# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-002552
**Filing Date:** 2026-4
**Character Count:** 258604
**Document Hash:** 5270f4420f9fa4a467f6d6d5df8d65e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002552.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002552

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26895337

**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            |

## 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:** 2026-02-28

**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:** $337535320.12

**Total Liabilities:** $2479598.28

**Net Assets:** $335055721.84

**Delayed Delivery Securities:** $1196136.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15256.38535223 | **1-Year:** 52375.91053433 | **5-Year:** 87487.34226040 | **10-Year:** 54950.66943470 | **30-Year:** 23044.42232080

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

- **3-Month:** 155.48322150 | **1-Year:** 353.93454090 | **5-Year:** 235.72555380 | **10-Year:** 3.86624000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125598 | -0.31%               | 0.28%                | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-81881.86               | $-2065620.85                               |
| Month 2  | $-33.51                  | $-275183.76                                |
| Month 3  | $32800.41                | $3159263.90                                |

### 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      | $149107.69    | 0.04%             | 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      | $155994.70    | 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      | $133184.02    | 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      | $439725.97    | 0.13%             | 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      | $917804.99    | 0.27%             | 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      | $36890.85     | 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        |    590000 | PA      | $627155.30    | 0.19%             | 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      | $84377.86     | 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        |   4973066 | NS      | $4974060.32   | 1.48%             |  |  |  | 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      | $204297.72    | 0.06%             | 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      | $443832.43    | 0.13%             | 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      | $431314.69    | 0.13%             | 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      | $193773.77    | 0.06%             | 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      | $244017.77    | 0.07%             | 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      | $208122.22    | 0.06%             | 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      | $294357.98    | 0.09%             | 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      | $302310.99    | 0.09%             | 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      | $428507.56    | 0.13%             | 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      | $186728.56    | 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      | $387426.66    | 0.12%             | 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      | $332055.17    | 0.10%             | 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        |    580000 | PA      | $518798.57    | 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      | $215291.42    | 0.06%             | 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      | $197995.34    | 0.06%             | 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      | $1284746.67   | 0.38%             | 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      | $364957.02    | 0.11%             | 2044-06-24      | 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      | $407614.96    | 0.12%             | 2026-09-01      | Fixed         | 0.03%                 | 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      | $251692.71    | 0.08%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $493754.60    | 0.15%             | 2045-10-23      | 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      | $368320.50    | 0.11%             | 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      | $919133.87    | 0.27%             | 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      | $980786.53    | 0.29%             | 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      | $2297438.35   | 0.69%             | 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      | $174060.88    | 0.05%             | 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      | $121844.62    | 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      | $247968.34    | 0.07%             | 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      | $460319.97    | 0.14%             | 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      | $336077.66    | 0.10%             | 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      | $291593.84    | 0.09%             | 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      | $206359.04    | 0.06%             | 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      | $220682.69    | 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        |    461000 | PA      | $384238.85    | 0.11%             | 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      | $1497167.92   | 0.45%             | 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      | $161741.42    | 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      | $159487.91    | 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      | $246385.12    | 0.07%             | 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      | $318036.65    | 0.09%             | 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      | $884788.23    | 0.26%             | 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      | $46801.77     | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253479.92    | 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      | $127798.78    | 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      | $409861.27    | 0.12%             | 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      | $182444.29    | 0.05%             | 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      | $587414.66    | 0.18%             | 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      | $415909.92    | 0.12%             | 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      | $406598.64    | 0.12%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    686000 | PA      | $608422.14    | 0.18%             | 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      | $413831.77    | 0.12%             | 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      | $319668.15    | 0.10%             | 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      | $365624.26    | 0.11%             | 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      | $735330.65    | 0.22%             | 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      | $566807.11    | 0.17%             | 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      | $203984.38    | 0.06%             | 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      | $386731.94    | 0.12%             | 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      | $481432.26    | 0.14%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                           | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $483221.59    | 0.14%             | 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      | $1195484.73   | 0.36%             | 2030-01-15      | 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      | $926768.56    | 0.28%             | 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      | $359816.11    | 0.11%             | 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      | $250418.37    | 0.07%             | 2049-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $79995.40     | 0.02%             | 2050-03-01      | Fixed         | 0.05%                 | 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      | $198598.15    | 0.06%             | 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      | $247867.61    | 0.07%             | 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      | $2839056.90   | 0.85%             | 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      | $270618.44    | 0.08%             | 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      | $528590.24    | 0.16%             | 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      | $401028.45    | 0.12%             | 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      | $195302.67    | 0.06%             | 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      | $422545.54    | 0.13%             | 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      | $472383.30    | 0.14%             | 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      | $369711.87    | 0.11%             | 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      | $436461.43    | 0.13%             | 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      | $578344.62    | 0.17%             | 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      | $239282.52    | 0.07%             | 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      | $1510631.11   | 0.45%             | 2030-05-01      | 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      | $427881.97    | 0.13%             | 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      | $345026.37    | 0.10%             | 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      | $1044025.55   | 0.31%             | 2030-05-01      | 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      | $200808.02    | 0.06%             | 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      | $159031.12    | 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      | $444382.74    | 0.13%             | 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      | $966008.63    | 0.29%             | 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      | $149368.86    | 0.04%             | 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      | $483720.78    | 0.14%             | 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      | $127121.90    | 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      | $2134136.94   | 0.64%             | 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        |   1300000 | PA      | $1193890.31   | 0.36%             | 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      | $587180.59    | 0.18%             | 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      | $504440.44    | 0.15%             | 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      | $274750.34    | 0.08%             | 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      | $460082.44    | 0.14%             | 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      | $513318.76    | 0.15%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $231297.55    | 0.07%             | 2031-01-15      | Fixed         | 0.04%                 | 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      | $893766.02    | 0.27%             | 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      | $259529.06    | 0.08%             |  |  |  | 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      | $193507.34    | 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      | $524648.23    | 0.16%             | 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      | $262017.59    | 0.08%             | 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      | $382883.01    | 0.11%             | 2031-02-15      | 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      | $125788.36    | 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      | $261202.80    | 0.08%             | 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      | $79605.45     | 0.02%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    338000 | PA      | $322776.11    | 0.10%             | 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        |   3780000 | PA      | $3524876.16   | 1.05%             | 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      | $264778.43    | 0.08%             | 2030-10-15      | Fixed         | 0.03%                 | 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      | $1491009.91   | 0.45%             | 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      | $384258.04    | 0.11%             | 2032-02-13      | Variable      | 0.02%                 | 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      | $150339.71    | 0.04%             | 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      | $994592.15    | 0.30%             | 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      | $238927.27    | 0.07%             | 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        |   1684000 | PA      | $1662132.15   | 0.50%             | 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      | $369227.19    | 0.11%             | 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        |    690000 | PA      | $673840.83    | 0.20%             | 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      | $241036.87    | 0.07%             |  |  |  | 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      | $233302.81    | 0.07%             | 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      | $355772.97    | 0.11%             | 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        |   1450000 | PA      | $1339079.81   | 0.40%             | 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      | $1128192.02   | 0.34%             | 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      | $288676.49    | 0.09%             | 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        |    875000 | PA      | $605320.14    | 0.18%             | 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      | $2062073.12   | 0.62%             | 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      | $327676.71    | 0.10%             | 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      | $127242.07    | 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      | $198586.51    | 0.06%             | 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      | $678431.40    | 0.20%             | 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      | $290975.10    | 0.09%             | 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      | $72429.56     | 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      | $655374.76    | 0.20%             | 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      | $524653.03    | 0.16%             | 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      | $233724.95    | 0.07%             | 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      | $376913.71    | 0.11%             | 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      | $408377.55    | 0.12%             | 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      | $405338.55    | 0.12%             | 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      | $190820.39    | 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      | $1569218.54   | 0.47%             | 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        |    156537 | PA      | $145427.89    | 0.04%             | 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      | $675771.95    | 0.20%             | 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      | $262449.17    | 0.08%             | 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      | $348126.14    | 0.10%             | 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      | $185520.85    | 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      | $341156.84    | 0.10%             | 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      | $94444.88     | 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      | $359309.04    | 0.11%             | 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      | $1353849.65   | 0.40%             | 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      | $521643.06    | 0.16%             | 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      | $276054.70    | 0.08%             | 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      | $206271.26    | 0.06%             | 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      | $515889.70    | 0.15%             | 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      | $489913.25    | 0.15%             | 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      | $253584.80    | 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      | $46173.68     | 0.01%             | 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      | $568756.37    | 0.17%             | 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      | $1069764.53   | 0.32%             | 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      | $132225.10    | 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      | $553113.33    | 0.17%             | 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      | $391293.01    | 0.12%             | 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      | $705550.78    | 0.21%             | 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      | $150454.58    | 0.04%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $146895.69    | 0.04%             | 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      | $532658.55    | 0.16%             | 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      | $603069.14    | 0.18%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.7% 12/01/2031                                                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    109000 | PA      | $97511.79     | 0.03%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $274968.74    | 0.08%             | 2032-11-24      | Variable      | 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      | $302790.70    | 0.09%             | 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      | $567688.65    | 0.17%             |  |  |  | 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      | $369922.80    | 0.11%             | 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      | $1627602.29   | 0.49%             | 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        |    760000 | PA      | $733916.68    | 0.22%             | 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        |   1490000 | PA      | $1456296.04   | 0.43%             | 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      | $143770.00    | 0.04%             | 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      | $402784.05    | 0.12%             | 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      | $61317.66     | 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      | $274513.68    | 0.08%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1402796.04   | 0.42%             | 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      | $159250.18    | 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      | $2510171.65   | 0.75%             | 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      | $875421.03    | 0.26%             | 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      | $393867.96    | 0.12%             | 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      | $301074.07    | 0.09%             | 2033-05-24      | Variable      | 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        |   1275000 | PA      | $743543.73    | 0.22%             | 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      | $1658054.40   | 0.49%             | 2032-03-15      | Fixed         | 0.03%                 | 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      | $912530.88    | 0.27%             | 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      | $658805.54    | 0.20%             | 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        |   1120000 | PA      | $1118800.92   | 0.33%             | 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      | $208504.91    | 0.06%             | 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      | $1480906.32   | 0.44%             | 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      | $53256.86     | 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        |   1550000 | PA      | $1373610.64   | 0.41%             | 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      | $1633637.82   | 0.49%             | 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      | $1416679.03   | 0.42%             | 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      | $628032.71    | 0.19%             | 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      | $116964.51    | 0.03%             | 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      | $246236.07    | 0.07%             | 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      | $2373431.87   | 0.71%             | 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      | $341066.75    | 0.10%             | 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      | $596210.70    | 0.18%             | 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      | $353506.73    | 0.11%             | 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      | $410745.11    | 0.12%             | 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      | $603538.11    | 0.18%             | 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      | $2158301.91   | 0.64%             | 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      | $2181101.64   | 0.65%             | 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      | $167166.29    | 0.05%             | 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      | $74340.03     | 0.02%             | 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      | $220606.27    | 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      | $92142.57     | 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      | $629459.64    | 0.19%             | 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        |   1490000 | PA      | $1602935.01   | 0.48%             | 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      | $2448946.16   | 0.73%             | 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      | $350024.31    | 0.10%             | 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      | $843175.87    | 0.25%             | 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      | $595074.18    | 0.18%             | 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        |   1700000 | PA      | $1734027.68   | 0.52%             | 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        |    960000 | PA      | $1013718.84   | 0.30%             | 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      | $21294.30     | 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      | $137352.58    | 0.04%             | 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      | $676567.89    | 0.20%             | 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      | $217717.51    | 0.06%             | 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      | $27097.98     | 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      | $66712.44     | 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      | $414603.69    | 0.12%             | 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        |    689000 | PA      | $659500.81    | 0.20%             | 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      | $117583.61    | 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      | $305704.09    | 0.09%             | 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      | $275214.84    | 0.08%             | 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      | $20529.62     | 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      | $37079.53     | 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      | $69341.38     | 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      | $550046.02    | 0.16%             | 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      | $861190.99    | 0.26%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 3% 05/15/2032                    | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    435000 | PA      | $396091.16    | 0.12%             | 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      | $134019.48    | 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      | $747420.50    | 0.22%             | 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      | $605961.94    | 0.18%             | 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      | $1352798.37   | 0.40%             | 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      | $214710.98    | 0.06%             | 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      | $387630.29    | 0.12%             | 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      | $483844.16    | 0.14%             | 