PA      | $3333746.27   | 0.16%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2250000 | PA      | $2176820.30   | 0.11%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031                                                       | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $1915777.12   | 0.09%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   6228000 | PA      | $5650186.59   | 0.28%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $989871.32    | 0.05%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                              | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1218440.01   | 0.06%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 1.711% 01/29/2027 144A                                                  | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2191391.77   | 0.11%             | 2027-01-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 2.691% 09/15/2031 144A                                                  | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $5632849.02   | 0.28%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1422009.10   | 0.07%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.8% 12/01/2057                                                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6174000 | PA      | $4385906.49   | 0.22%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $414462.22    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1441000 | PA      | $1023852.37   | 0.05%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    253000 | PA      | $217036.59    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                    | JDE PEETS BV 2.25% 09/24/2031 144A                                                                | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1612000 | PA      | $1409806.82   | 0.07%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3359067.94   | 0.16%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    288000 | PA      | $273776.56    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.137% 11/15/2035 144A                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3634730.27   | 0.18%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                 | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1006105.08   | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 3.116%/VAR 10/19/2032 144A                                                                | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3697000 | PA      | $3327639.57   | 0.16%             | 2032-10-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 2.379% 06/15/2028                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   3992000 | PA      | $3813588.10   | 0.19%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1108305.55   | 0.05%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1041648.96   | 0.05%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.477% 11/01/2051                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $959684.19    | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.85% 10/29/2041                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2664000 | PA      | $2196343.03   | 0.11%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.4% 10/29/2033                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1630000 | PA      | $1479621.37   | 0.07%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.3% 01/30/2032                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    788000 | PA      | $729952.18    | 0.04%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2623000 | PA      | $2539288.76   | 0.12%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3344000 | PA      | $3293670.16   | 0.16%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                        | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   7561000 | PA      | $6482308.12   | 0.32%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3645432.17   | 0.18%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.7% 12/01/2031                                                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4335418.45   | 0.21%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.85% 12/15/2032                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    181000 | PA      | $162912.84    | 0.01%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4695500 | PA      | $3343526.14   | 0.16%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4.046% 08/15/2041 144A                                                                 | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1044052.48   | 0.05%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3188305.84   | 0.16%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031                                                | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1126934.26   | 0.06%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 2.65% 12/01/2031                                                                  | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4067026.42   | 0.20%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYS INC 2.65% 01/15/2032 144A                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3202797.11   | 0.16%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 2.639% 06/15/2031                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4301619.74   | 0.21%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 2.2% 12/15/2028                                                              | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1785520.16   | 0.09%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.875%/VAR PERP 144A                                                                 | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   2890000 | PA      | $2850228.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.1% 01/12/2032                                                          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4145098.96   | 0.20%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                      | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   4659000 | PA      | $4449251.68   | 0.22%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   5228000 | PA      | $4782587.05   | 0.23%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1660000 | PA      | $1629666.59   | 0.08%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5659000 | PA      | $5222934.66   | 0.26%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.05% 03/15/2032                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1073470.39   | 0.05%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                     | COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9980000 | PA      | $9541433.39   | 0.47%             | 2032-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4048265.93   | 0.20%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1123245.78   | 0.06%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.785%/VAR 03/17/2033                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3614256.84   | 0.18%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                            | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2886000 | PA      | $2908108.66   | 0.14%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.224% 03/15/2032                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   6457000 | PA      | $6199514.08   | 0.30%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 3.875% 03/16/2029 144A                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3773000 | PA      | $3723498.24   | 0.18%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.2% 03/17/2032                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $2082501.81   | 0.10%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.75% 04/01/2032                                                                    | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3625899.97   | 0.18%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 4.95% 05/28/2027                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6187000 | PA      | $6201086.81   | 0.30%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    886000 | PA      | $860449.67    | 0.04%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A                                               | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4207000 | PA      | $4181993.84   | 0.21%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.3% 04/06/2029                                                          | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4217025.48   | 0.21%             | 2029-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   5659000 | PA      | $5525279.24   | 0.27%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5659000 | PA      | $5716727.40   | 0.28%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1229387.90   | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3641000 | PA      | $3684448.42   | 0.18%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $5249841.18   | 0.26%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5282000 | PA      | $5303847.41   | 0.26%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2356153.11   | 0.12%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3129000 | PA      | $2801472.08   | 0.14%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $2019488.65   | 0.10%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    611000 | PA      | $617841.58    | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5% 06/15/2052                                                                        | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1193677.37   | 0.06%             | 2052-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $2112782.37   | 0.10%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    977000 | PA      | $567058.52    | 0.03%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1133877.70   | 0.06%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8119000 | PA      | $7325361.17   | 0.36%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 07/15/2027                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4692887.52   | 0.23%             | 2027-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3944000 | PA      | $4034470.23   | 0.20%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7546000 | PA      | $7747969.07   | 0.38%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6866000 | PA      | $7064363.13   | 0.35%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $746063.29    | 0.04%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6036000 | PA      | $6265294.00   | 0.31%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.65% 08/15/2032                                                                 | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1469026.30   | 0.07%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.3% 08/15/2052                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    323000 | PA      | $304007.05    | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3773000 | PA      | $3852384.45   | 0.19%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 09/01/2052                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2691395.76   | 0.13%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $6852789.49   | 0.34%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7600153.51   | 0.37%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $4182603.16   | 0.21%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029                                            | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2709886.12   | 0.13%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $1945673.93   | 0.10%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2407068.26   | 0.12%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11714000 | PA      | $12505256.80  | 0.61%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PACIFIC PROPERTIES LP 5.95% 02/15/2028                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |  10874000 | PA      | $10610901.40  | 0.52%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.65% 01/15/2053                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1493538.64   | 0.07%             | 2053-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                           | INTACT FINL CORP 5.459% 09/22/2032 144A                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   4464000 | PA      | $4621016.47   | 0.23%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.342%/VAR 10/18/2033                                                              | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $10001540.34  | 0.49%             | 2033-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 7.75% 10/19/2032                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $4247968.56   | 0.21%             | 2032-10-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 7.437%/VAR 11/02/2033                                                                | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1150916.19   | 0.06%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/2033                                                    | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3754000 | PA      | $4389663.36   | 0.22%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3769041.89   | 0.19%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.625% 11/17/2029                                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3478245.25   | 0.17%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.35% 03/15/2032                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   7856000 | PA      | $7370917.53   | 0.36%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.1% 03/15/2052                                                                       | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $179480.41    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 5.796%/VAR 01/19/2029 144A                                                       | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3826000 | PA      | $3951733.46   | 0.19%             | 2029-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.068%/VAR 01/24/2034                                              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9168000 | PA      | $9426074.80   | 0.46%             | 2034-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                       | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2619520.69   | 0.13%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6763000 | PA      | $7008504.54   | 0.34%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 02/21/2030                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8572000 | PA      | $8825323.69   | 0.43%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    832000 | PA      | $833560.95    | 0.04%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    457000 | PA      | $459133.63    | 0.02%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.6% 03/15/2053                                                                       | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3354752.39   | 0.16%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033                                                      | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $5140376.43   | 0.25%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 3.9% 03/01/2062                                                                | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1116473.51   | 0.05%             | 2062-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.15% 04/01/2033                                                          | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2818182.03   | 0.14%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1538000 | PA      | $1603734.50   | 0.08%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    564000 | PA      | $559647.43    | 0.03%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3573954.35   | 0.18%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                   | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5173722.65   | 0.25%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 01/30/2031                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    286000 | PA      | $296259.56    | 0.01%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 01/30/2029                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    698000 | PA      | $714139.52    | 0.04%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4561765.03   | 0.22%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4507000 | PA      | $4263385.65   | 0.21%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4154000 | PA      | $3374598.07   | 0.17%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                     | BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3257525.32   | 0.16%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $256920.43    | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                        | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $209131.83    | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                        | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $378714.29    | 0.02%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                        | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $700153.17    | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2401373.27   | 0.12%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A                                                       | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   4700000 | PA      | $5150763.61   | 0.25%             | 2034-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.15% 09/30/2030                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8600000 | PA      | $9238631.10   | 0.45%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.45% 12/15/2051                                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $759376.24    | 0.04%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.375% 12/15/2041                                                              | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2264000 | PA      | $1750080.47   | 0.09%             | 2041-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | AVIATION CAPITAL GROUP LLC 6.75% 10/25/2028 144A                                                  | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4354903.48   | 0.21%             | 2028-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4584823.07   | 0.23%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 7.122% 11/07/2033                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5388506.40   | 0.26%             | 2033-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 6.7% 11/15/2053                                                                      | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1451333.60   | 0.07%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                | BAYER US FIN LLC 6.25% 01/21/2029 144A                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3371756.43   | 0.17%             | 2029-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                | BAYER US FIN LLC 6.875% 11/21/2053 144A                                                           | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $12237560.92  | 0.60%             | 2053-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.3% 01/15/2031                                                             | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4778000 | PA      | $4953127.70   | 0.24%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.5% 03/01/2034                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279432.94    | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5181093.25   | 0.25%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11987369.95  | 0.59%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.75% 02/01/2034                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8593000 | PA      | $9051851.68   | 0.44%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10517420.10  | 0.52%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.1% 03/15/2028                                                                | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1779661.61   | 0.09%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                               | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     99000 | PA      | $108805.19    | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172844.81    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.834% 02/20/2031                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1503801.00   | 0.07%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4463290.14   | 0.22%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.45% 03/15/2034                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3664215.59   | 0.18%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.75% 04/01/2034                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    211000 | PA      | $218976.00    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 6.037%/VAR 06/15/2035 144A                                                           | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6103000 | PA      | $6541452.28   | 0.32%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                       | AGCO CORP 5.8% 03/21/2034                                                                         | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   3844000 | PA      | $4022283.84   | 0.20%             | 2034-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.25% 03/26/2031 144A                                                             | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    363000 | PA      | $379335.75    | 0.02%             | 2031-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.3% 03/26/2034 144A                                                              | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2607920.90   | 0.13%             | 2034-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.5% 03/26/2054 144A                                                              | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    893000 | PA      | $912841.71    | 0.04%             | 2054-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.95% 04/05/2054                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6755000 | PA      | $6960998.79   | 0.34%             | 2054-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                      | NUVEEN LLC 5.55% 01/15/2030 144A                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    884000 | PA      | $924014.63    | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1131000 | PA      | $1163336.68   | 0.06%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035                                                  | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $5373372.87   | 0.26%             | 2035-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 5.625% 06/15/2034                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4517996.11   | 0.22%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 5.65% 05/09/2034 144A                                                              | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6288414.78   | 0.31%             | 2034-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.05% 06/01/2054                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5574413.41   | 0.27%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.314% 06/15/2031                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4724727.66   | 0.23%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.45% 06/15/2034                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4501501.78   | 0.22%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    277000 | PA      | $291402.25    | 0.01%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5485398.08   | 0.27%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.7% 05/15/2034                                                                     | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1033716.09   | 0.05%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2161170 | PA      | $2185758.28   | 0.11%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                      | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1285020 | PA      | $1313620.82   | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                      | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1126620 | PA      | $1167151.06   | 0.06%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PINE STR TR III                                                                 | PINE STR TR III 6.223% 05/15/2054 144A                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9230446.17   | 0.45%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5.45% 06/15/2034                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5238458.45   | 0.26%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.6% 09/01/2034                                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5180757.55   | 0.25%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 6.875% 07/15/2029                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    798000 | PA      | $848020.86    | 0.04%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3499142.61   | 0.17%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034                                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8813824.51   | 0.43%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                         | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4401000 | PA      | $4598884.89   | 0.23%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1815415.18   | 0.09%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 7.2%/VAR 06/27/2054                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2786719.00   | 0.14%             | 2054-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   6520000 | PA      | $6683260.80   | 0.33%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                | ESSENT GROUP LTD 6.25% 07/01/2029                                                                 | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   4400000 | PA      | $4599134.14   | 0.23%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3678621.19   | 0.18%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.15% 11/15/2031                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5843411.34   | 0.29%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1871698.19   | 0.09%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12462499.20  | 0.61%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2827659.05   | 0.14%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 10/01/2034                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1353530.68   | 0.07%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.375% 01/01/2032                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1855111.10   | 0.09%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1463574.34   | 0.07%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                    | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8904000 | PA      | $9018184.90   | 0.44%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.153%/VAR 08/05/2032                                                       | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7230971.86   | 0.36%             | 2032-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.5% 02/15/2035                                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $6063357.95   | 0.30%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.55% 08/15/2054                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1345093.87   | 0.07%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 5.25% 09/01/2034                                                                  | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4292788.19   | 0.21%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1970379.73   | 0.10%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6069789.73   | 0.30%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6179000 | PA      | $6395922.75   | 0.31%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                               | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $4098308.00   | 0.20%             | 2054-09-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2779041.32   | 0.14%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                          | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5098237.10   | 0.25%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.95% 09/10/2034                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4180000 | PA      | $4179768.47   | 0.21%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.695% 10/01/2054 144A                                        | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4815299.65   | 0.24%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                      | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1841400 | PA      | $1834619.23   | 0.09%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1766160 | PA      | $1760344.74   | 0.09%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                      | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2871000 | PA      | $2854022.34   | 0.14%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    881000 | PA      | $874972.24    | 0.04%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.875% 02/01/2035                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4473994.68   | 0.22%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   4171000 | PA      | $4231700.60   | 0.21%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                       | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   7617000 | PA      | $7770684.17   | 0.38%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 5.005%/VAR 10/15/2030 144A                                                 | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3605000 | PA      | $3685127.54   | 0.18%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                       | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6778000 | PA      | $6888778.48   | 0.34%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8848000 | PA      | $9014677.92   | 0.44%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10249044.19  | 0.50%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5049616.10   | 0.25%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.6% 11/15/2064                                                               | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5075124.95   | 0.25%             | 2064-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.125% 03/15/2035                                                    | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5139551.00   | 0.25%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.5% 03/15/2055                                                      | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4953233.95   | 0.24%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4391000 | PA      | $5002532.64   | 0.25%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                       | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $515822.47    | 0.03%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    367000 | PA      | $399301.74    | 0.02%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    393000 | PA      | $437007.54    | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 7.008% 05/01/2064                                                                       | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $2127617.50   | 0.10%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                 | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5148000 | PA      | $5240405.11   | 0.26%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                        | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411000 | PA      | $410999.63    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                            | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205888 | PA      | $1232534.36   | 0.06%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 11/15/2031                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216842.84   | 0.06%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5% 02/15/2032                                                        | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    606000 | PA      | $620181.94    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061471.28   | 0.20%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $2962704.23   | 0.15%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                      | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $10101967.21  | 0.50%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.125% 07/15/2030 144A                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1337588.41   | 0.07%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5183870.18   | 0.25%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 5.545%/VAR 01/21/2029 144A                                                 | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3263000 | PA      | $3349093.21   | 0.16%             | 2029-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $4213829.01   | 0.21%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4147691.20   | 0.20%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4206560.92   | 0.21%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1404359.72   | 0.07%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                           | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                       | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3754000 | PA      | $3841492.30   | 0.19%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                              | HEXCEL CORPORATION 5.875% 02/26/2035                                                              | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1407540.41   | 0.07%             | 2035-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5180403.20   | 0.25%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5278154.55   | 0.26%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3346820.24   | 0.16%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5280239.43   | 0.26%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.55% 08/15/2035                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5138175.05   | 0.25%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                          | 200 PARK FUNDING TRUST 5.74% 02/15/2055 144A                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4936895.87   | 0.24%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.962% 02/15/2055 144A                                        | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4981888.05   | 0.24%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5% 03/01/2032 144A                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1104775.95   | 0.05%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.2% 03/01/2035 144A                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4609000 | PA      | $4768550.81   | 0.23%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.65% 05/01/2045 144A                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    864000 | PA      | $884070.69    | 0.04%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.7% 05/01/2055 144A                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1756326.94   | 0.09%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 4.8% 03/01/2030 144A                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1457694.48   | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.8% 05/01/2065 144A                                                                     | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220768.06    | 0.01%             | 2065-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   4589000 | PA      | $4712334.19   | 0.23%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 5.1% 04/02/2035                                                                  | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1835389.30   | 0.09%             | 2035-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    804000 | PA      | $826588.38    | 0.04%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                    | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3422568.63   | 0.17%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $3855393.97   | 0.19%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    918000 | PA      | $943406.90    | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.35% 04/15/2032                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4856695.72   | 0.24%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $4069629.79   | 0.20%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    863000 | PA      | $856130.41    | 0.04%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                       | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7249510.38   | 0.36%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4210118.60   | 0.21%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4292810.32   | 0.21%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $2975371.88   | 0.15%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                      | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                        | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    950000 | PA      | $966310.69    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                      | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1048256.61   | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 5.6% 06/15/2035                                                                          | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1466567.41   | 0.07%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST II                                              | PEACHTREE CORNERS FUNDING TRUST II 6.012% 05/15/2035 144A                                         | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12600000 | PA      | $13313377.22  | 0.65%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                            | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209952.80    | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207553.60    | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                  | OHIO EDISON CO 4.95% 12/15/2029 144A                                                              | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2252959.91   | 0.11%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.438% 04/03/2034                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   5100000 | PA      | $5296962.00   | 0.26%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   3740000 | PA      | $3866662.58   | 0.19%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION CO LLC                                                 | FLORIDA GAS TRANSMISSION CO LLC 5.75% 07/15/2035 144A                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   7158000 | PA      | $7494880.96   | 0.37%             | 2035-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.9% 06/23/2030                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2251041.32   | 0.11%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.25% 06/23/2032                                                              | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2632302.72   | 0.13%             | 2032-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.55% 06/23/2035                                                              | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2955336.84   | 0.15%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 6.25% 06/23/2055                                                              | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $3057125.51   | 0.15%             | 2055-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.55% 06/20/2035                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5200000 | PA      | $5407434.86   | 0.27%             | 2035-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.65% 01/15/2031                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5293564.59   | 0.26%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.3% 06/15/2035                                                            | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2331198.88   | 0.11%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.95% 06/15/2055                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2859706.19   | 0.14%             | 2055-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037 144A                                                 | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    258000 | PA      | $263924.43    | 0.01%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248328.11    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $3851452.98   | 0.19%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                            | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                        | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1176000 | PA      | $1196731.12   | 0.06%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 5.725% 03/15/2035                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   5378000 | PA      | $5547803.79   | 0.27%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.6% 07/15/2030                                                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5503032.59   | 0.27%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.9% 07/15/2032                                                                      | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5556311.26   | 0.27%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    274000 | PA      | $277822.82    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                           | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    271000 | PA      | $273043.33    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                           | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    721000 | PA      | $736585.65    | 0.04%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 5.171% 07/16/2032 144A                                                           | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $8249607.04   | 0.41%             | 2032-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 5.502% 07/16/2035 144A                                                           | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3134855.40   | 0.15%             | 2035-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM LLC                                               | GULFSTREAM NAT GAS SYS LLC 5.6% 07/23/2035 144A                                                   | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4146000 | PA      | $4272574.15   | 0.21%             | 2035-07-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE CO                                                       | SYMETRA LIFE INSURANCE CO 6.55% 10/01/2055 144A                                                   | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1751261.37   | 0.09%             | 2055-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106200000 | PA      | $107527500.00 | 5.28%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10024685.41  | 0.49%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.25% 08/11/2035                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009943.80   | 0.15%             | 2035-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1228584.21   | 0.06%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 5.875% 10/15/2035                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1919307.37   | 0.09%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 4.75% 01/15/2033                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5945363.64   | 0.29%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4.95% 01/15/2033                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2817608.56   | 0.14%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                           | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    917000 | PA      | $922119.50    | 0.05%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 5.1% 09/15/2035                                                            | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   8051000 | PA      | $8171593.76   | 0.40%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                              | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    493000 | PA      | $496993.21    | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 02/15/2036                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1123872.16   | 0.06%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 4.75% 01/15/2033 144A                                                | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3818000 | PA      | $3836840.15   | 0.19%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                  | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    613000 | PA      | $618452.62    | 0.03%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                  | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1769000 | PA      | $1799015.53   | 0.09%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2624427.94   | 0.13%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 5.55% 02/15/2036                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2101132.54   | 0.10%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5469000 | PA      | $5639906.25   | 0.28%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031                                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1310616.12   | 0.06%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.6% 01/15/2036                                                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5542542.88   | 0.27%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 5.1% 09/15/2035                                                               | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035859.45   | 0.15%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TACO BELL FDG LLC                                                               | TACO BELL FDG LLC 4.821% 08/25/2055 144A                                                          | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2020000 | PA      | $2023247.96   | 0.10%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TACO BELL FDG LLC                                                               | TACO BELL FDG LLC 5.049% 08/25/2055 144A                                                          | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5312529.20   | 0.26%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 4.9% 09/11/2028 144A                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1907043.32   | 0.09%             | 2028-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A                                                  | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2982550.53   | 0.15%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1755625.18   | 0.09%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $999601.58    | 0.05%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                             | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    792000 | PA      | $791640.59    | 0.04%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                  | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4205700.59   | 0.21%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.15% 01/15/2031 144A                                                  | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4914685.40   | 0.24%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.95% 09/15/2035                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1849111.56   | 0.09%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                     | STELLANTIS FINL SVC US CORP 4.95% 09/15/2028 144A                                                 | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2978403.42   | 0.15%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                     | STELLANTIS FINL SVC US CORP 5.4% 09/15/2030 144A                                                  | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2489893.46   | 0.12%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                              | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                         | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1236552.96   | 0.06%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.25% 10/01/2030                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1983750.70   | 0.10%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.9% 10/01/2035                                                                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3789126.04   | 0.19%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 02/15/2036                                                                      | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4310109.09   | 0.21%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.15% 02/15/2029                                                               | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3757000 | PA      | $3751904.31   | 0.18%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.5% 02/15/2031                                                                | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6400576.19   | 0.31%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.75% 10/06/2032                                                               | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1351600.97   | 0.07%             | 2032-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.1% 02/15/2036                                                                | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6391387.90   | 0.31%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.85% 10/15/2055                                                                    | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   6219000 | PA      | $6198587.69   | 0.30%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                                   | NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033                                                    | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1825562.59   | 0.09%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                       | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4694000 | PA      | $4687601.14   | 0.23%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204168.16    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.45% 09/26/2030                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    768000 | PA      | $756766.07    | 0.04%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.8% 09/26/2032                                                                       | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1259356.52   | 0.06%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.2% 09/26/2035                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1142551.98   | 0.06%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.875% 09/26/2045                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2601505.96   | 0.13%             | 2045-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.95% 09/26/2055                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2962000 | PA      | $2775500.66   | 0.14%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.1% 09/26/2065                                                                       | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2978000 | PA      | $2773321.32   | 0.14%             | 2065-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 5.077% 09/29/2035 144A                                               | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $6470254.34   | 0.32%             | 2035-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                 | 180 MEDICAL INC 5.3% 10/08/2035 144A                                                              | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1911858.06   | 0.09%             | 2035-10-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                               | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                          | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1087703.64   | 0.05%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                               | DB MASTER FIN LLC 0% 08/20/2055 144A                                                              | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $881122.46    | 0.04%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.95% 11/15/2035                                                                 | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4976536.06   | 0.24%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 4.4% 02/09/2031                                                                  | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4961195.46   | 0.24%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                        | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                      | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $779341.38    | 0.04%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                        | 5.27253% 11/05/2037 144A                                                                          | CUSIP: 44989YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848000 | PA      | $852540.19    | 0.04%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.352% 09/01/2030                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1266561.33   | 0.06%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.975% 09/01/2035                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1318283.22   | 0.06%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033                                                                      | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2444748.41   | 0.12%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2716000 | PA      | $2496651.09   | 0.12%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041                                                                      | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1816631.25   | 0.09%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051                                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $796697.98    | 0.04%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.125% 11/15/2030                                                        | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5089847.99   | 0.25%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.4% 02/15/2033                                                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5078077.96   | 0.25%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.2% 11/15/2030                                                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2877867.16   | 0.14%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.6% 11/15/2032                                                                | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3092000 | PA      | $3138221.54   | 0.15%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.875% 11/15/2035                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7187059.39   | 0.35%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.5% 11/15/2045                                                                | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7111000 | PA      | $7113319.82   | 0.35%             | 2045-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.625% 11/15/2055                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7091987.88   | 0.35%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.75% 11/15/2065                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7079844.93   | 0.35%             | 2065-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.15% 03/15/2036                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6502064.51   | 0.32%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.45% 11/15/2055                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7019000 | PA      | $7135183.75   | 0.35%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.7% 11/15/2075                                                                      | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7302221.77   | 0.36%             | 2075-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 5.35% 11/15/2035                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5117000.85   | 0.25%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 5.1% 03/15/2036 144A                                                | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5886434.88   | 0.29%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                    | ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A                                                 | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $893935.76    | 0.04%             | 2042-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                    | ELP 2025-ELP B VAR 11/13/2042 144A                                                                | CUSIP: 290154AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4952000 | PA      | $4973750.17   | 0.24%             | 2042-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                               | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4636432.52   | 0.23%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.875% 11/15/2030                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5111959.04   | 0.25%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.875% 11/30/2055                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $10224184.79  | 0.50%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 5.625% 01/15/2033                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6246424.48   | 0.31%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7138832.10   | 0.35%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                                           | VSP OPTICAL GROUP INC 5.45% 12/01/2035 144A                                                       | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $643662.69    | 0.03%             | 2035-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer