# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-000420
**Filing Date:** 2026-1
**Character Count:** 296923
**Document Hash:** 43cc635eb79638e5bf44824fb5cf3b5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000420.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000420

**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 Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26555353

**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

## Series and Classes Contracts Data

### Fidelity Corporate Bond ETF (Series ID: S000040431)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000125598 | Fidelity Corporate Bond ETF | FCOR            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Corporate Bond ETF**

**November 30, 2025**

T12-NPRT1-0126

1.9862232.111 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.9%  |  |  |
| DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (b) | 150000 | 151070 |
| DB Master Finance LLC Series 2025-1A Class A2II, 5.165% 8/20/2055 (b) | 125000 | 125875 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b) | 143913 | 147092 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b) | 142560 | 147688 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 273240 | 276349 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 162360 | 165974 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 200970 | 200308 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 209880 | 209107 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 336600 | 334610 |
| Taco Bell Fdg LLC Series 2025-1A Class A2I, 4.821% 8/25/2055 (b) | 265000 | 265426 |
| Taco Bell Fdg LLC Series 2025-1A Class A2II, 5.049% 8/25/2055 (b) | 700000 | 701655 |
| TOTAL UNITED STATES |  | 2725154 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $2,707,370) |  | <br> **2725154** |

---

---

| | | |
|:---|:---|:---|
| &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% |  |  |
| Truist Bank 2.25% 3/11/2030 <br>(Cost $399,708)<br>| 400000 | **367398** |

---

---

| | | |
|:---|:---|:---|
| &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)(c) | 152000 | 154680 |
| ELP Series 2025-ELP Class A, 4.6039% 11/13/2042 (b) | 125000 | 125553 |
| ELP Series 2025-ELP Class B, 4.8475% 11/13/2042 (b)(c) | 697000 | 700061 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(c) | 109000 | 109894 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class B, 5.2725% 11/5/2037 (b)(c) | 120000 | 120643 |
| 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) | 100000 | 99999 |
| TOTAL UNITED STATES |  | 1310830 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $1,302,760) |  | <br> **1310830** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 90.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 90.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 90.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (b) | 310000 | 296377 |
| Westpac Banking Corp 5.405% 8/10/2033 (c) | 200000 | 207597 |
| Westpac Banking Corp 5.618% 11/20/2035 (c) | 960000 | 998994 |
| TOTAL AUSTRALIA |  | 1502968 |
| BELGIUM - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| KBC Group NV 4.932% 10/16/2030 (b)(c) | 882000 | 899796 |
| KBC Group NV 6.324% 9/21/2034 (b)(c) | 550000 | 602749 |
| TOTAL BELGIUM |  | 1502545 |
| BRAZIL - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 200000 | 192680 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 790000 | 809782 |
| TOTAL BRAZIL |  | 1002462 |
| CANADA - 3.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 289000 | 273379 |
| Rogers Communications Inc 4.55% 3/15/2052  | 144000 | 116982 |
|  |  | 390361 |
| Consumer Staples - 0.4% |  |  |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| Alimentation Couche-Tard Inc 2.95% 1/25/2030 (b) | 419000 | 397676 |
| Alimentation Couche-Tard Inc 5.077% 9/29/2035 (b) | 800000 | 808782 |
|  |  | 1206458 |
| Energy - 1.6% |  |  |
| Oil, Gas & Consumable Fuels - 1.6% |  |  |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 134000 | 118893 |
| Canadian Natural Resources Ltd 5.4% 12/15/2034  | 400000 | 409654 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 850000 | 912918 |
| Canadian Natural Resources Ltd 6.5% 2/15/2037  | 400000 | 436776 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 539000 | 480420 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 350000 | 248680 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 172000 | 159290 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 33000 | 36782 |
| Enbridge Inc 5.55% 6/20/2035  | 800000 | 831914 |
| Enbridge Inc 6.2% 11/15/2030  | 360000 | 387782 |
| Enbridge Inc 7.2% 6/27/2054 (c) | 350000 | 375135 |
| Suncor Energy Inc 6.85% 6/1/2039  | 166000 | 186110 |
|  |  | 4584354 |
| Financials - 0.4% |  |  |
| Insurance - 0.4% |  |  |
| Empower Finance 2020 LP 1.776% 3/17/2031 (b) | 293000 | 262114 |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  | 315000 | 318646 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033 (b) | 60000 | 63830 |
| Intact Financial Corp 5.459% 9/22/2032 (b) | 567000 | 586944 |
|  |  | 1231534 |
| Utilities - 0.5% |  |  |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 330000 | 296849 |
| Emera US Finance LP 3.55% 6/15/2026  | 921000 | 916921 |
| Emera US Finance LP 4.75% 6/15/2046  | 426000 | 368089 |
|  |  | 1581859 |
| TOTAL CANADA |  | 8994566 |
| FRANCE - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| BNP Paribas SA 1.904% 9/30/2028 (b)(c) | 870000 | 833603 |
| BNP Paribas SA 5.738% 2/20/2035 (b)(c) | 60000 | 63499 |
| BPCE SA 2.277% 1/20/2032 (b)(c) | 410000 | 364617 |
| Societe Generale SA 3% 1/22/2030 (b) | 555000 | 522666 |
| TOTAL FRANCE |  | 1784385 |
| GERMANY - 1.6%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Automobiles - 0.2% |  |  |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (b) | 580000 | 586408 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.2% |  |  |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (c) | 566000 | 520935 |
| Insurance - 0.1% |  |  |
| Allianz SE 5.6% 9/3/2054 (b)(c) | 400000 | 409831 |
| TOTAL FINANCIALS |  | 930766 |
| Health Care - 1.0% |  |  |
| Pharmaceuticals - 1.0% |  |  |
| Bayer US Finance LLC 6.25% 1/21/2029 (b) | 410000 | 430660 |
| Bayer US Finance LLC 6.875% 11/21/2053 (b) | 2480000 | 2683391 |
|  |  | 3114051 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| RWE Finance US LLC 5.125% 9/18/2035 (b) | 163000 | 162155 |
| TOTAL GERMANY |  | 4793380 |
| IRELAND - 2.7%  |  |  |
| Financials - 1.4% |  |  |
| Consumer Finance - 1.4% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 151000 | 146181 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 161000 | 149140 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 773000 | 701685 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 470000 | 387493 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 2160000 | 2185779 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034  | 500000 | 499972 |
|  |  | 4070250 |
| Industrials - 0.9% |  |  |
| Transportation Infrastructure - 0.9% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 97000 | 93845 |
| Avolon Holdings Funding Ltd 4.95% 10/15/2032 (b) | 60000 | 59518 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 600000 | 610770 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 312000 | 312135 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 600000 | 621731 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 809000 | 843577 |
|  |  | 2541576 |
| Materials - 0.4% |  |  |
| Containers & Packaging - 0.4% |  |  |
| Smurfit Kappa Treasury ULC 5.2% 1/15/2030  | 240000 | 247848 |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 650000 | 675103 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 427000 | 441461 |
|  |  | 1364412 |
| TOTAL IRELAND |  | 7976238 |
| ISRAEL - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 200000 | 209953 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 207553 |
| TOTAL ISRAEL |  | 417506 |
| ITALY - 0.7%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 200000 | 200240 |
| Intesa Sanpaolo SpA 7.2% 11/28/2033 (b) | 400000 | 458788 |
| UniCredit SpA 1.982% 6/3/2027 (b)(c) | 235000 | 232353 |
|  |  | 891381 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| Enel Finance International NV 4.375% 9/30/2030 (b) | 614000 | 613163 |
| Enel Finance International NV 5.5% 6/26/2034 (b) | 539000 | 563235 |
|  |  | 1176398 |
| TOTAL ITALY |  | 2067779 |
| JAPAN - 1.0%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 200000 | 202790 |
| NTT Finance Corp 4.876% 7/16/2030 (b) | 400000 | 408647 |
| NTT Finance Corp 5.171% 7/16/2032 (b) | 1000000 | 1031201 |
| NTT Finance Corp 5.502% 7/16/2035 (b) | 400000 | 417981 |
|  |  | 2060619 |
| Consumer Staples - 0.3% |  |  |
| Tobacco - 0.3% |  |  |
| Japan Tobacco Inc 5.856% 6/15/2035 (b) | 950000 | 1020166 |
| TOTAL JAPAN |  | 3080785 |
| NETHERLANDS - 0.8%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| ABN AMRO Bank NV 5.515% 12/3/2035 (b)(c) | 1200000 | 1248664 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 436000 | 390362 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  | 84000 | 84747 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 641000 | 651876 |
|  |  | 1126985 |
| TOTAL NETHERLANDS |  | 2375649 |
| SPAIN - 0.6%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Banco Santander SA 2.749% 12/3/2030  | 260000 | 237156 |
| CaixaBank SA 5.673% 3/15/2030 (b)(c) | 550000 | 572708 |
| CaixaBank SA 6.037% 6/15/2035 (b)(c) | 750000 | 803882 |
|  |  | 1613746 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b) | 298000 | 291209 |
| TOTAL SPAIN |  | 1904955 |
| SWITZERLAND - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.6% |  |  |
| UBS Group AG 3.091% 5/14/2032 (b)(c) | 725000 | 675834 |
| UBS Group AG 3.126% 8/13/2030 (b)(c) | 500000 | 479986 |
| UBS Group AG 3.869% 1/12/2029 (b)(c) | 160000 | 159032 |
| UBS Group AG 4.194% 4/1/2031 (b)(c) | 580000 | 575915 |
| TOTAL SWITZERLAND |  | 1890767 |
| UNITED KINGDOM - 4.2%  |  |  |
| Consumer Staples - 1.1% |  |  |
| Tobacco - 1.1% |  |  |
| BAT Capital Corp 2.726% 3/25/2031  | 3230000 | 2974619 |
| BAT Capital Corp 5.834% 2/20/2031  | 184000 | 195547 |
|  |  | 3170166 |
| Financials - 2.6% |  |  |
| Banks - 2.6% |  |  |
| Barclays PLC 2.645% 6/24/2031 (c) | 550000 | 509106 |
| Barclays PLC 2.894% 11/24/2032 (c) | 300000 | 273227 |
| Barclays PLC 5.088% 6/20/2030 (c) | 200000 | 203594 |
| Barclays PLC 5.367% 2/25/2031 (c) | 600000 | 621648 |
| Barclays PLC 5.785% 2/25/2036 (c) | 600000 | 633379 |
| Barclays PLC 6.224% 5/9/2034 (c) | 550000 | 594881 |
| HSBC Holdings PLC 2.357% 8/18/2031 (c) | 570000 | 520381 |
| HSBC Holdings PLC 2.848% 6/4/2031 (c) | 2260000 | 2116930 |
| HSBC Holdings PLC 6.332% 3/9/2044 (c) | 570000 | 630220 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (c) | 350000 | 409265 |
| Standard Chartered PLC 5.005% 10/15/2030 (b)(c) | 418000 | 427291 |
| Standard Chartered PLC 5.545% 1/21/2029 (b)(c) | 408000 | 418765 |
| Standard Chartered PLC 6.228% 1/21/2036 (b)(c) | 420000 | 459695 |
|  |  | 7818382 |
| Health Care - 0.2% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (b) | 135000 | 131231 |
| 180 Medical Inc 5.3% 10/8/2035 (b) | 250000 | 249070 |
|  |  | 380301 |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca PLC 6.45% 9/15/2037  | 136000 | 156935 |
| TOTAL HEALTH CARE |  | 537236 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| BAE Systems PLC 1.9% 2/15/2031 (b) | 425000 | 378222 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 300000 | 312951 |
|  |  | 691173 |
| Passenger Airlines - 0.0% |  |  |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b) | 159744 | 147396 |
| TOTAL INDUSTRIALS |  | 838569 |
| TOTAL UNITED KINGDOM |  | 12364353 |
| UNITED STATES - 73.2%  |  |  |
| Communication Services - 6.8% |  |  |
| Diversified Telecommunication Services - 1.8% |  |  |
| AT&T Inc 3.55% 9/15/2055  | 762000 | 522203 |
| AT&T Inc 3.65% 9/15/2059  | 775000 | 528340 |
| AT&T Inc 4.3% 2/15/2030  | 412000 | 414302 |
| AT&T Inc 4.5% 5/15/2035  | 153000 | 148625 |
| AT&T Inc 6.05% 8/15/2056  | 850000 | 876560 |
| Verizon Communications Inc 2.55% 3/21/2031  | 312000 | 285464 |
| Verizon Communications Inc 3.7% 3/22/2061  | 1155000 | 803031 |
| Verizon Communications Inc 4.4% 11/1/2034  | 202000 | 196198 |
| Verizon Communications Inc 5.875% 11/30/2055  | 1440000 | 1453389 |
|  |  | 5228112 |
| Interactive Media & Services - 2.3% |  |  |
| Alphabet Inc 5.45% 11/15/2055  | 974000 | 990122 |
| Alphabet Inc 5.7% 11/15/2075  | 1000000 | 1028482 |
| Meta Platforms Inc 4.2% 11/15/2030  | 398000 | 400767 |
| Meta Platforms Inc 4.6% 11/15/2032  | 431000 | 437443 |
| Meta Platforms Inc 4.875% 11/15/2035  | 990000 | 1000730 |
| Meta Platforms Inc 5.5% 11/15/2045  | 990000 | 990323 |
| Meta Platforms Inc 5.625% 11/15/2055  | 990000 | 987492 |
| Meta Platforms Inc 5.75% 11/15/2065  | 990000 | 985801 |
|  |  | 6821160 |
| Media - 2.1% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (b) | 443000 | 414512 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032  | 1140000 | 979700 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 228000 | 146725 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 1498000 | 1489606 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 980000 | 654705 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 338000 | 283518 |
| Comcast Corp 2.937% 11/1/2056  | 705000 | 409188 |
| Comcast Corp 5.5% 5/15/2064  | 380000 | 350503 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 273000 | 212956 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 500000 | 443162 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 354000 | 328851 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 358000 | 381107 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 80000 | 79148 |
|  |  | 6173681 |
| Wireless Telecommunication Services - 0.6% |  |  |
| T-Mobile USA Inc 2.7% 3/15/2032  | 1820000 | 1642094 |
| T-Mobile USA Inc 4.95% 11/15/2035  | 420000 | 422251 |
|  |  | 2064345 |
| TOTAL COMMUNICATION SERVICES |  | 20287298 |
| Consumer Discretionary - 2.1% |  |  |
| Automobiles - 1.6% |  |  |
| Ford Motor Co 3.25% 2/12/2032  | 670000 | 588540 |
| Ford Motor Co 6.1% 8/19/2032  | 600000 | 618329 |
| General Motors Co 5.35% 4/15/2028  | 240000 | 246103 |
| General Motors Co 5.4% 4/1/2048  | 500000 | 459493 |
| General Motors Co 5.95% 4/1/2049  | 416000 | 408224 |
| General Motors Financial Co Inc 3.1% 1/12/2032  | 400000 | 364404 |
| General Motors Financial Co Inc 3.6% 6/21/2030  | 920000 | 885436 |
| Stellantis Finance US Inc 2.691% 9/15/2031 (b) | 236000 | 204989 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (b) | 804000 | 825608 |
|  |  | 4601126 |
| Specialty Retail - 0.5% |  |  |
| Advance Auto Parts Inc 1.75% 10/1/2027  | 338000 | 319144 |
| Lowe's Cos Inc 4.25% 4/1/2052  | 180000 | 144334 |
| Lowe's Cos Inc 4.85% 10/15/2035  | 850000 | 848211 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 250000 | 247335 |
|  |  | 1559024 |
| TOTAL CONSUMER DISCRETIONARY |  | 6160150 |
| Consumer Staples - 1.5% |  |  |
| Beverages - 0.1% |  |  |
| Constellation Brands Inc 2.875% 5/1/2030  | 363000 | 341635 |
| Consumer Staples Distribution & Retail - 0.6% |  |  |
| Mars Inc 4.8% 3/1/2030 (b) | 168000 | 172096 |
| Mars Inc 5% 3/1/2032 (b) | 126000 | 130217 |
| Mars Inc 5.2% 3/1/2035 (b) | 1045000 | 1081175 |
| Mars Inc 5.65% 5/1/2045 (b) | 102000 | 104369 |
| Mars Inc 5.7% 5/1/2055 (b) | 203000 | 206927 |
| Mars Inc 5.8% 5/1/2065 (b) | 25000 | 25671 |
|  |  | 1720455 |
| Food Products - 0.1% |  |  |
| McCormick & Co Inc/MD 1.85% 2/15/2031  | 261000 | 230660 |
| Smithfield Foods Inc 3% 10/15/2030 (b) | 135000 | 124686 |
|  |  | 355346 |
| Tobacco - 0.7% |  |  |
| Philip Morris International Inc 5.75% 11/17/2032  | 2001000 | 2149901 |
| TOTAL CONSUMER STAPLES |  | 4567337 |
| Energy - 7.7% |  |  |
| Oil, Gas & Consumable Fuels - 7.7% |  |  |
| Columbia Pipelines Holding Co LLC 4.999% 11/17/2032 (b) | 513000 | 514111 |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 560000 | 571003 |
| Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b) | 560000 | 539314 |
| Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b) | 470000 | 468297 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) | 64000 | 68727 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) | 19000 | 20376 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) | 34000 | 36685 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 715000 | 731886 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 156000 | 114928 |
| Energy Transfer LP 5% 5/15/2050  | 290000 | 246596 |
| Energy Transfer LP 5.4% 10/1/2047  | 316000 | 287771 |
| Energy Transfer LP 5.8% 6/15/2038  | 123000 | 126458 |
| Energy Transfer LP 6% 6/15/2048  | 257000 | 252313 |
| Energy Transfer LP 6.55% 12/1/2033  | 350000 | 386073 |
| EQT Corp 4.75% 1/15/2031  | 350000 | 352378 |
| EQT Corp 5.75% 2/1/2034  | 1025000 | 1079733 |
| Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b) | 1507000 | 1577925 |
| Gulfstream Natural Gas System LLC 5.6% 7/23/2035 (b) | 996000 | 1026407 |
| Hess Corp 4.3% 4/1/2027  | 234000 | 234845 |
| Hess Corp 5.6% 2/15/2041  | 410000 | 429323 |
| Hess Corp 5.8% 4/1/2047  | 240000 | 250377 |
| Hess Corp 6% 1/15/2040  | 405000 | 443434 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 161000 | 165011 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 1324000 | 1355501 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 149000 | 151750 |
| Ovintiv Inc 7.2% 11/1/2031  | 270000 | 299675 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 280000 | 271524 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 480000 | 421931 |
| Plains All American Pipeline LP / PAA Finance Corp 5.6% 1/15/2036  | 476000 | 483639 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 1100000 | 1140613 |
| Targa Resources Corp 5.5% 2/15/2035  | 686000 | 703325 |
| Targa Resources Corp 5.55% 8/15/2035  | 1550000 | 1592834 |
| Targa Resources Corp 6.15% 3/1/2029  | 660000 | 695943 |
| Transcontinental Gas Pipe Line Co LLC 5.1% 3/15/2036 (b) | 815000 | 828574 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 2874000 | 2826476 |
| Western Gas Partners LP 5.3% 3/1/2048  | 360000 | 312794 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 1463000 | 1472045 |
| Williams Cos Inc/The 5.3% 8/15/2052  | 57000 | 53648 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 360000 | 364126 |
|  |  | 22898369 |
| Financials - 22.1% |  |  |
| Banks - 11.7% |  |  |
| Bank of America Corp 2.676% 6/19/2041 (c) | 619000 | 465711 |
| Bank of America Corp 2.884% 10/22/2030 (c) | 207000 | 197570 |
| Bank of America Corp 3.194% 7/23/2030 (c) | 495000 | 479288 |
| Bank of America Corp 4.571% 4/27/2033 (c) | 2500000 | 2510341 |
| Bank of America Corp 5.015% 7/22/2033 (c) | 640000 | 658490 |
| Bank of America Corp 5.468% 1/23/2035 (c) | 1400000 | 1472439 |
| Bank of America Corp 5.872% 9/15/2034 (c) | 1260000 | 1358201 |
| Citigroup Inc 2.572% 6/3/2031 (c) | 136000 | 126168 |
| Citigroup Inc 2.666% 1/29/2031 (c) | 207000 | 194007 |
| Citigroup Inc 4.91% 5/24/2033 (c) | 295000 | 300428 |
| Citigroup Inc 6.27% 11/17/2033 (c) | 550000 | 602613 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 217000 | 187113 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (c) | 400000 | 410116 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (c) | 1984000 | 2080889 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (c) | 587000 | 646479 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 165000 | 204407 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (c) | 991000 | 858436 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 820000 | 861180 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (c) | 456000 | 425859 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c) | 467000 | 440907 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (c) | 791000 | 803928 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (c) | 890000 | 913821 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (c) | 897000 | 913898 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 204000 | 195588 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (c) | 1020000 | 1058120 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (c) | 480000 | 500455 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (c) | 2240000 | 2391308 |
| JPMorgan Chase & Co 6.254% 10/23/2034 (c) | 440000 | 487195 |
| Morgan Stanley Private Bank NA 4.465% 11/19/2031 (c) | 1000000 | 1005469 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (c) | 500000 | 518461 |
| PNC Financial Services Group Inc/The 5.401% 7/23/2035 (c) | 1400000 | 1459232 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (c) | 500000 | 525820 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c) | 400000 | 414705 |
| PNC Financial Services Group Inc/The 6.875% 10/20/2034 (c) | 890000 | 1011979 |
| Truist Financial Corp 1.95% 6/5/2030  | 1200000 | 1090107 |
| Truist Financial Corp 5.711% 1/24/2035 (c) | 900000 | 951742 |
| Wells Fargo & Co 4.478% 4/4/2031 (c) | 432000 | 436708 |
| Wells Fargo & Co 4.65% 11/4/2044  | 1464000 | 1305198 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 346000 | 359526 |
| Wells Fargo & Co 5.389% 4/24/2034 (c) | 2350000 | 2463524 |
| Wells Fargo & Co 5.499% 1/23/2035 (c) | 1300000 | 1366981 |
|  |  | 34654407 |
| Capital Markets - 3.7% |  |  |
| Ares Strategic Income Fund 5.7% 3/15/2028  | 1162000 | 1177094 |
| Ares Strategic Income Fund 6.35% 8/15/2029  | 560000 | 577649 |
| Athene Global Funding 1.985% 8/19/2028 (b) | 380000 | 355949 |
| Athene Global Funding 2.5% 3/24/2028 (b) | 340000 | 324842 |
| Blackstone Holdings Finance Co LLC 3.5% 9/10/2049 (b) | 348000 | 252634 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 705000 | 710416 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 761000 | 793433 |
| Morgan Stanley 1.794% 2/13/2032 (c) | 434000 | 382505 |
| Morgan Stanley 2.239% 7/21/2032 (c) | 1750000 | 1560775 |
| Morgan Stanley 2.699% 1/22/2031 (c) | 286000 | 268698 |
| Morgan Stanley 4.431% 1/23/2030 (c) | 410000 | 413071 |
| Morgan Stanley 4.654% 10/18/2030 (c) | 1200000 | 1217708 |
| Morgan Stanley 5.192% 4/17/2031 (c) | 400000 | 414000 |
| Morgan Stanley 5.23% 1/15/2031 (c) | 500000 | 517161 |
| Morgan Stanley 5.32% 7/19/2035 (c) | 800000 | 830833 |
| MSCI Inc 5.15% 3/15/2036  | 917000 | 915882 |
| MSCI Inc 5.25% 9/1/2035  | 160000 | 161789 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 110000 | 114979 |
|  |  | 10989418 |
| Consumer Finance - 0.6% |  |  |
| American Express Co 5.085% 1/30/2031 (c) | 168000 | 173735 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 400000 | 400911 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 440000 | 460667 |
| Stellantis Financial Services US Corp 4.95% 9/15/2028 (b) | 389000 | 391816 |
| Stellantis Financial Services US Corp 5.4% 9/15/2030 (b) | 388000 | 391600 |
|  |  | 1818729 |
| Financial Services - 2.2% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 459000 | 469698 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 25000 | 21529 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 328000 | 329226 |
| Equitable Holdings Inc 5% 4/20/2048  | 296000 | 268055 |
| Essent Group Ltd 6.25% 7/1/2029  | 500000 | 522629 |
| Fiserv Inc 4.55% 2/15/2031  | 1300000 | 1290306 |
| Fiserv Inc 5.25% 8/11/2035  | 480000 | 481591 |
| Global Payments Inc 4.5% 11/15/2028  | 650000 | 652171 |
| Global Payments Inc 4.875% 11/15/2030  | 700000 | 701641 |
| Jackson Financial Inc 5.17% 6/8/2027  | 84000 | 84941 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 435000 | 393412 |
| Rexford Industrial Realty LP 2.15% 9/1/2031  | 209000 | 183682 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (b) | 160000 | 164373 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 688000 | 715220 |
| Voya Financial Inc 4.7% 1/23/2048 (c) | 423000 | 400004 |
|  |  | 6678478 |
| Insurance - 3.9% |  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 (b) | 600000 | 604518 |
| AmFam Holdings Inc 2.805% 3/11/2031 (b) | 1270000 | 1114145 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 72000 | 73685 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 500000 | 507684 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 362000 | 352332 |
| Assurant Inc 2.65% 1/15/2032  | 420000 | 372066 |
| Assurant Inc 5.55% 2/15/2036  | 681000 | 692916 |
| Brown & Brown Inc 4.9% 6/23/2030  | 268000 | 271503 |
| Brown & Brown Inc 5.25% 6/23/2032  | 311000 | 318415 |
| Brown & Brown Inc 5.55% 6/23/2035  | 347000 | 356696 |
| Brown & Brown Inc 6.25% 6/23/2055  | 352000 | 368783 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (b) | 510000 | 480776 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 395000 | 411041 |
| Lincoln National Corp 5.35% 11/15/2035  | 700000 | 702333 |
| Marsh & McLennan Cos Inc 6.25% 11/1/2052  | 330000 | 362386 |
| Pacific LifeCorp 5.125% 1/30/2043 (b) | 309000 | 295590 |
| Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b) | 1500000 | 1584927 |
| Pine Street Trust III 6.223% 5/15/2054 (b) | 800000 | 820484 |
| Reinsurance Group of America Inc 3.9% 5/15/2029  | 570000 | 563938 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 600000 | 626903 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 386000 | 405357 |
| Symetra Life Insurance Co 6.55% 10/1/2055 (b) | 208000 | 218514 |
|  |  | 11504992 |
| TOTAL FINANCIALS |  | 65646024 |
| Health Care - 4.1% |  |  |
| Biotechnology - 0.7% |  |  |
| AbbVie Inc 4.55% 3/15/2035  | 151000 | 150398 |
| Amgen Inc 5.25% 3/2/2033  | 88000 | 91719 |
| Amgen Inc 5.65% 3/2/2053  | 221000 | 222032 |
| Amgen Inc 5.75% 3/2/2063  | 75000 | 75140 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 600000 | 605954 |
| Gilead Sciences Inc 5.6% 11/15/2064  | 1020000 | 1035325 |
|  |  | 2180568 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| VSP Optical Group Inc 5.45% 12/1/2035 (b) | 91000 | 92387 |
| Health Care Providers & Services - 3.3% |  |  |
| Centene Corp 2.625% 8/1/2031  | 780000 | 668352 |
| Centene Corp 3% 10/15/2030  | 294000 | 262308 |
| Centene Corp 4.25% 12/15/2027  | 160000 | 158035 |
| Centene Corp 4.625% 12/15/2029  | 990000 | 957048 |
| Cigna Group/The 4.8% 8/15/2038  | 956000 | 925514 |
| Cigna Group/The 4.9% 12/15/2048  | 400000 | 362807 |
| CommonSpirit Health 4.352% 9/1/2030  | 175000 | 175216 |
| CommonSpirit Health 4.975% 9/1/2035  | 181000 | 180765 |
| CVS Health Corp 4.78% 3/25/2038  | 926000 | 880189 |
| CVS Health Corp 4.875% 7/20/2035  | 134000 | 132710 |
| CVS Health Corp 5% 1/30/2029  | 65000 | 66503 |
| CVS Health Corp 5.25% 1/30/2031  | 26000 | 26932 |
| CVS Health Corp 5.3% 6/1/2033  | 210000 | 217296 |
| CVS Health Corp 5.875% 6/1/2053  | 690000 | 681733 |
| CVS Health Corp 6% 6/1/2063  | 140000 | 138123 |
| CVS Health Corp 6.05% 6/1/2054  | 1540000 | 1560836 |
| Sabra Health Care LP 3.2% 12/1/2031  | 615000 | 562589 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 700000 | 712595 |
| UnitedHealth Group Inc 5.3% 6/15/2035  | 273000 | 284496 |
| UnitedHealth Group Inc 5.95% 6/15/2055  | 723000 | 757628 |
|  |  | 9711675 |
| Pharmaceuticals - 0.1% |  |  |
| Elanco Animal Health Inc 6.65% 8/28/2028 (c) | 372000 | 389905 |
| TOTAL HEALTH CARE |  | 12374535 |
| Industrials - 4.6% |  |  |
| Aerospace & Defense - 2.4% |  |  |
| Boeing Co 3.625% 2/1/2031  | 1535000 | 1475904 |
| Boeing Co 5.04% 5/1/2027  | 398000 | 401913 |
| Boeing Co 5.15% 5/1/2030  | 1008000 | 1038926 |
| Boeing Co 5.805% 5/1/2050  | 200000 | 199170 |
| Boeing Co 6.298% 5/1/2029  | 61000 | 64877 |
| Boeing Co 6.388% 5/1/2031  | 2246000 | 2443683 |
| Boeing Co 6.528% 5/1/2034  | 49000 | 54486 |
| Boeing Co 6.858% 5/1/2054  | 344000 | 391909 |
| Boeing Co 7.008% 5/1/2064  | 240000 | 274827 |
| Hexcel Corp 5.875% 2/26/2035  | 150000 | 158388 |
| RTX Corp 6.4% 3/15/2054  | 350000 | 391959 |
|  |  | 6896042 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp 5.9% 3/15/2034  | 18000 | 19446 |
| Carrier Global Corp 6.2% 3/15/2054  | 11000 | 12089 |
|  |  | 31535 |
| Ground Transportation - 0.1% |  |  |
| CSX Corp 4.75% 11/15/2048  | 202000 | 183526 |
| Uber Technologies Inc 4.15% 1/15/2031  | 132000 | 131422 |
| Uber Technologies Inc 4.8% 9/15/2035  | 104000 | 103953 |
|  |  | 418901 |
| Machinery - 1.0% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 469000 | 490752 |
| Ingersoll Rand Inc 5.314% 6/15/2031  | 500000 | 524970 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 1340000 | 1402794 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 514000 | 548580 |
|  |  | 2967096 |
| Passenger Airlines - 0.1% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 111583 | 109032 |
| United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027  | 46804 | 46655 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 80355 | 78247 |
|  |  | 233934 |
| Professional Services - 0.8% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 298000 | 313649 |
| Paychex Inc 5.1% 4/15/2030  | 113000 | 116127 |
| Paychex Inc 5.35% 4/15/2032  | 1082000 | 1125256 |
| Paychex Inc 5.6% 4/15/2035  | 474000 | 497936 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 68000 | 68551 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 391000 | 396601 |
|  |  | 2518120 |
| Trading Companies & Distributors - 0.2% |  |  |
| Aircastle Ltd 2.85% 1/26/2028 (b) | 240000 | 232855 |
| Ferguson Enterprises Inc 5% 10/3/2034  | 488000 | 495102 |
|  |  | 727957 |
| TOTAL INDUSTRIALS |  | 13793585 |
| Information Technology - 7.5% |  |  |
| Electronic Equipment, Instruments & Components - 2.0% |  |  |
| Amphenol Corp 4.125% 11/15/2030  | 700000 | 698607 |
| Amphenol Corp 4.4% 2/15/2033  | 700000 | 696991 |
| Dell International LLC / EMC Corp 3.45% 12/15/2051  | 306000 | 212987 |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  | 509000 | 508310 |
| Dell International LLC / EMC Corp 4.5% 2/15/2031  | 800000 | 800072 |
| Dell International LLC / EMC Corp 4.75% 10/6/2032  | 177000 | 177473 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 480000 | 491996 |
| Dell International LLC / EMC Corp 5.1% 2/15/2036  | 800000 | 798923 |
| Vontier Corp 2.95% 4/1/2031  | 1752000 | 1602734 |
|  |  | 5988093 |
| IT Services - 0.6% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 544000 | 535155 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 217000 | 221654 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 1150000 | 1183095 |
|  |  | 1939904 |
| Semiconductors & Semiconductor Equipment - 3.3% |  |  |
| Broadcom Inc 2.45% 2/15/2031  | 175000 | 160867 |
| Broadcom Inc 2.6% 2/15/2033  | 1302000 | 1157477 |
| Broadcom Inc 3.5% 2/15/2041  | 363000 | 301664 |
| Broadcom Inc 4.6% 7/15/2030  | 400000 | 407632 |
| Broadcom Inc 4.8% 2/15/2036  | 600000 | 601411 |
| Broadcom Inc 4.9% 7/15/2032  | 400000 | 411579 |
| Broadcom Inc 5.15% 11/15/2031  | 2810000 | 2932140 |
| Micron Technology Inc 2.703% 4/15/2032  | 605000 | 542496 |
| Micron Technology Inc 5.3% 1/15/2031  | 946000 | 980674 |
| Micron Technology Inc 5.65% 11/1/2032  | 500000 | 526265 |
| Micron Technology Inc 5.8% 1/15/2035  | 600000 | 634760 |
| Micron Technology Inc 5.875% 9/15/2033  | 440000 | 469909 |
| Micron Technology Inc 6.05% 11/1/2035  | 500000 | 536601 |
|  |  | 9663475 |
| Software - 1.6% |  |  |
| Oracle Corp 2.875% 3/25/2031  | 140000 | 126942 |
| Oracle Corp 3.95% 3/25/2051  | 300000 | 208766 |
| Oracle Corp 4.3% 7/8/2034  | 227000 | 209858 |
| Oracle Corp 4.45% 9/26/2030  | 100000 | 98537 |
| Oracle Corp 4.8% 9/26/2032  | 168000 | 165162 |
| Oracle Corp 5.2% 9/26/2035  | 153000 | 149923 |
| Oracle Corp 5.875% 9/26/2045  | 514000 | 484659 |
| Oracle Corp 5.95% 9/26/2055  | 548000 | 513496 |
| Oracle Corp 6.1% 9/26/2065  | 551000 | 513130 |
| Roper Technologies Inc 2.95% 9/15/2029  | 389000 | 372132 |
| Roper Technologies Inc 4.45% 9/15/2030  | 126000 | 126703 |
| Roper Technologies Inc 4.75% 2/15/2032  | 720000 | 730239 |
| Roper Technologies Inc 5.1% 9/15/2035  | 1104000 | 1120537 |
|  |  | 4820084 |
| TOTAL INFORMATION TECHNOLOGY |  | 22411556 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| Celanese US Holdings LLC 6.665% 7/15/2027 (c) | 1115000 | 1147494 |
| International Flavors & Fragrances Inc 1.832% 10/15/2027 (b) | 441000 | 421567 |
|  |  | 1569061 |
| Real Estate - 5.9% |  |  |
| Diversified REITs - 1.4% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 794000 | 804182 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 53000 | 45466 |
| Piedmont Operating Partnership LP 5.625% 1/15/2033  | 900000 | 906739 |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  | 100000 | 106268 |
| Store Capital LLC 2.7% 12/1/2031  | 210000 | 185615 |
| Store Capital LLC 2.75% 11/18/2030  | 67000 | 61148 |
| VICI Properties LP 4.75% 2/15/2028  | 348000 | 351542 |
| VICI Properties LP 4.95% 2/15/2030  | 1380000 | 1396469 |
| VICI Properties LP 5.125% 11/15/2031  | 200000 | 202807 |
| VICI Properties LP 5.125% 5/15/2032  | 157000 | 158353 |
| Vornado Realty LP 2.15% 6/1/2026  | 73000 | 72023 |
|  |  | 4290612 |
| Health Care REITs - 0.9% |  |  |
| Healthpeak OP LLC 4.75% 1/15/2033  | 784000 | 783389 |
| National Health Investors Inc 5.35% 2/1/2033  | 240000 | 238895 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 394000 | 351295 |
| Ventas Realty LP 3% 1/15/2030  | 1247000 | 1187563 |
|  |  | 2561142 |
| Office REITs - 0.9% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 278000 | 259115 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 1000000 | 909925 |
| COPT Defense Properties LP 2.9% 12/1/2033  | 614000 | 526404 |
| COPT Defense Properties LP 4.5% 10/15/2030  | 27000 | 26890 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  | 217000 | 206944 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  | 355000 | 346411 |
| Kilroy Realty LP 5.875% 10/15/2035  | 263000 | 266795 |
|  |  | 2542484 |
| Real Estate Management & Development - 0.4% |  |  |
| Extra Space Storage LP 4.95% 1/15/2033  | 366000 | 370418 |
| Tanger Properties LP 2.75% 9/1/2031  | 373000 | 337996 |
| Tanger Properties LP 3.125% 9/1/2026  | 410000 | 406435 |
|  |  | 1114849 |
| Residential REITs - 1.1% |  |  |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 217000 | 225498 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 395000 | 344252 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 63000 | 61183 |
| Invitation Homes Operating Partnership LP 4.875% 2/1/2035  | 444000 | 441434 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 413000 | 418006 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 1120000 | 1064687 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 445000 | 405819 |
| Sun Communities Operating LP 4.2% 4/15/2032  | 280000 | 273384 |
|  |  | 3234263 |
| Retail REITs - 1.1% |  |  |
| Agree LP 4.8% 10/1/2032  | 1391000 | 1411109 |
| Agree LP 5.6% 6/15/2035  | 166000 | 174892 |
| Agree LP 5.625% 6/15/2034  | 500000 | 525348 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 509000 | 502350 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 365000 | 363210 |
| Kite Realty Group LP 5.5% 3/1/2034  | 33000 | 34279 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 257000 | 259558 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 100000 | 99316 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 35000 | 36820 |
|  |  | 3406882 |
| Specialized REITs - 0.1% |  |  |
| American Tower Corp 5.55% 7/15/2033  | 510000 | 535683 |
| TOTAL REAL ESTATE |  | 17685915 |
| Utilities - 10.4% |  |  |
| Electric Utilities - 7.7% |  |  |
| AEP Texas Inc 5.7% 5/15/2034  | 129000 | 135243 |
| AEP Texas Inc 5.85% 10/15/2055  | 814000 | 811328 |
| Alabama Power Co 5.1% 4/2/2035  | 215000 | 220822 |
| Appalachian Power Co 4.5% 8/1/2032  | 680000 | 677265 |
| Baltimore Gas and Electric Co 5.65% 6/1/2054  | 100000 | 101586 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 2301000 | 2292340 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 1106000 | 970540 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 224000 | 221136 |
| Cleveland Electric Illuminating Co/The 5.95% 12/15/2036  | 60000 | 63887 |
| Consolidated Edison Co of New York Inc 5.125% 3/15/2035  | 600000 | 616746 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2055  | 600000 | 594388 |
| Duke Energy Corp 4.5% 8/15/2032  | 1620000 | 1621100 |
| Duke Energy Corp 4.95% 9/15/2035  | 243000 | 242883 |
| Duke Energy Corp 5% 8/15/2052  | 1100000 | 992504 |
| Duke Energy Indiana LLC 4.9% 7/15/2043  | 88000 | 82770 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (b) | 86000 | 78089 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 447000 | 399245 |
| Duquesne Light Holdings Inc 3.616% 8/1/2027 (b) | 250000 | 246082 |
| Exelon Corp 3.35% 3/15/2032  | 2308000 | 2165489 |
| Exelon Corp 4.05% 4/15/2030  | 240000 | 238144 |
| Exelon Corp 4.1% 3/15/2052  | 213000 | 166214 |
| FirstEnergy Corp 2.25% 9/1/2030  | 639000 | 579139 |
| FirstEnergy Corp 2.65% 3/1/2030  | 500000 | 464815 |
| FirstEnergy Transmission LLC 2.866% 9/15/2028 (b) | 2120000 | 2047519 |
| FirstEnergy Transmission LLC 4.75% 1/15/2033 (b) | 522000 | 524576 |
| Georgia Power Co 5.25% 3/15/2034  | 550000 | 570886 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 235000 | 240486 |
| ITC Holdings Corp 5.65% 5/9/2034 (b) | 800000 | 838455 |
| Ohio Edison Co 4.95% 12/15/2029 (b) | 267000 | 274300 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  | 602000 | 588664 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 113000 | 114940 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 961000 | 993466 |
| PPL Capital Funding Inc 5.25% 9/1/2034  | 476000 | 490369 |
| Southern Co/The 4.85% 6/15/2028  | 1650000 | 1679526 |
| Southern Co/The 5.7% 3/15/2034  | 126000 | 133080 |
| Virginia Electric and Power Co 5.55% 8/15/2054  | 158000 | 156498 |
|  |  | 22634520 |
| Gas Utilities - 0.4% |  |  |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 416000 | 274727 |
| Southern Co Gas Capital Corp 4.4% 5/30/2047  | 204000 | 172847 |
| Southern Co Gas Capital Corp 5.75% 9/15/2033  | 700000 | 745769 |
|  |  | 1193343 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 1460000 | 1324546 |
| AES Corp/The 3.95% 7/15/2030 (b) | 152000 | 148243 |
| Southern Power Co 4.25% 10/1/2030  | 261000 | 260573 |
| Southern Power Co 4.9% 10/1/2035  | 504000 | 500845 |
|  |  | 2234207 |
| Multi-Utilities - 1.6% |  |  |
| NiSource Inc 3.6% 5/1/2030  | 1540000 | 1497829 |
| NiSource Inc 3.95% 3/30/2048  | 426000 | 339732 |
| NiSource Inc 4.8% 2/15/2044  | 268000 | 243653 |
| Puget Energy Inc 4.1% 6/15/2030  | 934000 | 914689 |
| Puget Energy Inc 4.224% 3/15/2032  | 890000 | 854509 |
| Puget Energy Inc 5.725% 3/15/2035  | 640000 | 660207 |
| Sempra 3.8% 2/1/2038  | 282000 | 244041 |
|  |  | 4754660 |
| TOTAL UTILITIES |  | 30816730 |
| TOTAL UNITED STATES |  | 218210560 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $269,710,378) |  | <br> **269868898** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  | 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 (c) | 255000 | 263250 |
| SWITZERLAND - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Capital Markets - 0.3% |  |  |
| UBS Group AG 4.375% (b)(c)(f) | 265000 | 244128 |
| UBS Group AG 4.875% (b)(c)(f) | 570000 | 570537 |
| TOTAL SWITZERLAND |  | 814665 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $1,103,494) |  | <br> **1077915** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 6.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.3%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 4.125% 8/15/2053  | 5.08 | 300000 | 273574 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.67 | 1100000 | 1092094 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.71 to 4.96 | 690000 | 698302 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.72 to 4.98 | 14120000 | 14296500 |
| US Treasury Notes 4.25% 5/15/2035  | 3.98 to 4.14 | 440000 | 449075 |
| US Treasury Notes 4.25% 8/15/2035  | 4.21 to 4.22 | 1990000 | 2028556 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $18,212,597) |  |  | **18838101** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $3,245,348)<br>| 4.02 | 3244760 | **3245409** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.6%**<br> (Cost $296,681,655)<br>| <br>**297433705** |
| **NET OTHER ASSETS (LIABILITIES) - 0.4%**  | **1110445** |
| **NET ASSETS - 100.0%** | **298544150** |

---

**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 $52,309,747 or 17.5% of net assets.

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

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

(e) Security 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 | 4984288 | 25342292 | 27081145 | 49763 | (26) | - | 3245409 | 3244760 | 0.0% |
| Total | 4984288 | 25342292 | 27081145 | 49763 | (26) | - | 3245409 |  |  |

---

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, 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 Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

- **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 ETF

- **b. EDGAR series identifier (if any):** S000040431

- **c. LEI of Series:** 549300KFU5ERJA35G588

**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:** $299635214.57

**Total Liabilities:** $1169044.98

**Net Assets:** $298466169.59

**Cash Not Reported:** $42749.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13124.10435077 | **1-Year:** 44902.05319739 | **5-Year:** 76866.51614713 | **10-Year:** 51198.71986094 | **30-Year:** 26458.93502820

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

- **3-Month:** 227.71201636 | **1-Year:** 491.47895700 | **5-Year:** 308.72020166 | **10-Year:** 5.10482000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125598 | 1.41%                | 0.47%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-195875.60              | $3090057.26                                |
| Month 2  | $402001.55               | $-181198.67                                |
| Month 3  | $131052.68               | $947371.77                                 |

### 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        |    153000 | PA      | $148625.31    | 0.05%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    136000 | PA      | $156935.87    | 0.05%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.875% 07/20/2035                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132709.54    | 0.04%             | 2035-07-20      | Fixed         | 0.05%                 | 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        |    400000 | PA      | $436776.41    | 0.15%             | 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        |    850000 | PA      | $912917.42    | 0.31%             | 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        |     33000 | PA      | $36782.08     | 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        |     60000 | PA      | $63886.94     | 0.02%             | 2036-12-15      | 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        |     88000 | PA      | $82770.37     | 0.03%             | 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        |   3244760 | NS      | $3245408.55   | 1.09%             |  |  |  | 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        |    165000 | PA      | $204406.92    | 0.07%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 6% 01/15/2040                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    405000 | PA      | $443434.07    | 0.15%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429322.65    | 0.14%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                            | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195588.38    | 0.07%             | 2045-06-01      | 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        |    268000 | PA      | $243653.09    | 0.08%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.3% 07/08/2034                                                                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    227000 | PA      | $209858.33    | 0.07%             | 2034-07-08      | 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        |    309000 | PA      | $295590.30    | 0.10%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 7.2% 11/01/2031                                                                       | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    270000 | PA      | $299675.16    | 0.10%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.9% 02/15/2045                                                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $421931.29    | 0.14%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 6.85% 06/01/2039                                                                | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $186109.97    | 0.06%             | 2039-06-01      | 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        |    358000 | PA      | $381107.29    | 0.13%             | 2038-07-01      | 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        |    354000 | PA      | $328851.43    | 0.11%             | 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        |    500000 | PA      | $443161.31    | 0.15%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 4.5% 09/15/2042                                                             | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    273000 | PA      | $212956.20    | 0.07%             | 2042-09-15      | Fixed         | 0.04%                 | 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        |    202000 | PA      | $196198.12    | 0.07%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.65% 11/04/2044                                                           | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1305197.64   | 0.44%             | 2044-11-04      | Fixed         | 0.05%                 | 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        |    360000 | PA      | $364125.84    | 0.12%             | 2044-06-24      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $200239.94    | 0.07%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406434.75    | 0.14%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    234000 | PA      | $234844.78    | 0.08%             | 2027-04-01      | 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        |    240000 | PA      | $250377.25    | 0.08%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $368088.87    | 0.12%             | 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        |    921000 | PA      | $916920.71    | 0.31%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                       | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $970539.86    | 0.33%             | 2046-05-01      | Fixed         | 0.05%                 | 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        |   2301000 | PA      | $2292339.22   | 0.77%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 4.4% 05/30/2047                                                               | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    204000 | PA      | $172847.47    | 0.06%             | 2047-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047                                                      | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $118893.14    | 0.04%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246081.80    | 0.08%             | 2027-08-01      | 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        |    500000 | PA      | $459493.09    | 0.15%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.95% 03/30/2048                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    426000 | PA      | $339731.95    | 0.11%             | 2048-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    316000 | PA      | $287770.89    | 0.10%             | 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        |    217000 | PA      | $206944.02    | 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        |    224000 | PA      | $221136.16    | 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        |    338000 | PA      | $283517.89    | 0.09%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1489606.08   | 0.50%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |    172000 | PA      | $159290.39    | 0.05%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                           | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    160000 | PA      | $159032.10    | 0.05%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    282000 | PA      | $244041.36    | 0.08%             | 2038-02-01      | 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        |    360000 | PA      | $312793.68    | 0.10%             | 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        |    926000 | PA      | $880188.74    | 0.29%             | 2038-03-25      | Fixed         | 0.05%                 | 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        |     46804 | PA      | $46655.36     | 0.02%             | 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        |    257000 | PA      | $252313.27    | 0.08%             | 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        |    123000 | PA      | $126458.00    | 0.04%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    416000 | PA      | $408223.69    | 0.14%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.75% 11/15/2048                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    202000 | PA      | $183526.26    | 0.06%             | 2048-11-15      | Fixed         | 0.05%                 | 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        |    580000 | PA      | $586407.83    | 0.20%             | 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        |    412000 | PA      | $414302.07    | 0.14%             | 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        |    423000 | PA      | $400003.65    | 0.13%             | 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        |    328000 | PA      | $329226.23    | 0.11%             | 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        |    296000 | PA      | $268055.15    | 0.09%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413070.95    | 0.14%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                      | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $318645.89    | 0.11%             | 2028-04-17      | Fixed         | 0.05%                 | 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        |    365000 | PA      | $363209.72    | 0.12%             | 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        |    715000 | PA      | $731885.81    | 0.25%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.9% 05/15/2029                                                    | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563938.28    | 0.19%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203594.71    | 0.07%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    372000 | PA      | $389905.10    | 0.13%             | 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        |    495000 | PA      | $479287.51    | 0.16%             | 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        |    111583 | PA      | $109031.64    | 0.04%             | 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        |    500000 | PA      | $479986.19    | 0.16%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1187562.54   | 0.40%             | 2030-01-15      | 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        |    389000 | PA      | $372131.67    | 0.12%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    956000 | PA      | $925513.86    | 0.31%             | 2038-08-15      | Fixed         | 0.05%                 | 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        |    400000 | PA      | $362807.48    | 0.12%             | 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        |    348000 | PA      | $252633.76    | 0.08%             | 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        |     80355 | PA      | $78247.35     | 0.03%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.884%/VAR 10/22/2030                                                 | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    207000 | PA      | $197571.37    | 0.07%             | 2030-10-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246595.73    | 0.08%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2826475.94   | 0.95%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    286000 | PA      | $268698.00    | 0.09%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 3% 01/22/2030 144A                                                        | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $522666.29    | 0.18%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $397675.95    | 0.13%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    207000 | PA      | $194007.31    | 0.07%             | 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        |    443000 | PA      | $414511.73    | 0.14%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.65% 03/01/2030                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464815.36    | 0.16%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 2.25% 03/11/2030                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367398.40    | 0.12%             | 2030-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    432000 | PA      | $436708.01    | 0.15%             | 2031-04-04      | Variable      | 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        |    580000 | PA      | $575915.29    | 0.19%             | 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        |    240000 | PA      | $238144.44    | 0.08%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1497828.56   | 0.50%             | 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        |    228000 | PA      | $146724.77    | 0.05%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    456000 | PA      | $425858.87    | 0.14%             | 2031-04-22      | 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        |    363000 | PA      | $341634.77    | 0.11%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1038925.91   | 0.35%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401912.52    | 0.13%             | 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        |    200000 | PA      | $199170.48    | 0.07%             | 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        |    160000 | PA      | $158034.51    | 0.05%             | 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        |    467000 | PA      | $440907.40    | 0.15%             | 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        |    990000 | PA      | $957048.15    | 0.32%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148243.21    | 0.05%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                          | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $480775.96    | 0.16%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.572%/VAR 06/03/2031                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    136000 | PA      | $126168.23    | 0.04%             | 2031-06-03      | Variable      | 0.03%                 | 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        |   2260000 | PA      | $2116929.59   | 0.71%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.95% 06/05/2030                                                            | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1090106.82   | 0.37%             | 2030-06-05      | 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        |    639000 | PA      | $579139.09    | 0.19%             | 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        |    509000 | PA      | $502349.88    | 0.17%             | 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        |    280000 | PA      | $271524.18    | 0.09%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    619000 | PA      | $465710.59    | 0.16%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.645%/VAR 06/24/2031                                                                | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $509105.55    | 0.17%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.6% 06/21/2030                                                          | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    920000 | PA      | $885435.29    | 0.30%             | 2030-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    255000 | PA      | $257712.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 3.75% 07/08/2030                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192680.00    | 0.06%             | 2030-07-08      | Fixed         | 0.04%                 | 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        |    570000 | PA      | $520381.28    | 0.17%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                         | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $259557.98    | 0.09%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 1.9% 02/15/2031 144A                                                              | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $378221.93    | 0.13%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    441000 | PA      | $421567.29    | 0.14%             | 2027-10-15      | 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        |    135000 | PA      | $124686.14    | 0.04%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                         | EMPOWER FINANCE 2020 LP 1.776% 03/17/2031 144A                                                    | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $262115.15    | 0.09%             | 2031-03-17      | Fixed         | 0.02%                 | 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        |     86000 | PA      | $78088.96     | 0.03%             | 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        |    338000 | PA      | $319144.06    | 0.11%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.726% 03/25/2031                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2974618.89   | 1.00%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3% 10/15/2030                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    294000 | PA      | $262308.27    | 0.09%             | 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        |    870000 | PA      | $833603.05    | 0.28%             | 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        |    312000 | PA      | $312134.54    | 0.10%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.625% 02/01/2031                                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1475903.93   | 0.49%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    434000 | PA      | $382505.05    | 0.13%             | 2032-02-13      | Variable      | 0.02%                 | 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        |     67000 | PA      | $61148.26     | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150397.50    | 0.05%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $979700.36    | 0.33%             | 2032-02-01      | 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        |    260000 | PA      | $237156.02    | 0.08%             | 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        |    934000 | PA      | $914688.44    | 0.31%             | 2030-06-15      | Fixed         | 0.04%                 | 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        |    410000 | PA      | $364617.35    | 0.12%             | 2032-01-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | AIRCASTLE LTD 2.85% 01/26/2028 144A                                                               | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $232855.45    | 0.08%             | 2028-01-26      | Fixed         | 0.03%                 | 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        |    265000 | PA      | $240599.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 1.85% 02/15/2031                                                             | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    261000 | PA      | $230660.32    | 0.08%             | 2031-02-15      | 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        |    394000 | PA      | $351294.74    | 0.12%             | 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        |   1000000 | PA      | $909924.51    | 0.30%             | 2031-04-15      | 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        |   1270000 | PA      | $1114145.07   | 0.37%             | 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        |    312000 | PA      | $285464.28    | 0.10%             | 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        |   1155000 | PA      | $803031.47    | 0.27%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 2.866% 09/15/2028 144A                                               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2047518.75   | 0.69%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324841.91    | 0.11%             | 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        |    140000 | PA      | $126942.35    | 0.04%             | 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        |    300000 | PA      | $208765.98    | 0.07%             | 2051-03-25      | 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        |    725000 | PA      | $675833.39    | 0.23%             | 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        |    298000 | PA      | $291209.21    | 0.10%             | 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        |     73000 | PA      | $72022.88     | 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        |    980000 | PA      | $654705.20    | 0.22%             | 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        |    566000 | PA      | $520935.23    | 0.17%             | 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        |    235000 | PA      | $232352.87    | 0.08%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 2.65% 01/15/2032                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372066.34    | 0.12%             | 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        |    445000 | PA      | $405819.04    | 0.14%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    447000 | PA      | $399245.09    | 0.13%             | 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        |    217000 | PA      | $187113.61    | 0.06%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1560774.71   | 0.52%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                               | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159744 | PA      | $147396.25    | 0.05%             | 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        |    780000 | PA      | $668351.89    | 0.22%             | 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        |    278000 | PA      | $259115.35    | 0.09%             | 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        |    395000 | PA      | $344252.28    | 0.12%             | 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        |    209000 | PA      | $183681.99    | 0.06%             | 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        |    373000 | PA      | $337996.02    | 0.11%             | 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        |     97000 | PA      | $93845.14     | 0.03%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 1.985% 08/19/2028 144A                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355948.61    | 0.12%             | 2028-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1324545.99   | 0.44%             | 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        |    775000 | PA      | $528340.41    | 0.18%             | 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        |    416000 | PA      | $274726.85    | 0.09%             | 2051-09-30      | Fixed         | 0.03%                 | 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        |    236000 | PA      | $204988.80    | 0.07%             | 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        |    762000 | PA      | $522202.86    | 0.17%             | 2055-09-15      | 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        |    539000 | PA      | $480419.65    | 0.16%             | 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        |    350000 | PA      | $248680.31    | 0.08%             | 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        |     53000 | PA      | $45466.16     | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | 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        |    615000 | PA      | $562588.99    | 0.19%             | 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        |   1120000 | PA      | $1064686.60   | 0.36%             | 2028-11-01      | Fixed         | 0.02%                 | 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        |    135000 | PA      | $131231.10    | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | 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        |    605000 | PA      | $542495.84    | 0.18%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.85% 10/29/2041                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    470000 | PA      | $387492.95    | 0.13%             | 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        |    773000 | PA      | $701685.47    | 0.24%             | 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        |    161000 | PA      | $149139.98    | 0.05%             | 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        |    151000 | PA      | $146180.94    | 0.05%             | 2028-10-29      | Fixed         | 0.03%                 | 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        |    614000 | PA      | $526403.54    | 0.18%             | 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        |    670000 | PA      | $588539.65    | 0.20%             | 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        |    210000 | PA      | $185614.25    | 0.06%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2032                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273227.24    | 0.09%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $535155.32    | 0.18%             | 2026-12-01      | 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        |    330000 | PA      | $296849.54    | 0.10%             | 2031-06-15      | Fixed         | 0.03%                 | 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        |    570000 | PA      | $562155.77    | 0.19%             |  |  |  | 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        |    400000 | PA      | $364404.30    | 0.12%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1602733.84   | 0.54%             | 2031-04-01      | 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        |    310000 | PA      | $296377.19    | 0.10%             | 2032-03-14      | 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        |    890000 | PA      | $854509.45    | 0.29%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 04/01/2052                                                                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144333.52    | 0.05%             | 2052-04-01      | 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        |    400000 | PA      | $400910.74    | 0.13%             | 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        |     63000 | PA      | $61183.22     | 0.02%             | 2032-04-15      | 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        |    280000 | PA      | $273383.67    | 0.09%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    348000 | PA      | $351542.31    | 0.12%             | 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        |   1380000 | PA      | $1396467.68   | 0.47%             | 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        |    157000 | PA      | $158352.56    | 0.05%             | 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        |   2500000 | PA      | $2510340.50   | 0.84%             | 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        |    991000 | PA      | $858436.67    | 0.29%             | 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        |    436000 | PA      | $390361.72    | 0.13%             | 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        |    295000 | PA      | $300428.22    | 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        |     84000 | PA      | $84940.58     | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    705000 | PA      | $409187.57    | 0.14%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1642093.53   | 0.55%             | 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        |   1115000 | PA      | $1147493.33   | 0.38%             | 2027-07-15      | Variable      | 0.07%                 | 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        |    890000 | PA      | $913820.89    | 0.31%             | 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        |    640000 | PA      | $658490.01    | 0.22%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 4.5% 08/01/2032                                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $677264.56    | 0.23%             | 2032-08-01      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $207597.55    | 0.07%             | 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        |   1463000 | PA      | $1472044.85   | 0.49%             | 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        |     57000 | PA      | $53648.30     | 0.02%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $992504.07    | 0.33%             | 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        |   1620000 | PA      | $1621099.23   | 0.54%             | 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        |   1391000 | PA      | $1411108.66   | 0.47%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 6.1% 08/19/2032                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618329.26    | 0.21%             | 2032-08-19      | Fixed         | 0.06%                 | 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        |    156000 | PA      | $114928.11    | 0.04%             | 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        |    250000 | PA      | $247335.42    | 0.08%             | 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        |   2240000 | PA      | $2391307.43   | 0.80%             | 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        |    355000 | PA      | $346410.70    | 0.12%             | 2028-02-15      | 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        |    567000 | PA      | $586943.62    | 0.20%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 6.25% 11/01/2052                                                       | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $362386.00    | 0.12%             | 2052-11-01      | Fixed         | 0.06%                 | 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        |    350000 | PA      | $409265.36    | 0.14%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $602612.51    | 0.20%             | 2033-11-17      | Variable      | 0.06%                 | 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        |   2001000 | PA      | $2149901.03   | 0.72%             | 2032-11-17      | 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        |   2308000 | PA      | $2165488.50   | 0.73%             | 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        |    213000 | PA      | $166214.47    | 0.06%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75140.71     | 0.03%             | 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        |    221000 | PA      | $222031.80    | 0.07%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91718.56     | 0.03%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.332%/VAR 03/09/2044                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $630219.98    | 0.21%             | 2044-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.875% 09/15/2033                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    440000 | PA      | $469909.96    | 0.16%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2463524.43   | 0.83%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    380000 | PA      | $350502.96    | 0.12%             | 2064-05-15      | 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        |    809000 | PA      | $843576.86    | 0.28%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                                | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $594880.54    | 0.20%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.85% 06/15/2028                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1679525.68   | 0.56%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.55% 07/15/2033                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    510000 | PA      | $535683.05    | 0.18%             | 2033-07-15      | Fixed         | 0.06%                 | 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        |     25000 | PA      | $21529.85     | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6% 06/01/2063                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138122.52    | 0.05%             | 2063-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.875% 06/01/2053                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    690000 | PA      | $681733.29    | 0.23%             | 2053-06-01      | Fixed         | 0.06%                 | 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        |    210000 | PA      | $217296.35    | 0.07%             | 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        |     26000 | PA      | $26932.69     | 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        |     65000 | PA      | $66502.96     | 0.02%             | 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        |    400000 | PA      | $414705.91    | 0.14%             | 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        |    289000 | PA      | $273378.84    | 0.09%             | 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        |    144000 | PA      | $116981.73    | 0.04%             | 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        |    298000 | PA      | $313648.64    | 0.11%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $273574.22    | 0.09%             | 2053-08-15      | Fixed         | 0.04%                 | 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        |     19000 | PA      | $20376.95     | 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        |     34000 | PA      | $36684.58     | 0.01%             | 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        |     64000 | PA      | $68726.69     | 0.02%             | 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        |    514000 | PA      | $548580.38    | 0.18%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    820000 | PA      | $861179.80    | 0.29%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                               | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    435000 | PA      | $393411.56    | 0.13%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 5.7% 03/15/2034                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    126000 | PA      | $133079.88    | 0.04%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 5.75% 09/15/2033                                                              | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    700000 | PA      | $745769.25    | 0.25%             | 2033-09-15      | 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        |    550000 | PA      | $602748.93    | 0.20%             | 2034-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034                                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1358200.73   | 0.46%             | 2034-09-15      | Variable      | 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        |    306000 | PA      | $212987.29    | 0.07%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.55% 12/01/2033                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $386072.84    | 0.13%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.254%/VAR 10/23/2034                                                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $487194.61    | 0.16%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    890000 | PA      | $1011978.55   | 0.34%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $460666.74    | 0.15%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.4% 03/15/2054                                                                          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $391958.89    | 0.13%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.15% 03/01/2029                                                                   | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    660000 | PA      | $695942.92    | 0.23%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 6.2% 11/15/2030                                                                      | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $387782.49    | 0.13%             | 2030-11-15      | Fixed         | 0.06%                 | 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        |    410000 | PA      | $430660.48    | 0.14%             | 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        |   2480000 | PA      | $2683390.90   | 0.90%             | 2053-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 7.2% 11/28/2033 144A                                                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $458788.02    | 0.15%             | 2033-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033 144A                                                    | CUSIP: 303901BM3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63829.83     | 0.02%             | 2033-12-07      | Fixed         | 0.06%                 | 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        |    946000 | PA      | $980673.67    | 0.33%             | 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        |     33000 | PA      | $34279.88     | 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        |    600000 | PA      | $621731.19    | 0.21%             | 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        |   1300000 | PA      | $1366980.78   | 0.46%             | 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        |   1025000 | PA      | $1079733.27   | 0.36%             | 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        |   1400000 | PA      | $1472438.81   | 0.49%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    900000 | PA      | $951742.65    | 0.32%             | 2035-01-24      | Variable      | 0.06%                 | 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        |     11000 | PA      | $12089.47     | 0.00%             | 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        |     18000 | PA      | $19445.04     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 5.738%/VAR 02/20/2035 144A                                                            | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $63498.62     | 0.02%             | 2035-02-20      | Variable      | 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        |    184000 | PA      | $195547.27    | 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        |    550000 | PA      | $570885.95    | 0.19%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    550000 | PA      | $572708.65    | 0.19%             | 2030-03-15      | Variable      | 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        |    750000 | PA      | $803881.57    | 0.27%             | 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        |    469000 | PA      | $490752.11    | 0.16%             | 2034-03-21      | Fixed         | 0.06%                 | 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        |    300000 | PA      | $312950.51    | 0.10%             | 2034-03-26      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $114979.20    | 0.04%             | 2030-01-15      | 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        |    587000 | PA      | $646478.76    | 0.22%             | 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        |    500000 | PA      | $525348.39    | 0.18%             | 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        |    800000 | PA      | $838455.30    | 0.28%             | 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        |   1540000 | PA      | $1560835.75   | 0.52%             | 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        |    500000 | PA      | $524969.74    | 0.18%             | 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        |   1340000 | PA      | $1402793.58   | 0.47%             | 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        |     35000 | PA      | $36819.78     | 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        |    600000 | PA      | $626902.64    | 0.21%             | 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        |    129000 | PA      | $135242.77    | 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        |    273240 | PA      | $276348.73    | 0.09%             | 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        |    162360 | PA      | $165973.66    | 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        |    142560 | PA      | $147688.71    | 0.05%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.65% 06/01/2054                                                    | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101586.24    | 0.03%             | 2054-06-01      | Fixed         | 0.06%                 | 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        |    800000 | PA      | $820484.10    | 0.27%             | 2054-05-15      | 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        |    100000 | PA      | $106268.28    | 0.04%             | 2029-07-15      | Fixed         | 0.07%                 | 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        |   1100000 | PA      | $1140612.58   | 0.38%             | 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        |    539000 | PA      | $563235.39    | 0.19%             | 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        |    217000 | PA      | $225498.05    | 0.08%             | 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        |    350000 | PA      | $375135.25    | 0.13%             | 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        |    790000 | PA      | $809781.60    | 0.27%             | 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        |    500000 | PA      | $522628.88    | 0.18%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.15% 11/15/2031                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2932140.33   | 0.98%             | 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        |    235000 | PA      | $240486.10    | 0.08%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500454.75    | 0.17%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830833.28    | 0.28%             | 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        |   1984000 | PA      | $2080888.56   | 0.70%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.401%/VAR 07/23/2035                                              | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1459231.51   | 0.49%             | 2035-07-23      | Variable      | 0.05%                 | 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        |    149000 | PA      | $151750.24    | 0.05%             | 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        |   1324000 | PA      | $1355500.61   | 0.45%             | 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        |    161000 | PA      | $165010.83    | 0.06%             | 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        |    794000 | PA      | $804182.26    | 0.27%             | 2034-09-15      | Fixed         | 0.06%                 | 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        |    686000 | PA      | $703324.92    | 0.24%             | 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        |    158000 | PA      | $156498.40    | 0.05%             | 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        |    476000 | PA      | $490368.89    | 0.16%             | 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        |    217000 | PA      | $221654.95    | 0.07%             | 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        |   1150000 | PA      | $1183094.61   | 0.40%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.75% 02/15/2032                                                           | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    720000 | PA      | $730239.21    | 0.24%             | 2032-02-15      | Fixed         | 0.05%                 | 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        |    400000 | PA      | $409830.80    | 0.14%             | 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        |    602000 | PA      | $588663.92    | 0.20%             | 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        |    560000 | PA      | $571002.56    | 0.19%             | 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 4.625% 09/10/2029                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2160000 | PA      | $2185778.50   | 0.73%             | 2029-09-10      | 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        |    500000 | PA      | $499972.31    | 0.17%             | 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        |    560000 | PA      | $539313.56    | 0.18%             | 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        |    209880 | PA      | $209107.14    | 0.07%             | 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        |    200970 | PA      | $200308.29    | 0.07%             | 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        |    336600 | PA      | $334609.52    | 0.11%             | 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        |    100000 | PA      | $99315.81     | 0.03%             | 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        |    444000 | PA      | $441434.14    | 0.15%             | 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        |    488000 | PA      | $495101.87    | 0.17%             | 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        |    882000 | PA      | $899795.65    | 0.30%             | 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        |    418000 | PA      | $427290.79    | 0.14%             | 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        |    791000 | PA      | $803927.97    | 0.27%             | 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        |    897000 | PA      | $913897.61    | 0.31%             | 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        |   1200000 | PA      | $1217708.22   | 0.41%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.618%/VAR 11/20/2035                                                        | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $998993.66    | 0.33%             | 2035-11-20      | Variable      | 0.06%                 | 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        |    600000 | PA      | $605953.93    | 0.20%             | 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        |   1020000 | PA      | $1035325.49   | 0.35%             | 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        |    600000 | PA      | $616746.12    | 0.21%             | 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        |    600000 | PA      | $594388.07    | 0.20%             | 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        |    344000 | PA      | $391908.73    | 0.13%             | 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        |     61000 | PA      | $64876.64     | 0.02%             | 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        |   2246000 | PA      | $2443683.13   | 0.82%             | 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        |     49000 | PA      | $54486.95     | 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        |    240000 | PA      | $274826.80    | 0.09%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                | ABN AMRO BANK NV 5.515%/VAR 12/03/2035 144A                                                       | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1248664.38   | 0.42%             | 2035-12-03      | Variable      | 0.06%                 | 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        |    600000 | PA      | $610769.83    | 0.20%             | 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        |    100000 | PA      | $99999.91     | 0.03%             | 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        |    143912 | PA      | $147092.58    | 0.05%             | 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        |    200000 | PA      | $202807.14    | 0.07%             | 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        |     72000 | PA      | $73684.98     | 0.02%             | 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        |    500000 | PA      | $507683.91    | 0.17%             | 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        |    362000 | PA      | $352332.11    | 0.12%             | 2055-02-15      | Fixed         | 0.06%                 | 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        |    160000 | PA      | $164373.38    | 0.06%             | 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        |    600000 | PA      | $634759.61    | 0.21%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 6.228%/VAR 01/21/2036 144A                                                 | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $459695.15    | 0.15%             | 2036-01-21      | Variable      | 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        |    408000 | PA      | $418764.95    | 0.14%             | 2029-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                          | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    688000 | PA      | $715219.32    | 0.24%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    346000 | PA      | $359525.89    | 0.12%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1058120.12   | 0.35%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517161.15    | 0.17%             | 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        |    500000 | PA      | $518461.40    | 0.17%             | 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        |    500000 | PA      | $525820.12    | 0.18%             | 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        |    168000 | PA      | $173735.22    | 0.06%             | 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        |    459000 | PA      | $469697.65    | 0.16%             | 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        |    150000 | PA      | $158387.89    | 0.05%             | 2035-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.75% 01/30/2029                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    761000 | PA      | $793433.02    | 0.27%             | 2029-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $621648.38    | 0.21%             | 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        |    600000 | PA      | $633378.55    | 0.21%             | 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        |    386000 | PA      | $405356.95    | 0.14%             | 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        |    400000 | PA      | $410115.68    | 0.14%             | 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        |   1550000 | PA      | $1592834.27   | 0.53%             | 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        |    600000 | PA      | $604517.86    | 0.20%             | 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        |    470000 | PA      | $468297.48    | 0.16%             | 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        |    126000 | PA      | $130216.81    | 0.04%             | 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        |   1045000 | PA      | $1081175.01   | 0.36%             | 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        |    102000 | PA      | $104369.46    | 0.03%             | 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        |    203000 | PA      | $206926.51    | 0.07%             | 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        |    168000 | PA      | $172096.04    | 0.06%             | 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        |     25000 | PA      | $25670.70     | 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        |    804000 | PA      | $825608.34    | 0.28%             | 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        |    215000 | PA      | $220821.88    | 0.07%             | 2035-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5% 04/01/2030                                                                  | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $491995.81    | 0.16%             | 2030-04-01      | 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        |    395000 | PA      | $411041.23    | 0.14%             | 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        |    705000 | PA      | $710416.30    | 0.24%             | 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        |    113000 | PA      | $116127.43    | 0.04%             | 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        |   1082000 | PA      | $1125255.84   | 0.38%             | 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        |    474000 | PA      | $497936.12    | 0.17%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $1020166.33   | 0.34%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414000.02    | 0.14%             | 2031-04-17      | 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        |    500000 | PA      | $526264.83    | 0.18%             | 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        |    500000 | PA      | $536601.29    | 0.18%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $449075.00    | 0.15%             | 2035-05-15      | Fixed         | 0.04%                 | 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        |    690000 | PA      | $698301.56    | 0.23%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.35% 04/15/2028                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246103.40    | 0.08%             | 2028-04-15      | 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        |    113000 | PA      | $114940.11    | 0.04%             | 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        |    961000 | PA      | $993466.08    | 0.33%             | 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        |    166000 | PA      | $174892.38    | 0.06%             | 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        |   1500000 | PA      | $1584925.86   | 0.53%             | 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    | 0.07%             | 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    | 0.07%             | 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        |    267000 | PA      | $274300.18    | 0.09%             | 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        |    650000 | PA      | $675103.00    | 0.23%             | 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        |    427000 | PA      | $441461.21    | 0.15%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.2% 01/15/2030                                                            | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $247847.91    | 0.08%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.7% 03/15/2028                                                        | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1177093.98   | 0.39%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.35% 08/15/2029                                                       | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    560000 | PA      | $577649.17    | 0.19%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 6.05% 08/15/2056                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $876559.17    | 0.29%             | 2056-08-15      | Fixed         | 0.06%                 | 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        |   1507000 | PA      | $1577924.78   | 0.53%             | 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        |    268000 | PA      | $271502.73    | 0.09%             | 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        |    311000 | PA      | $318415.46    | 0.11%             | 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        |    347000 | PA      | $356696.31    | 0.12%             | 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        |    352000 | PA      | $368782.79    | 0.12%             | 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        |    800000 | PA      | $831913.06    | 0.28%             | 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        |    700000 | PA      | $712595.23    | 0.24%             | 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        |    273000 | PA      | $284495.89    | 0.10%             | 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        |    723000 | PA      | $757628.28    | 0.25%             | 2055-06-15      | Fixed         | 0.06%                 | 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        |     80000 | PA      | $79148.40     | 0.03%             | 2027-03-15      | 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        |    152000 | PA      | $154679.53    | 0.05%             | 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        |    640000 | PA      | $660207.22    | 0.22%             | 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        |    400000 | PA      | $407632.04    | 0.14%             | 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        |    400000 | PA      | $411578.61    | 0.14%             | 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        |    200000 | PA      | $202790.38    | 0.07%             | 2028-07-16      | 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        |    400000 | PA      | $408646.68    | 0.14%             | 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        |   1000000 | PA      | $1031200.88   | 0.35%             | 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        |    400000 | PA      | $417980.72    | 0.14%             | 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        |    996000 | PA      | $1026407.10   | 0.34%             | 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        |    208000 | PA      | $218513.72    | 0.07%             | 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        |  14120000 | PA      | $14296500.00  | 4.79%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2028556.25   | 0.68%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290306.04   | 0.43%             | 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        |    480000 | PA      | $481591.01    | 0.16%             | 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        |    160000 | PA      | $161788.87    | 0.05%             | 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        |    263000 | PA      | $266795.90    | 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        |    784000 | PA      | $783389.09    | 0.26%             | 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        |    366000 | PA      | $370418.37    | 0.12%             | 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        |    126000 | PA      | $126703.44    | 0.04%             | 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        |   1104000 | PA      | $1120536.52   | 0.38%             | 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        |     68000 | PA      | $68550.79     | 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        |    391000 | PA      | $396601.09    | 0.13%             | 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        |    522000 | PA      | $524575.84    | 0.18%             | 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        |     84000 | PA      | $84747.18     | 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        |    641000 | PA      | $651876.17    | 0.22%             | 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        |    413000 | PA      | $418005.68    | 0.14%             | 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        |    681000 | PA      | $692915.87    | 0.23%             | 2036-02-15      | Fixed         | 0.06%                 | 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        |    476000 | PA      | $483638.94    | 0.16%             | 2036-01-15      | Fixed         | 0.06%                 | 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        |    265000 | PA      | $265426.09    | 0.09%             | 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        |    700000 | PA      | $701654.80    | 0.24%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A                                                 | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $59518.02     | 0.02%             | 2032-10-15      | 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        |    132000 | PA      | $131421.72    | 0.04%             | 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        |    104000 | PA      | $103952.80    | 0.03%             | 2035-09-15      | 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        |    243000 | PA      | $242883.30    | 0.08%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 4.75% 01/15/2031                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352378.16    | 0.12%             | 2031-01-15      | 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        |    389000 | PA      | $391815.67    | 0.13%             | 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        |    388000 | PA      | $391600.59    | 0.13%             | 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        |    163000 | PA      | $162154.57    | 0.05%             | 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        |    261000 | PA      | $260573.19    | 0.09%             | 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        |    504000 | PA      | $500844.36    | 0.17%             | 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        |    600000 | PA      | $601410.57    | 0.20%             | 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        |    509000 | PA      | $508309.63    | 0.17%             | 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        |    800000 | PA      | $800072.02    | 0.27%             | 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        |    177000 | PA      | $177472.83    | 0.06%             | 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        |    800000 | PA      | $798923.49    | 0.27%             | 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        |    814000 | PA      | $811328.25    | 0.27%             | 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        |    240000 | PA      | $238895.87    | 0.08%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.85% 10/15/2035                                                                    | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $848211.35    | 0.28%             | 2035-10-15      | 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        |    614000 | PA      | $613163.00    | 0.21%             | 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        |     27000 | PA      | $26890.44     | 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        |    100000 | PA      | $98537.25     | 0.03%             | 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        |    168000 | PA      | $165161.51    | 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        |    153000 | PA      | $149923.20    | 0.05%             | 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        |    514000 | PA      | $484658.96    | 0.16%             | 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        |    548000 | PA      | $513495.73    | 0.17%             | 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        |    551000 | PA      | $513129.63    | 0.17%             | 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        |    800000 | PA      | $808781.79    | 0.27%             | 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        |    250000 | PA      | $249069.58    | 0.08%             | 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        |    150000 | PA      | $151069.95    | 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        |    125000 | PA      | $125874.64    | 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        |    420000 | PA      | $422251.54    | 0.14%             | 2035-11-15      | Fixed         | 0.05%                 | 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        |    109000 | PA      | $109894.19    | 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        |    120000 | PA      | $120642.48    | 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        |    175000 | PA      | $175215.99    | 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        |    181000 | PA      | $180764.59    | 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        |   1302000 | PA      | $1157477.24   | 0.39%             | 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        |    175000 | PA      | $160866.69    | 0.05%             | 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        |    363000 | PA      | $301663.84    | 0.10%             | 2041-02-15      | 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        |    700000 | PA      | $698606.59    | 0.23%             | 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        |    700000 | PA      | $696991.09    | 0.23%             | 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        |    398000 | PA      | $400766.67    | 0.13%             | 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        |    431000 | PA      | $437442.91    | 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        |    990000 | PA      | $1000729.79   | 0.34%             | 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        |    990000 | PA      | $990322.97    | 0.33%             | 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        |    990000 | PA      | $987491.98    | 0.33%             | 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        |    990000 | PA      | $985801.19    | 0.33%             | 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        |    917000 | PA      | $915882.20    | 0.31%             | 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        |    974000 | PA      | $990122.38    | 0.33%             | 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        |   1000000 | PA      | $1028481.94   | 0.34%             | 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        |    700000 | PA      | $702333.45    | 0.24%             | 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        |    815000 | PA      | $828574.17    | 0.28%             | 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        |    125000 | PA      | $125552.78    | 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        |    697000 | PA      | $700061.36    | 0.23%             | 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        |    650000 | PA      | $652170.77    | 0.22%             | 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        |    700000 | PA      | $701641.44    | 0.24%             | 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        |   1440000 | PA      | $1453388.56   | 0.49%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034                                                       | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409653.60    | 0.14%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC 4.999% 11/17/2032 144A                                          | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $514111.39    | 0.17%             | 2032-11-17      | Fixed         | 0.05%                 | 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        |    900000 | PA      | $906739.04    | 0.30%             | 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        |   1000000 | PA      | $1005469.31   | 0.34%             | 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        |     91000 | PA      | $92386.92     | 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