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      | $1012143.18   | 0.30%             | 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      | $463771.39    | 0.14%             | 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      | $391112.54    | 0.12%             | 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      | $698312.80    | 0.21%             | 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      | $389703.84    | 0.12%             | 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      | $432716.55    | 0.13%             | 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      | $2709264.24   | 0.81%             | 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      | $462671.05    | 0.14%             | 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      | $64134.84     | 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      | $993575.98    | 0.30%             | 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      | $34433.70     | 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      | $624201.40    | 0.19%             | 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      | $1361758.14   | 0.41%             | 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      | $1085853.81   | 0.32%             | 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        |   1840000 | PA      | $1928313.10   | 0.58%             | 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      | $954939.24    | 0.29%             | 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      | $12105.05     | 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      | $19474.34     | 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      | $63554.56     | 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      | $196788.96    | 0.06%             | 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      | $574463.10    | 0.17%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.75% 03/01/2054                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39592.05     | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | 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      | $573548.98    | 0.17%             | 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      | $804832.46    | 0.24%             | 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      | $495627.30    | 0.15%             | 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        |    500000 | PA      | $526439.69    | 0.16%             | 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      | $114817.28    | 0.03%             | 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      | $649701.72    | 0.19%             | 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      | $527714.42    | 0.16%             | 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      | $843154.27    | 0.25%             | 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      | $1548049.33   | 0.46%             | 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      | $525817.56    | 0.16%             | 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      | $1407337.67   | 0.42%             | 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      | $37052.14     | 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      | $628636.19    | 0.19%             | 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      | $136644.94    | 0.04%             | 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        |    272550 | PA      | $275618.01    | 0.08%             | 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        |    161950 | PA      | $165904.19    | 0.05%             | 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        |    142200 | PA      | $147285.13    | 0.04%             | 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        |    850000 | PA      | $859193.56    | 0.26%             | 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      | $814671.14    | 0.24%             | 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      | $106307.72    | 0.03%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.4% 06/25/2064                                                                    | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78072.46     | 0.02%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034                                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1148823.57   | 0.34%             | 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      | $562315.46    | 0.17%             | 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      | $224058.19    | 0.07%             | 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      | $377190.45    | 0.11%             | 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      | $823835.70    | 0.25%             | 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      | $526157.67    | 0.16%             | 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        |   3710000 | PA      | $3884742.56   | 1.16%             | 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        |    395000 | PA      | $407013.78    | 0.12%             | 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      | $498445.20    | 0.15%             | 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      | $828360.19    | 0.25%             | 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      | $2090024.80   | 0.62%             | 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      | $1458278.88   | 0.44%             | 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      | $155308.51    | 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        |   1874000 | PA      | $1950808.81   | 0.58%             | 2032-01-01      | 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      | $808423.01    | 0.24%             | 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      | $709852.60    | 0.21%             | 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      | $153682.01    | 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      | $491822.44    | 0.15%             | 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      | $220380.56    | 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      | $1157467.35   | 0.35%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                               | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $409003.60    | 0.12%             | 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      | $585836.52    | 0.17%             | 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      | $576097.94    | 0.17%             | 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        |   3060000 | PA      | $3102815.70   | 0.93%             | 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      | $501286.39    | 0.15%             | 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      | $549341.95    | 0.16%             | 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        |    209350 | PA      | $208857.50    | 0.06%             | 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        |    200462 | PA      | $200458.47    | 0.06%             | 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        |    335750 | PA      | $335338.61    | 0.10%             | 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      | $100028.23    | 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      | $440732.59    | 0.13%             | 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      | $495761.84    | 0.15%             | 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      | $904577.36    | 0.27%             | 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      | $427877.45    | 0.13%             | 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      | $805621.98    | 0.24%             | 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      | $910929.77    | 0.27%             | 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      | $1219587.70   | 0.36%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5% 03/15/2035                                                          | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101806.79    | 0.03%             | 2035-03-15      | Fixed         | 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        |   1400000 | PA      | $1465437.60   | 0.44%             | 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      | $598033.59    | 0.18%             | 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      | $1021267.64   | 0.30%             | 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      | $619965.40    | 0.19%             | 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      | $588695.07    | 0.18%             | 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        |    894000 | PA      | $1025264.88   | 0.31%             | 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      | $65004.52     | 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      | $2455037.31   | 0.73%             | 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      | $54937.66     | 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      | $278275.12    | 0.08%             | 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      | $1246407.10   | 0.37%             | 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      | $614432.14    | 0.18%             | 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      | $100250.02    | 0.03%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                        | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143550 | PA      | $147632.45    | 0.04%             | 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        |    360000 | PA      | $366529.86    | 0.11%             | 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      | $73583.33     | 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        |    700000 | PA      | $709580.36    | 0.21%             | 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      | $346359.48    | 0.10%             | 2055-02-15      | 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      | $642545.45    | 0.19%             | 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      | $458294.52    | 0.14%             | 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      | $418662.57    | 0.12%             | 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      | $710452.25    | 0.21%             | 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      | $358964.34    | 0.11%             | 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        |   1570000 | PA      | $1629169.41   | 0.49%             | 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      | $517791.41    | 0.15%             | 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      | $520020.43    | 0.16%             | 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      | $526234.93    | 0.16%             | 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      | $173572.09    | 0.05%             | 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      | $473809.79    | 0.14%             | 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      | $159674.07    | 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      | $787564.52    | 0.24%             | 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      | $622817.18    | 0.19%             | 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      | $628594.45    | 0.19%             | 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      | $407357.13    | 0.12%             | 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      | $412624.96    | 0.12%             | 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      | $1606227.51   | 0.48%             | 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      | $593768.55    | 0.18%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 5.15% 03/01/2035                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462124.19    | 0.14%             | 2035-03-01      | Fixed         | 0.05%                 | 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      | $477313.59    | 0.14%             | 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      | $130518.88    | 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      | $1082058.27   | 0.32%             | 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      | $104385.17    | 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      | $205852.88    | 0.06%             | 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      | $172703.10    | 0.05%             | 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      | $25605.33     | 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        |   1554000 | PA      | $1592023.91   | 0.48%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 5.6% 04/15/2035                                                                   | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $553986.02    | 0.17%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.85% 04/01/2055                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121032.56    | 0.04%             | 2055-04-01      | 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      | $222853.70    | 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        |   1380000 | PA      | $1419274.33   | 0.42%             | 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      | $410269.65    | 0.12%             | 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        |   1155000 | PA      | $1159623.82   | 0.35%             | 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      | $115401.83    | 0.03%             | 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        |   1412000 | PA      | $1448080.81   | 0.43%             | 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      | $485919.11    | 0.15%             | 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        |   1280000 | PA      | $1385205.95   | 0.41%             | 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        |   1150000 | PA      | $1191300.97   | 0.36%             | 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      | $532952.20    | 0.16%             | 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      | $543140.61    | 0.16%             | 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        |    890000 | PA      | $912841.01    | 0.27%             | 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        |    640000 | PA      | $651325.00    | 0.19%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 6.05% 05/15/2055                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    950000 | PA      | $972756.70    | 0.29%             | 2055-05-15      | Fixed         | 0.06%                 | 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        |    690000 | PA      | $707012.74    | 0.21%             | 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      | $115193.77    | 0.03%             | 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        |   1561000 | PA      | $1617268.98   | 0.48%             | 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      | $175183.95    | 0.05%             | 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      | $1578397.86   | 0.47%             | 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      | $212230.40    | 0.06%             | 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      | $207532.20    | 0.06%             | 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      | $274350.17    | 0.08%             | 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      | $677477.97    | 0.20%             | 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      | $443169.93    | 0.13%             | 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        |    690000 | PA      | $714450.58    | 0.21%             | 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      | $1171134.08   | 0.35%             | 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      | $571267.95    | 0.17%             | 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        |   1400000 | PA      | $1424989.99   | 0.43%             | 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        |   1837000 | PA      | $1937523.30   | 0.58%             | 2035-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                    | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123072.12    | 0.04%             | 2030-07-01      | Fixed         | 0.05%                 | 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      | $272438.84    | 0.08%             | 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      | $316853.59    | 0.09%             | 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        |    777000 | PA      | $792739.98    | 0.24%             | 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      | $359483.84    | 0.11%             | 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        |   1700000 | PA      | $1782559.07   | 0.53%             | 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      | $715498.41    | 0.21%             | 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      | $284869.97    | 0.09%             | 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        |   1493000 | PA      | $1546153.85   | 0.46%             | 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      | $79751.20     | 0.02%             | 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      | $155821.30    | 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      | $662189.09    | 0.20%             | 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      | $408988.91    | 0.12%             | 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      | $411988.56    | 0.12%             | 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      | $203021.46    | 0.06%             | 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        |   1150000 | PA      | $1179812.04   | 0.35%             | 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      | $1033842.78   | 0.31%             | 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      | $417903.38    | 0.12%             | 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        |   1326000 | PA      | $1381243.63   | 0.41%             | 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      | $216182.59    | 0.06%             | 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        |   6580000 | PA      | $6700290.63   | 2.00%             | 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        |     90000 | PA      | $92235.94     | 0.03%             | 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      | $1295905.69   | 0.39%             | 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        |   1080000 | PA      | $1080449.12   | 0.32%             | 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      | $160201.85    | 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      | $259264.71    | 0.08%             | 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      | $787946.24    | 0.24%             | 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      | $371844.62    | 0.11%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 4.75% 01/15/2033                                                     | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    522000 | PA      | $526389.77    | 0.16%             | 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      | $85455.66     | 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        |   1191000 | PA      | $1216604.62   | 0.36%             | 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        |    623000 | PA      | $627357.24    | 0.19%             | 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        |   1431000 | PA      | $1453905.24   | 0.43%             | 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      | $487985.36    | 0.15%             | 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        |    264338 | PA      | $267333.55    | 0.08%             | 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        |    698250 | PA      | $712558.75    | 0.21%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A                                                  | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569943.28    | 0.17%             | 2030-11-15      | 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        |    510000 | PA      | $511220.87    | 0.15%             | 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      | $131483.07    | 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        |    934000 | PA      | $929732.50    | 0.28%             | 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      | $243481.70    | 0.07%             | 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      | $354958.49    | 0.11%             | 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: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    389000 | PA      | $392201.66    | 0.12%             | 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: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    388000 | PA      | $392302.35    | 0.12%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                              | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                         | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163409.65    | 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      | $262293.39    | 0.08%             | 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        |    704000 | PA      | $701453.39    | 0.21%             | 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      | $601481.29    | 0.18%             | 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      | $510821.75    | 0.15%             | 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      | $803884.35    | 0.24%             | 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      | $178655.74    | 0.05%             | 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      | $802943.02    | 0.24%             | 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      | $813672.19    | 0.24%             | 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      | $242717.74    | 0.07%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.5% 10/15/2032                                                                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160702.68    | 0.05%             | 2032-10-15      | Fixed         | 0.04%                 | 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      | $850546.35    | 0.25%             | 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      | $617137.02    | 0.18%             | 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      | $27117.87     | 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      | $98075.37     | 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        |    368000 | PA      | $359582.09    | 0.11%             | 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      | $147851.99    | 0.04%             | 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      | $465717.52    | 0.14%             | 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      | $482236.53    | 0.14%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.1% 09/26/2065                                                                       | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    551000 | PA      | $477454.89    | 0.14%             | 2065-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 5.077% 09/29/2035 144A                                               | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $812453.73    | 0.24%             | 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      | $251198.75    | 0.07%             | 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        |    149625 | PA      | $151174.76    | 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        |    124688 | PA      | $126451.94    | 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      | $423863.27    | 0.13%             | 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      | $111256.81    | 0.03%             | 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      | $122916.65    | 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      | $175776.23    | 0.05%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                            | BEIGNET INVESTOR LLC 6.581% 05/30/2049 144A                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1486970.55   | 0.44%             | 2049-05-30      | Fixed         | 0.07%                 | 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      | $181942.85    | 0.05%             | 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      | $1159021.90   | 0.35%             | 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      | $161760.07    | 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      | $300703.65    | 0.09%             | 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      | $703517.95    | 0.21%             | 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      | $701722.64    | 0.21%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $452175.75    | 0.13%             | 2031-11-04      | Variable      | 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      | $401500.22    | 0.12%             | 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      | $438229.10    | 0.13%             | 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      | $999857.68    | 0.30%             | 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        |    540000 | PA      | $533498.62    | 0.16%             | 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        |    660000 | PA      | $646024.66    | 0.19%             | 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        |    540000 | PA      | $526063.75    | 0.16%             | 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        |   1367000 | PA      | $1354583.32   | 0.40%             | 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      | $968142.27    | 0.29%             | 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      | $999342.25    | 0.30%             | 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      | $683417.43    | 0.20%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2530000 | PA      | $2525651.56   | 0.75%             | 2055-11-15      | 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      | $830946.84    | 0.25%             | 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      | $125985.18    | 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      | $702460.16    | 0.21%             | 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      | $651495.03    | 0.19%             | 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      | $699179.19    | 0.21%             | 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      | $1449640.77   | 0.43%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 6% 11/30/2065                                                          | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281076.42    | 0.08%             | 2065-11-30      | 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      | $414309.36    | 0.12%             | 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        |   1193000 | PA      | $1217049.15   | 0.36%             | 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      | $904426.83    | 0.27%             | 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      | $1006154.85   | 0.30%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.75% 11/15/2055                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537865.42    | 0.16%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                                           | VSP OPTICAL GROUP INC 5.45% 12/01/2035 144A                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92569.47     | 0.03%             | 2035-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 4.8% 12/12/2030 144A                                       | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161778.32    | 0.05%             | 2030-12-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.125% 07/15/2030                                                        | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161994.07    | 0.05%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 4.97% 04/06/2029                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120765.28    | 0.04%             | 2029-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 4.25% 01/13/2031 144A                                                                      | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    549000 | PA      | $549894.58    | 0.16%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 4.75% 01/13/2033 144A                                                                      | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    452000 | PA      | $457270.88    | 0.14%             | 2033-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 5% 01/13/2036 144A                                                                         | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $803517.74    | 0.24%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.7% 01/15/2056                                                                      | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    476000 | PA      | $488790.05    | 0.15%             | 2056-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GBL FUNDING 4.55% 01/09/2031 144A                                                      | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240746.25    | 0.07%             | 2031-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 4.7% 01/31/2031 144A                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804577.14    | 0.24%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    421000 | PA      | $423599.62    | 0.13%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.065%/VAR 01/21/2037                                               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1429987.66   | 0.43%             | 2037-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.305%/VAR 01/28/2037                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356124.28    | 0.11%             | 2037-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.55% 04/15/2031 144A                                                  | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785586.79    | 0.23%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                        | JERSEY MIKES FDG LLC 5.25% 02/15/2056                                                             | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $810534.08    | 0.24%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                        | JERSEY MIKES FDG LLC 1A A2II 5.7% 02/15/2056 144A                                                 | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1634321.92   | 0.49%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.85% 02/04/2066                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958013.33    | 0.29%             | 2066-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.7% 02/04/2056                                                                       | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969760.19    | 0.29%             | 2056-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.7% 02/04/2036                                                                       | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320179.23    | 0.10%             | 2036-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.55% 02/04/2046                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974451.53    | 0.29%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.35% 05/04/2033                                                                      | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321078.74    | 0.10%             | 2033-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.95% 02/04/2031                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319344.53    | 0.10%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 02/15/2056                                                      | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $305718.75    | 0.09%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 5.25% 03/15/2036                                                   | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100692.62   | 0.33%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.95% 03/15/2036                                                       | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $882779.14    | 0.26%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 4.5% 03/15/2033                                                                   | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64022.25     | 0.02%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 5% 03/15/2036                                                                          | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197187.28   | 0.36%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.45% 03/15/2031                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43209.44     | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.75% 03/15/2033                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89156.53     | 0.03%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer