# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0001752724-25-176655
**Filing Date:** 2025-7
**Character Count:** 284322
**Document Hash:** 39ec87d7955117054cfb53c4630f7730
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176655.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176655

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**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:** 251146233

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Corporate Bond ETF**

**May 31, 2025**

T12-NPRT3-0725

1.9862233.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b) | 144638 | 145728 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b) | 143280 | 145447 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 274620 | 277137 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 163180 | 166150 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 201985 | 197149 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 210940 | 207152 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 338300 | 332022 |
| TOTAL UNITED STATES |  | 1470785 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,474,764) |  | <br> **1470785** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Truist Bank 2.25% 3/11/2030 <br>(Cost $399,676)<br>| 400000 | **353623** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9211% 12/15/2039 (b)(c)(d)<br> (Cost $99,754) | 100000 | **99624** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 89.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (b) | 370000 | 337968 |
| Westpac Banking Corp 5.405% 8/10/2033 (d) | 280000 | 279449 |
| Westpac Banking Corp 5.618% 11/20/2035 (d) | 120000 | 119124 |
| TOTAL AUSTRALIA |  | 736541 |
| BELGIUM - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| KBC Group NV 4.932% 10/16/2030 (b)(d) | 882000 | 885031 |
| KBC Group NV 6.324% 9/21/2034 (b)(d) | 550000 | 580911 |
| TOTAL BELGIUM |  | 1465942 |
| BRAZIL - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 200000 | 186846 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 790000 | 752301 |
| TOTAL BRAZIL |  | 939147 |
| CANADA - 3.4%  |  |  |
| Communication Services - 0.3% |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 449000 | 411197 |
| Rogers Communications Inc 4.3% 2/15/2048  | 100000 | 78319 |
| Rogers Communications Inc 4.55% 3/15/2052  | 224000 | 175703 |
|  |  | 665219 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Alimentation Couche-Tard Inc 2.95% 1/25/2030 (b) | 499000 | 461384 |
| Energy - 1.3% |  |  |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 134000 | 109120 |
| Canadian Natural Resources Ltd 5.4% 12/15/2034 (b) | 840000 | 816054 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 450000 | 451647 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 539000 | 457019 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 350000 | 228266 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 172000 | 148006 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 33000 | 34759 |
| Enbridge Inc 6.2% 11/15/2030  | 360000 | 381206 |
| Enbridge Inc 7.2% 6/27/2054 (d) | 350000 | 351610 |
| Suncor Energy Inc 6.85% 6/1/2039  | 166000 | 177155 |
|  |  | 3154842 |
| Financials - 1.0% |  |  |
| Insurance - 1.0% |  |  |
| Empower Finance 2020 LP 1.776% 3/17/2031 (b) | 293000 | 251576 |
| Fairfax Financial Holdings Ltd 3.375% 3/3/2031  | 20000 | 18270 |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  | 315000 | 316609 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 612000 | 621769 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  | 540000 | 555171 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033 (b) | 60000 | 61686 |
| Intact Financial Corp 5.459% 9/22/2032 (b) | 567000 | 566806 |
|  |  | 2391887 |
| Utilities - 0.7% |  |  |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 330000 | 284148 |
| Emera US Finance LP 3.55% 6/15/2026  | 1121000 | 1106105 |
| Emera US Finance LP 4.75% 6/15/2046  | 426000 | 343786 |
|  |  | 1734039 |
| TOTAL CANADA |  | 8407371 |
| FRANCE - 1.0%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| BNP Paribas SA 1.904% 9/30/2028 (b)(d) | 870000 | 813036 |
| BNP Paribas SA 2.591% 1/20/2028 (b)(d) | 510000 | 492275 |
| BPCE SA 2.277% 1/20/2032 (b)(d) | 570000 | 483971 |
| Credit Agricole SA 2.811% 1/11/2041 (b) | 408000 | 273288 |
| Societe Generale SA 3% 1/22/2030 (b) | 555000 | 509711 |
| TOTAL FRANCE |  | 2572281 |
| GERMANY - 1.5%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Automobiles - 0.2% |  |  |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (b) | 780000 | 772272 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.2% |  |  |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (d) | 566000 | 499735 |
| Insurance - 0.2% |  |  |
| Allianz SE 5.6% 9/3/2054 (b)(d) | 400000 | 391470 |
| TOTAL FINANCIALS |  | 891205 |
| Health Care - 0.9% |  |  |
| Pharmaceuticals - 0.9% |  |  |
| Bayer US Finance LLC 6.25% 1/21/2029 (b) | 410000 | 426278 |
| Bayer US Finance LLC 6.875% 11/21/2053 (b) | 1730000 | 1750283 |
|  |  | 2176561 |
| TOTAL GERMANY |  | 3840038 |
| IRELAND - 3.1%  |  |  |
| Financials - 1.1% |  |  |
| Consumer Finance - 1.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 150000 | 145379 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 151000 | 142539 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 161000 | 142961 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 773000 | 665598 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 470000 | 365839 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 900000 | 893056 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034  | 500000 | 479860 |
|  |  | 2835232 |
| Industrials - 1.6% |  |  |
| Transportation Infrastructure - 1.6% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 219000 | 206424 |
| Avolon Holdings Funding Ltd 4.25% 4/15/2026 (b) | 1295000 | 1285540 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 600000 | 597859 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 312000 | 312395 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 600000 | 610899 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 809000 | 837467 |
|  |  | 3850584 |
| Materials - 0.4% |  |  |
| Containers & Packaging - 0.4% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 650000 | 650806 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 427000 | 425167 |
|  |  | 1075973 |
| TOTAL IRELAND |  | 7761789 |
| ISRAEL - 0.2%  |  |  |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 200000 | 201788 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 201990 |
| TOTAL ISRAEL |  | 403778 |
| ITALY - 0.6%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 200000 | 200455 |
| Intesa Sanpaolo SpA 7.2% 11/28/2033 (b) | 400000 | 441670 |
| UniCredit SpA 1.982% 6/3/2027 (b)(d) | 355000 | 344734 |
|  |  | 986859 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 5.5% 6/26/2034 (b) | 539000 | 539712 |
| TOTAL ITALY |  | 1526571 |
| JAPAN - 0.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Tobacco - 0.4% |  |  |
| Japan Tobacco Inc 5.21% 6/15/2030 (b) | 500000 | 510268 |
| Japan Tobacco Inc 5.856% 6/15/2035 (b) | 500000 | 515531 |
| TOTAL JAPAN |  | 1025799 |
| MEXICO - 0.3%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Petroleos Mexicanos 5.35% 2/12/2028  | 394000 | 371936 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 85000 | 83512 |
| Petroleos Mexicanos 6.5% 3/13/2027  | 280000 | 274840 |
| TOTAL MEXICO |  | 730288 |
| NETHERLANDS - 1.0%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| Viterra Finance BV 4.9% 4/21/2027 (b) | 570000 | 569858 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| ABN AMRO Bank NV 5.515% 12/3/2035 (b)(d) | 1200000 | 1202598 |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 700000 | 692836 |
|  |  | 1895434 |
| TOTAL NETHERLANDS |  | 2465292 |
| SPAIN - 0.9%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Banco Santander SA 2.749% 12/3/2030  | 420000 | 369590 |
| CaixaBank SA 5.673% 3/15/2030 (b)(d) | 550000 | 564876 |
| CaixaBank SA 6.037% 6/15/2035 (b)(d) | 750000 | 772934 |
|  |  | 1707400 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b) | 550000 | 526482 |
| TOTAL SPAIN |  | 2233882 |
| SWITZERLAND - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Capital Markets - 0.9% |  |  |
| UBS Group AG 3.091% 5/14/2032 (b)(d) | 725000 | 649015 |
| UBS Group AG 3.126% 8/13/2030 (b)(d) | 500000 | 467217 |
| UBS Group AG 3.869% 1/12/2029 (b)(d) | 200000 | 195768 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) | 580000 | 562076 |
| UBS Group AG 9.016% 11/15/2033 (b)(d) | 300000 | 366417 |
| TOTAL SWITZERLAND |  | 2240493 |
| UNITED KINGDOM - 4.4%  |  |  |
| Consumer Staples - 0.9% |  |  |
| Tobacco - 0.9% |  |  |
| BAT Capital Corp 2.726% 3/25/2031  | 2180000 | 1937713 |
| BAT Capital Corp 5.834% 2/20/2031  | 184000 | 191708 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (b) | 210000 | 215461 |
|  |  | 2344882 |
| Financials - 3.1% |  |  |
| Banks - 3.1% |  |  |
| Barclays PLC 2.645% 6/24/2031 (d) | 550000 | 490641 |
| Barclays PLC 2.894% 11/24/2032 (d) | 300000 | 261036 |
| Barclays PLC 4.836% 5/9/2028  | 415000 | 415740 |
| Barclays PLC 5.088% 6/20/2030 (d) | 200000 | 199229 |
| Barclays PLC 5.367% 2/25/2031 (d) | 600000 | 605189 |
| Barclays PLC 5.785% 2/25/2036 (d) | 600000 | 601317 |
| Barclays PLC 6.224% 5/9/2034 (d) | 550000 | 574202 |
| HSBC Holdings PLC 2.357% 8/18/2031 (d) | 570000 | 499607 |
| HSBC Holdings PLC 2.848% 6/4/2031 (d) | 1900000 | 1712956 |
| HSBC Holdings PLC 4.041% 3/13/2028 (d) | 225000 | 222348 |
| HSBC Holdings PLC 6.332% 3/9/2044 (d) | 450000 | 472243 |
| HSBC Holdings PLC 7.39% 11/3/2028 (d) | 225000 | 237942 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (d) | 350000 | 397839 |
| Standard Chartered PLC 5.005% 10/15/2030 (b)(d) | 418000 | 417658 |
| Standard Chartered PLC 5.545% 1/21/2029 (b)(d) | 408000 | 414619 |
| Standard Chartered PLC 6.228% 1/21/2036 (b)(d) | 90000 | 93301 |
|  |  | 7615867 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca PLC 6.45% 9/15/2037  | 176000 | 194311 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| BAE Systems PLC 1.9% 2/15/2031 (b) | 425000 | 364139 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 300000 | 302906 |
|  |  | 667045 |
| Passenger Airlines - 0.0% |  |  |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b) | 166059 | 148211 |
| TOTAL INDUSTRIALS |  | 815256 |
| TOTAL UNITED KINGDOM |  | 10970316 |
| UNITED STATES - 70.5%  |  |  |
| Communication Services - 3.8% |  |  |
| Diversified Telecommunication Services - 1.2% |  |  |
| AT&T Inc 3.55% 9/15/2055  | 762000 | 503745 |
| AT&T Inc 3.65% 9/15/2059  | 775000 | 509237 |
| AT&T Inc 4.3% 2/15/2030  | 412000 | 407659 |
| AT&T Inc 4.5% 5/15/2035  | 233000 | 219179 |
| Verizon Communications Inc 2.55% 3/21/2031  | 312000 | 276337 |
| Verizon Communications Inc 3.7% 3/22/2061  | 1155000 | 778145 |
| Verizon Communications Inc 4.4% 11/1/2034  | 322000 | 301557 |
|  |  | 2995859 |
| Media - 1.9% |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (b) | 443000 | 415379 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 228000 | 146767 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 1498000 | 1479122 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  | 980000 | 660183 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 338000 | 283930 |
| Comcast Corp 2.937% 11/1/2056  | 235000 | 134373 |
| Comcast Corp 5.5% 5/15/2064  | 300000 | 272758 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 273000 | 210090 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 354000 | 331058 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 438000 | 466759 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 252000 | 244281 |
|  |  | 4644700 |
| Wireless Telecommunication Services - 0.7% |  |  |
| T-Mobile USA Inc 2.4% 3/15/2029  | 242000 | 223735 |
| T-Mobile USA Inc 2.7% 3/15/2032  | 1940000 | 1685953 |
|  |  | 1909688 |
| TOTAL COMMUNICATION SERVICES |  | 9550247 |
| Consumer Discretionary - 3.1% |  |  |
| Automobiles - 1.5% |  |  |
| Ford Motor Co 3.25% 2/12/2032  | 750000 | 618905 |
| Ford Motor Co 6.1% 8/19/2032  | 600000 | 586051 |
| General Motors Co 5.4% 4/1/2048  | 500000 | 420758 |
| General Motors Co 5.95% 4/1/2049  | 416000 | 375403 |
| General Motors Financial Co Inc 3.1% 1/12/2032  | 400000 | 344762 |
| General Motors Financial Co Inc 3.6% 6/21/2030  | 920000 | 847749 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (b) | 614000 | 615436 |
|  |  | 3809064 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co 2.75% 2/1/2032  | 330000 | 283407 |
| Leisure Products - 0.2% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 510000 | 518154 |
| Specialty Retail - 1.3% |  |  |
| Advance Auto Parts Inc 1.75% 10/1/2027  | 338000 | 311581 |
| AutoNation Inc 3.85% 3/1/2032  | 1580000 | 1427675 |
| Lowe's Cos Inc 4.25% 4/1/2052  | 180000 | 136574 |
| Lowe's Cos Inc 5.15% 7/1/2033  | 1050000 | 1057157 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 250000 | 234432 |
|  |  | 3167419 |
| TOTAL CONSUMER DISCRETIONARY |  | 7778044 |
| Consumer Staples - 1.5% |  |  |
| Beverages - 0.1% |  |  |
| Constellation Brands Inc 2.875% 5/1/2030  | 363000 | 332446 |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| Dollar Tree Inc 4.2% 5/15/2028  | 230000 | 226246 |
| Mars Inc 4.8% 3/1/2030 (b) | 168000 | 169037 |
| Mars Inc 5% 3/1/2032 (b) | 126000 | 126424 |
| Mars Inc 5.2% 3/1/2035 (b) | 195000 | 194269 |
| Mars Inc 5.65% 5/1/2045 (b) | 102000 | 100065 |
| Mars Inc 5.7% 5/1/2055 (b) | 203000 | 196930 |
| Mars Inc 5.8% 5/1/2065 (b) | 25000 | 24255 |
|  |  | 1037226 |
| Food Products - 0.1% |  |  |
| McCormick & Co Inc/MD 1.85% 2/15/2031  | 261000 | 221955 |
| Smithfield Foods Inc 3% 10/15/2030 (b) | 135000 | 120274 |
|  |  | 342229 |
| Tobacco - 0.9% |  |  |
| Philip Morris International Inc 5.75% 11/17/2032  | 2001000 | 2095116 |
| TOTAL CONSUMER STAPLES |  | 3807017 |
| Energy - 7.2% |  |  |
| Oil, Gas & Consumable Fuels - 7.2% |  |  |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 560000 | 549168 |
| Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b) | 560000 | 501040 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) | 714000 | 741842 |
| Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b) | 470000 | 437363 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) | 64000 | 65876 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) | 19000 | 19089 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) | 34000 | 34170 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 715000 | 721327 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 236000 | 166705 |
| Energy Transfer LP 5% 5/15/2050  | 450000 | 363762 |
| Energy Transfer LP 5.4% 10/1/2047  | 316000 | 272456 |
| Energy Transfer LP 5.8% 6/15/2038  | 123000 | 120431 |
| Energy Transfer LP 6% 6/15/2048  | 257000 | 238631 |
| Energy Transfer LP 6.55% 12/1/2033  | 510000 | 541691 |
| Enterprise Products Operating LLC 4.9% 5/15/2046  | 183000 | 159867 |
| EQT Corp 5.75% 2/1/2034  | 1025000 | 1031840 |
| Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b)(f) | 877000 | 882479 |
| Hess Corp 4.3% 4/1/2027  | 354000 | 352580 |
| Hess Corp 5.6% 2/15/2041  | 410000 | 397420 |
| Hess Corp 5.8% 4/1/2047  | 240000 | 231339 |
| Hess Corp 6% 1/15/2040  | 405000 | 416226 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 161000 | 159930 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 654000 | 631301 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 149000 | 140837 |
| ONEOK Inc 5.65% 9/1/2034  | 1076000 | 1068772 |
| Ovintiv Inc 7.2% 11/1/2031  | 270000 | 286671 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 280000 | 264397 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 480000 | 396839 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 1100000 | 1091655 |
| Targa Resources Corp 5.5% 2/15/2035  | 686000 | 671136 |
| Targa Resources Corp 5.55% 8/15/2035  | 600000 | 588330 |
| Targa Resources Corp 6.15% 3/1/2029  | 90000 | 93937 |
| Western Gas Partners LP 4.05% 2/1/2030 (e) | 2394000 | 2275819 |
| Western Gas Partners LP 5.3% 3/1/2048  | 360000 | 290703 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 1463000 | 1415887 |
| Williams Cos Inc/The 5.3% 8/15/2052  | 57000 | 50424 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 360000 | 342565 |
|  |  | 18014505 |
| Financials - 26.0% |  |  |
| Banks - 11.1% |  |  |
| Bank of America Corp 2.676% 6/19/2041 (d) | 619000 | 431614 |
| Bank of America Corp 2.884% 10/22/2030 (d) | 287000 | 265887 |
| Bank of America Corp 3.194% 7/23/2030 (d) | 495000 | 466319 |
| Bank of America Corp 4.571% 4/27/2033 (d) | 2500000 | 2424909 |
| Bank of America Corp 5.015% 7/22/2033 (d) | 640000 | 637776 |
| Bank of America Corp 5.468% 1/23/2035 (d) | 800000 | 808367 |
| Bank of America Corp 5.872% 9/15/2034 (d) | 960000 | 997544 |
| Citigroup Inc 2.572% 6/3/2031 (d) | 196000 | 175576 |
| Citigroup Inc 2.666% 1/29/2031 (d) | 307000 | 278032 |
| Citigroup Inc 4.91% 5/24/2033 (d) | 295000 | 290002 |
| Citigroup Inc 6.174% 5/25/2034 (d) | 541000 | 554369 |
| Citigroup Inc 6.27% 11/17/2033 (d) | 550000 | 583512 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 337000 | 276122 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (d) | 400000 | 400417 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (d) | 1204000 | 1229116 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (d) | 587000 | 622373 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 245000 | 286117 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (d) | 991000 | 821506 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (d) | 240000 | 250169 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (d) | 456000 | 411512 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (d) | 467000 | 425208 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) | 791000 | 786316 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (d) | 890000 | 882019 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (d) | 897000 | 870413 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 204000 | 184343 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (d) | 90000 | 91397 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (d) | 480000 | 479082 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (d) | 2240000 | 2303367 |
| JPMorgan Chase & Co 6.254% 10/23/2034 (d) | 440000 | 470505 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (d) | 500000 | 508060 |
| PNC Financial Services Group Inc/The 5.401% 7/23/2035 (d) | 750000 | 748542 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (d) | 500000 | 503327 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (d) | 400000 | 411581 |
| PNC Financial Services Group Inc/The 6.875% 10/20/2034 (d) | 890000 | 975811 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (d) | 60000 | 62264 |
| Truist Financial Corp 1.95% 6/5/2030  | 150000 | 131109 |
| Truist Financial Corp 5.711% 1/24/2035 (d) | 900000 | 914504 |
| Wells Fargo & Co 4.478% 4/4/2031 (d) | 432000 | 424785 |
| Wells Fargo & Co 4.65% 11/4/2044  | 1464000 | 1217438 |
| Wells Fargo & Co 5.244% 1/24/2031 (d) | 346000 | 351152 |
| Wells Fargo & Co 5.389% 4/24/2034 (d) | 1300000 | 1305557 |
| Wells Fargo & Co 5.499% 1/23/2035 (d) | 1300000 | 1307377 |
|  |  | 27565396 |
| Capital Markets - 5.7% |  |  |
| Ares Capital Corp 2.15% 7/15/2026  | 335000 | 324699 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 600000 | 589611 |
| Ares Strategic Income Fund 5.7% 3/15/2028  | 632000 | 633047 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 240000 | 237868 |
| Ares Strategic Income Fund 6.35% 8/15/2029  | 560000 | 567643 |
| Athene Global Funding 1.985% 8/19/2028 (b) | 380000 | 347555 |
| Athene Global Funding 2.5% 3/24/2028 (b) | 340000 | 319509 |
| Blackstone Holdings Finance Co LLC 3.5% 9/10/2049 (b) | 348000 | 234416 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 600000 | 599397 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 427000 | 434063 |
| GA Global Funding Trust 5.9% 1/13/2035 (b) | 600000 | 599778 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 465000 | 464913 |
| HPS Corporate Lending Fund 5.95% 4/14/2032  | 600000 | 591376 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 761000 | 785996 |
| Morgan Stanley 1.794% 2/13/2032 (d) | 434000 | 365503 |
| Morgan Stanley 2.239% 7/21/2032 (d) | 1750000 | 1490329 |
| Morgan Stanley 2.699% 1/22/2031 (d) | 286000 | 260903 |
| Morgan Stanley 4.431% 1/23/2030 (d) | 410000 | 406596 |
| Morgan Stanley 4.654% 10/18/2030 (d) | 1200000 | 1191997 |
| Morgan Stanley 5.23% 1/15/2031 (d) | 500000 | 507387 |
| Morgan Stanley 5.32% 7/19/2035 (d) | 800000 | 794784 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 110000 | 113581 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 1170000 | 1183815 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 527000 | 533417 |
| Sixth Street Specialty Lending Inc 5.625% 8/15/2030  | 600000 | 597619 |
|  |  | 14175802 |
| Consumer Finance - 1.3% |  |  |
| Ally Financial Inc 5.543% 1/17/2031 (d) | 36000 | 35931 |
| Ally Financial Inc 5.737% 5/15/2029 (d) | 254000 | 256488 |
| American Express Co 5.085% 1/30/2031 (d) | 168000 | 170550 |
| Capital One Financial Corp 5.247% 7/26/2030 (d) | 321000 | 323911 |
| Capital One Financial Corp 5.468% 2/1/2029 (d) | 404000 | 411178 |
| Capital One Financial Corp 6.312% 6/8/2029 (d) | 390000 | 406181 |
| Capital One Financial Corp 7.624% 10/30/2031 (d) | 170000 | 189590 |
| Ford Motor Credit Co LLC 3.375% 11/13/2025  | 615000 | 610125 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 400000 | 394093 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 440000 | 449390 |
|  |  | 3247437 |
| Financial Services - 3.2% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 459000 | 456910 |
| Aviation Capital Group LLC 6.75% 10/25/2028 (b) | 450000 | 475359 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 95000 | 93499 |
| Corebridge Financial Inc 3.85% 4/5/2029  | 1223000 | 1186698 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 25000 | 20496 |
| Corebridge Financial Inc 4.4% 4/5/2052  | 95000 | 73726 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 987000 | 980325 |
| Equitable Holdings Inc 5% 4/20/2048  | 296000 | 253865 |
| Essent Group Ltd 6.25% 7/1/2029  | 500000 | 515414 |
| Jackson Financial Inc 3.125% 11/23/2031  | 420000 | 364701 |
| Jackson Financial Inc 4% 11/23/2051  | 365000 | 240965 |
| Jackson Financial Inc 5.17% 6/8/2027  | 84000 | 84649 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027  | 1000000 | 964156 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 435000 | 373918 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030  | 170000 | 172051 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 159000 | 161057 |
| Rexford Industrial Realty LP 2.15% 9/1/2031  | 289000 | 243328 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (b) | 160000 | 161710 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 688000 | 705739 |
| Voya Financial Inc 4.7% 1/23/2048 (d) | 423000 | 400346 |
|  |  | 7928912 |
| Insurance - 4.7% |  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 (b) | 600000 | 578604 |
| AmFam Holdings Inc 2.805% 3/11/2031 (b) | 1030000 | 864408 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 72000 | 72170 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 500000 | 492094 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 362000 | 335601 |
| Assurant Inc 2.65% 1/15/2032  | 420000 | 351402 |
| Athene Holding Ltd 3.45% 5/15/2052  | 1180000 | 724847 |
| Athene Holding Ltd 5.875% 1/15/2034  | 687000 | 695749 |
| Athene Holding Ltd 6.65% 2/1/2033  | 613000 | 650136 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (b) | 510000 | 469868 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 395000 | 399918 |
| Liberty Mutual Group Inc 5.5% 6/15/2052 (b) | 829000 | 740611 |
| Marsh & McLennan Cos Inc 6.25% 11/1/2052  | 330000 | 345731 |
| Massachusetts Mutual Life Insurance Co 3.729% 10/15/2070 (b) | 273000 | 174641 |
| Pacific LifeCorp 5.125% 1/30/2043 (b) | 309000 | 279705 |
| Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b) | 1500000 | 1509478 |
| Pine Street Trust III 6.223% 5/15/2054 (b) | 800000 | 771385 |
| Reinsurance Group of America Inc 3.9% 5/15/2029  | 450000 | 438461 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 600000 | 607919 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 386000 | 386620 |
| Unum Group 4.125% 6/15/2051  | 1190000 | 863688 |
|  |  | 11753036 |
| TOTAL FINANCIALS |  | 64670583 |
| Health Care - 4.7% |  |  |
| Biotechnology - 0.9% |  |  |
| AbbVie Inc 4.55% 3/15/2035  | 231000 | 220538 |
| Amgen Inc 5.25% 3/2/2033  | 88000 | 88808 |
| Amgen Inc 5.65% 3/2/2053  | 341000 | 324606 |
| Amgen Inc 5.75% 3/2/2063  | 75000 | 70905 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 600000 | 573612 |
| Gilead Sciences Inc 5.6% 11/15/2064  | 900000 | 855737 |
|  |  | 2134206 |
| Health Care Providers & Services - 3.1% |  |  |
| Centene Corp 2.625% 8/1/2031  | 1020000 | 863957 |
| Centene Corp 3% 10/15/2030  | 294000 | 258625 |
| Centene Corp 4.25% 12/15/2027  | 160000 | 156268 |
| Centene Corp 4.625% 12/15/2029  | 990000 | 953371 |
| Cigna Group/The 3.4% 3/15/2050  | 397000 | 259137 |
| Cigna Group/The 4.8% 8/15/2038  | 1276000 | 1166897 |
| Cigna Group/The 4.9% 12/15/2048  | 400000 | 338969 |
| CVS Health Corp 4.78% 3/25/2038  | 926000 | 822963 |
| CVS Health Corp 4.875% 7/20/2035  | 134000 | 125152 |
| CVS Health Corp 5% 1/30/2029  | 65000 | 65439 |
| CVS Health Corp 5.25% 1/30/2031  | 26000 | 26217 |
| CVS Health Corp 5.3% 6/1/2033  | 330000 | 325754 |
| CVS Health Corp 5.875% 6/1/2053  | 690000 | 634564 |
| CVS Health Corp 6% 6/1/2063  | 140000 | 128427 |
| CVS Health Corp 6.05% 6/1/2054  | 210000 | 198048 |
| HCA Inc 3.375% 3/15/2029  | 30000 | 28533 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 340000 | 348421 |
| Icon Investments Six DAC 6% 5/8/2034  | 397000 | 397410 |
| Sabra Health Care LP 3.2% 12/1/2031  | 615000 | 535630 |
|  |  | 7633782 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 400000 | 403060 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 275000 | 261146 |
| Bristol-Myers Squibb Co 5.65% 2/22/2064  | 850000 | 803691 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (d) | 372000 | 382249 |
|  |  | 1850146 |
| TOTAL HEALTH CARE |  | 11618134 |
| Industrials - 3.9% |  |  |
| Aerospace & Defense - 2.2% |  |  |
| Boeing Co 3.625% 2/1/2031  | 1535000 | 1430714 |
| Boeing Co 5.04% 5/1/2027  | 558000 | 561352 |
| Boeing Co 5.15% 5/1/2030  | 1008000 | 1016837 |
| Boeing Co 5.805% 5/1/2050  | 200000 | 187286 |
| Boeing Co 6.298% 5/1/2029  | 61000 | 64159 |
| Boeing Co 6.388% 5/1/2031  | 726000 | 774624 |
| Boeing Co 6.528% 5/1/2034  | 49000 | 52301 |
| Boeing Co 6.858% 5/1/2054  | 244000 | 260228 |
| Boeing Co 7.008% 5/1/2064  | 240000 | 256374 |
| Hexcel Corp 5.875% 2/26/2035  | 150000 | 149740 |
| RTX Corp 6.1% 3/15/2034  | 350000 | 372885 |
| RTX Corp 6.4% 3/15/2054  | 350000 | 373366 |
|  |  | 5499866 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp 5.9% 3/15/2034  | 18000 | 18912 |
| Carrier Global Corp 6.2% 3/15/2054  | 11000 | 11625 |
|  |  | 30537 |
| Ground Transportation - 0.1% |  |  |
| CSX Corp 4.75% 11/15/2048  | 282000 | 243667 |
| Machinery - 1.0% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 469000 | 470324 |
| Ingersoll Rand Inc 5.314% 6/15/2031  | 500000 | 511729 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 950000 | 959309 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 514000 | 528994 |
|  |  | 2470356 |
| Passenger Airlines - 0.2% |  |  |
| American Airlines 2016-3 Class A Pass Through Trust equipment trust certificate 3.75% 4/15/2027  | 82595 | 81855 |
| American Airlines 2017-2 Class B equipment trust certificate 3.7% 4/15/2027  | 229129 | 227294 |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 122851 | 117953 |
| United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027  | 53241 | 52476 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 94020 | 89698 |
|  |  | 569276 |
| Professional Services - 0.2% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 298000 | 300194 |
| Paychex Inc 5.1% 4/15/2030  | 22000 | 22285 |
| Paychex Inc 5.35% 4/15/2032  | 30000 | 30446 |
| Paychex Inc 5.6% 4/15/2035  | 23000 | 23387 |
|  |  | 376312 |
| Trading Companies & Distributors - 0.2% |  |  |
| Ferguson Enterprises Inc 5% 10/3/2034  | 488000 | 469778 |
| TOTAL INDUSTRIALS |  | 9659792 |
| Information Technology - 5.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Dell International LLC / EMC Corp 3.45% 12/15/2051  | 306000 | 202490 |
| Vontier Corp 2.95% 4/1/2031  | 1272000 | 1120230 |
|  |  | 1322720 |
| IT Services - 0.8% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 544000 | 526799 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 217000 | 216706 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 1150000 | 1132835 |
|  |  | 1876340 |
| Semiconductors & Semiconductor Equipment - 3.0% |  |  |
| Broadcom Inc 2.45% 2/15/2031 (b) | 175000 | 154723 |
| Broadcom Inc 2.6% 2/15/2033 (b) | 1302000 | 1099123 |
| Broadcom Inc 3.5% 2/15/2041 (b) | 363000 | 281371 |
| Broadcom Inc 5.15% 11/15/2031  | 1550000 | 1577951 |
| Marvell Technology Inc 2.95% 4/15/2031  | 1300000 | 1162411 |
| Marvell Technology Inc 5.75% 2/15/2029  | 260000 | 268901 |
| Marvell Technology Inc 5.95% 9/15/2033  | 205000 | 211712 |
| Micron Technology Inc 2.703% 4/15/2032  | 605000 | 515715 |
| Micron Technology Inc 5.3% 1/15/2031  | 556000 | 559442 |
| Micron Technology Inc 5.65% 11/1/2032  | 500000 | 508089 |
| Micron Technology Inc 5.8% 1/15/2035  | 600000 | 604692 |
| Micron Technology Inc 6.05% 11/1/2035  | 500000 | 509857 |
|  |  | 7453987 |
| Software - 0.9% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 250000 | 251660 |
| AppLovin Corp 5.375% 12/1/2031  | 700000 | 706484 |
| Oracle Corp 2.875% 3/25/2031  | 140000 | 126214 |
| Oracle Corp 3.95% 3/25/2051  | 300000 | 214536 |
| Oracle Corp 4.3% 7/8/2034  | 227000 | 211124 |
| Roper Technologies Inc 2.95% 9/15/2029  | 389000 | 363899 |
| Roper Technologies Inc 4.75% 2/15/2032  | 300000 | 296802 |
|  |  | 2170719 |
| TOTAL INFORMATION TECHNOLOGY |  | 12823766 |
| Materials - 1.1% |  |  |
| Chemicals - 1.1% |  |  |
| Celanese US Holdings LLC 6.415% 7/15/2027 (d) | 1115000 | 1143210 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (d) | 609000 | 635738 |
| Dow Chemical Co/The 5.15% 2/15/2034  | 750000 | 734030 |
| International Flavors & Fragrances Inc 1.832% 10/15/2027 (b) | 132000 | 123180 |
|  |  | 2636158 |
| Real Estate - 5.1% |  |  |
| Diversified REITs - 1.3% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 794000 | 774512 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 53000 | 42603 |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  | 100000 | 103514 |
| Store Capital LLC 2.7% 12/1/2031  | 330000 | 276099 |
| Store Capital LLC 2.75% 11/18/2030  | 67000 | 58310 |
| VICI Properties LP 4.75% 2/15/2028  | 348000 | 348095 |
| VICI Properties LP 4.95% 2/15/2030  | 990000 | 982222 |
| VICI Properties LP 5.125% 11/15/2031  | 200000 | 197219 |
| VICI Properties LP 5.125% 5/15/2032  | 157000 | 153842 |
| Vornado Realty LP 2.15% 6/1/2026  | 73000 | 70586 |
| Vornado Realty LP 3.4% 6/1/2031  | 165000 | 141814 |
|  |  | 3148816 |
| Health Care REITs - 0.6% |  |  |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 394000 | 333087 |
| Ventas Realty LP 3% 1/15/2030  | 1247000 | 1155360 |
|  |  | 1488447 |
| Office REITs - 0.6% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 278000 | 249055 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 550000 | 477367 |
| COPT Defense Properties LP 2.9% 12/1/2033  | 74000 | 59688 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  | 317000 | 277351 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  | 355000 | 305213 |
|  |  | 1368674 |
| Real Estate Management & Development - 0.4% |  |  |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  | 103000 | 107985 |
| Brandywine Operating Partnership LP 8.875% 4/12/2029  | 141000 | 150148 |
| Tanger Properties LP 2.75% 9/1/2031  | 373000 | 322323 |
| Tanger Properties LP 3.125% 9/1/2026  | 410000 | 401024 |
|  |  | 981480 |
| Residential REITs - 1.1% |  |  |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 217000 | 216108 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 395000 | 330696 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 103000 | 95953 |
| Invitation Homes Operating Partnership LP 4.875% 2/1/2035  | 444000 | 422456 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 1120000 | 1037162 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 445000 | 387650 |
| Sun Communities Operating LP 4.2% 4/15/2032  | 280000 | 261819 |
|  |  | 2751844 |
| Retail REITs - 1.1% |  |  |
| Agree LP 4.8% 10/1/2032  | 741000 | 719365 |
| Agree LP 5.6% 6/15/2035  | 166000 | 166563 |
| Agree LP 5.625% 6/15/2034  | 500000 | 504208 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 509000 | 487653 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 365000 | 355123 |
| Kite Realty Group LP 5.5% 3/1/2034  | 33000 | 32828 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 257000 | 253160 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 100000 | 95215 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 35000 | 35263 |
| Realty Income Corp 2.2% 6/15/2028  | 27000 | 25279 |
|  |  | 2674657 |
| Specialized REITs - 0.0% |  |  |
| Crown Castle Inc 2.25% 1/15/2031  | 233000 | 200590 |
| TOTAL REAL ESTATE |  | 12614508 |
| Utilities - 8.9% |  |  |
| Electric Utilities - 6.5% |  |  |
| Alabama Power Co 5.1% 4/2/2035  | 215000 | 213464 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 2301000 | 2274200 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 716000 | 592959 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 224000 | 215841 |
| Consolidated Edison Co of New York Inc 5.125% 3/15/2035  | 600000 | 596637 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2055  | 600000 | 564228 |
| Duke Energy Corp 4.5% 8/15/2032  | 1860000 | 1788227 |
| Duke Energy Corp 5% 8/15/2052  | 550000 | 464451 |
| Duke Energy Indiana LLC 4.9% 7/15/2043  | 88000 | 78001 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (b) | 86000 | 75133 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 447000 | 381180 |
| Duquesne Light Holdings Inc 3.616% 8/1/2027 (b) | 250000 | 241581 |
| Exelon Corp 3.35% 3/15/2032  | 2158000 | 1959331 |
| Exelon Corp 4.05% 4/15/2030  | 240000 | 233875 |
| Exelon Corp 4.1% 3/15/2052  | 213000 | 158417 |
| FirstEnergy Corp 2.25% 9/1/2030  | 639000 | 559925 |
| FirstEnergy Corp 2.65% 3/1/2030  | 500000 | 453986 |
| FirstEnergy Transmission LLC 2.866% 9/15/2028 (b) | 1340000 | 1267352 |
| Georgia Power Co 5.25% 3/15/2034  | 550000 | 552950 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 235000 | 231890 |
| ITC Holdings Corp 5.65% 5/9/2034 (b) | 800000 | 805212 |
| Ohio Edison Co 4.95% 12/15/2029 (b) | 267000 | 269136 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  | 802000 | 718279 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 113000 | 113866 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 121000 | 122382 |
| PPL Capital Funding Inc 5.25% 9/1/2034  | 476000 | 471227 |
| Southern Co/The 4.85% 6/15/2028  | 600000 | 607536 |
| Southern Co/The 5.7% 3/15/2034  | 126000 | 129692 |
| Virginia Electric and Power Co 5.55% 8/15/2054  | 158000 | 147659 |
|  |  | 16288617 |
| Gas Utilities - 0.5% |  |  |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  | 416000 | 256540 |
| Southern Co Gas Capital Corp 4.4% 5/30/2047  | 204000 | 160967 |
| Southern Co Gas Capital Corp 5.75% 9/15/2033  | 700000 | 720814 |
|  |  | 1138321 |
| Independent Power and Renewable Electricity Producers - 0.6% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 1460000 | 1248429 |
| AES Corp/The 3.95% 7/15/2030 (b) | 232000 | 216514 |
|  |  | 1464943 |
| Multi-Utilities - 1.3% |  |  |
| NiSource Inc 3.6% 5/1/2030  | 1180000 | 1122851 |
| NiSource Inc 3.95% 3/30/2048  | 426000 | 318747 |
| NiSource Inc 4.8% 2/15/2044  | 268000 | 231593 |
| Puget Energy Inc 4.1% 6/15/2030  | 534000 | 508516 |
| Puget Energy Inc 4.224% 3/15/2032  | 210000 | 193504 |
| Puget Energy Inc 5.725% 3/15/2035 (b) | 640000 | 633673 |
| Sempra 3.8% 2/1/2038  | 282000 | 228129 |
|  |  | 3237013 |
| TOTAL UTILITIES |  | 22128894 |
| TOTAL UNITED STATES |  | 175301648 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $231,010,915) |  | <br> **222621176** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge Inc 5.75% 7/15/2080 (d) | 255000 | 251901 |
| SWITZERLAND - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Capital Markets - 0.3% |  |  |
| UBS Group AG 4.375% (b)(d)(g) | 265000 | 235811 |
| UBS Group AG 4.875% (b)(d)(g) | 570000 | 557419 |
| TOTAL SWITZERLAND |  | 793230 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $1,103,494) |  | <br> **1045131** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 7.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 7.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 7.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 7.4%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 3.625% 5/15/2053  | 3.90 to 4.01 | 200000 | 159555 |
| US Treasury Bonds 4.125% 8/15/2053  | 5.08 | 300000 | 262301 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.79 | 374000 | 334043 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.13 to 4.95 | 4920000 | 4399556 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.42 to 4.81 | 3633100 | 3391272 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.47 to 4.96 | 7310000 | 6972868 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.64 | 280000 | 266339 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.91 | 1100000 | 1071813 |
| US Treasury Notes 3.875% 8/15/2034  | 3.66 to 4.56 | 1350000 | 1300308 |
| US Treasury Notes 4.5% 11/15/2033  | 3.79 to 3.90 | 140000 | 142089 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $19,084,865) |  |  | **18300144** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i)<br>(Cost $5,009,103)<br>| 4.32 | 5008162 | **5009163** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.0%**<br> (Cost $258,182,571)<br>| <br>**248899646** |
| **NET OTHER ASSETS (LIABILITIES) - 0.0%**  | **(97672)** |
| **NET ASSETS - 100.0%** | **248801974** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $48,079,975 or 19.3% of net assets.

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

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

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

(f) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 4386657 | 43803036 | 43180530 | 100094 | - | - | 5009163 | 5008162 | 0.0% |
| Total | 4386657 | 43803036 | 43180530 | 100094 | - | - | 5009163 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $250653059.47

**Total Liabilities:** $1884272.08

**Net Assets:** $248768787.39

**Delayed Delivery Securities:** $874333.92

**Cash Not Reported:** $3731.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10261.51092782 | **1-Year:** 34935.83979857 | **5-Year:** 61538.63028043 | **10-Year:** 43148.74770416 | **30-Year:** 24308.04671911

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

- **3-Month:** 184.95786432 | **1-Year:** 525.09060366 | **5-Year:** 359.08215802 | **10-Year:** 8.24628910 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125598 | -0.33%               | -0.10%               | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-400900.57              | $-1309929.44                               |
| Month 2  | $-140651.64              | $-993409.83                                |
| Month 3  | $-637477.59              | $-49093.31                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $503327.32    | 0.20%             | 2036-01-29      | Variable      | 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      | $184343.43    | 0.07%             | 2045-06-01      | 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        |   1860000 | PA      | $1788226.79   | 0.72%             | 2032-08-15      | Fixed         | 0.04%                 | 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      | $256374.17    | 0.10%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    726000 | PA      | $774623.52    | 0.31%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261145.84    | 0.10%             | 2054-02-22      | 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      | $426278.46    | 0.17%             | 2029-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7310000 | PA      | $6972867.92   | 2.80%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 2.811% 01/11/2041 144A                                                         | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    408000 | PA      | $273288.11    | 0.11%             | 2041-01-11      | Fixed         | 0.03%                 | 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      | $885031.37    | 0.36%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    870000 | PA      | $813035.32    | 0.33%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84649.13     | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.45% 12/15/2051                                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    306000 | PA      | $202491.46    | 0.08%             | 2051-12-15      | Fixed         | 0.03%                 | 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      | $1479121.56   | 0.59%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |   1300000 | PA      | $1305557.02   | 0.52%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42603.42     | 0.02%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 5.85% 03/18/2029                                                                   | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518153.73    | 0.21%             | 2029-03-18      | Fixed         | 0.06%                 | 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      | $406596.00    | 0.16%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    394000 | PA      | $371936.00    | 0.15%             | 2028-02-12      | Fixed         | 0.05%                 | 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        |   1940000 | PA      | $1685952.89   | 0.68%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.85% 06/15/2028                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607536.18    | 0.24%             | 2028-06-15      | 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        |    632000 | PA      | $633046.59    | 0.25%             | 2028-03-15      | Fixed         | 0.06%                 | 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      | $821506.44    | 0.33%             | 2036-08-15      | Variable      | 0.02%                 | 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        |   1900000 | PA      | $1712955.43   | 0.69%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 09/10/2029                              | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $893054.93    | 0.36%             | 2029-09-10      | Fixed         | 0.05%                 | 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        |    449000 | PA      | $411197.41    | 0.17%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.3% 08/15/2052                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50423.88     | 0.02%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.737%/VAR 05/15/2029                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    254000 | PA      | $256487.79    | 0.10%             | 2029-05-15      | Variable      | 0.06%                 | 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        |    370000 | PA      | $337967.51    | 0.14%             | 2032-03-14      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $195768.74    | 0.08%             | 2029-01-12      | Variable      | 0.04%                 | 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      | $158417.78    | 0.06%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                   | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325754.44    | 0.13%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                  | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    141000 | PA      | $150147.80    | 0.06%             | 2029-04-12      | Fixed         | 0.09%                 | 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      | $847748.92    | 0.34%             | 2030-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $778145.24    | 0.31%             | 2061-03-22      | 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      | $721327.05    | 0.29%             | 2029-05-15      | Fixed         | 0.05%                 | 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      | $397420.35    | 0.16%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406180.54    | 0.16%             | 2029-06-08      | Variable      | 0.06%                 | 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      | $221954.60    | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | 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      | $470324.17    | 0.19%             | 2034-03-21      | Fixed         | 0.06%                 | 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      | $65438.97     | 0.03%             | 2029-01-30      | 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      | $153842.09    | 0.06%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $882019.45    | 0.35%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.5% 05/15/2035                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    233000 | PA      | $219179.00    | 0.09%             | 2035-05-15      | Fixed         | 0.04%                 | 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      | $1490328.04   | 0.60%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                         | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $253159.97    | 0.10%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 3% 01/22/2030 144A                                                        | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $509710.79    | 0.20%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70585.59     | 0.03%             | 2026-06-01      | Fixed         | 0.02%                 | 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      | $186846.00    | 0.08%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $348421.02    | 0.14%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    773000 | PA      | $665598.43    | 0.27%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                           | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $467216.66    | 0.19%             | 2030-08-13      | Variable      | 0.03%                 | 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        |    877000 | PA      | $882478.79    | 0.35%             | 2035-07-15      | Fixed         | 0.06%                 | 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        |   1340000 | PA      | $1267351.95   | 0.51%             | 2028-09-15      | Fixed         | 0.03%                 | 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      | $566806.30    | 0.23%             | 2032-09-22      | Fixed         | 0.05%                 | 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      | $414618.85    | 0.17%             | 2029-01-21      | Variable      | 0.06%                 | 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        |    150000 | PA      | $131108.68    | 0.05%             | 2030-06-05      | Fixed         | 0.02%                 | 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      | $216108.03    | 0.09%             | 2034-07-15      | 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      | $539711.74    | 0.22%             | 2034-06-26      | Fixed         | 0.06%                 | 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      | $332445.73    | 0.13%             | 2030-05-01      | Fixed         | 0.03%                 | 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      | $211123.52    | 0.08%             | 2034-07-08      | Fixed         | 0.04%                 | 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      | $251576.45    | 0.10%             | 2031-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    373000 | PA      | $322322.70    | 0.13%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1295000 | PA      | $1285539.84   | 0.52%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.75% 06/24/2044                                                                 | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342564.74    | 0.14%             | 2044-06-24      | 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      | $103514.48    | 0.04%             | 2029-07-15      | Fixed         | 0.07%                 | 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      | $1155359.85   | 0.46%             | 2030-01-15      | Fixed         | 0.03%                 | 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        |    780000 | PA      | $772271.59    | 0.31%             | 2028-11-13      | Fixed         | 0.05%                 | 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      | $424784.99    | 0.17%             | 2031-04-04      | Variable      | 0.04%                 | 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        |    120000 | PA      | $119124.48    | 0.05%             | 2035-11-20      | Variable      | 0.06%                 | 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      | $501040.26    | 0.20%             | 2054-10-01      | 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        |    800000 | PA      | $808367.01    | 0.32%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    307000 | PA      | $278031.77    | 0.11%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                       | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    527000 | PA      | $533417.27    | 0.21%             | 2029-12-10      | Fixed         | 0.05%                 | 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      | $605189.27    | 0.24%             | 2031-02-25      | Variable      | 0.05%                 | 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      | $837466.53    | 0.34%             | 2028-05-04      | Fixed         | 0.06%                 | 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      | $399917.99    | 0.16%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.3% 03/26/2034 144A                                                              | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302906.25    | 0.12%             | 2034-03-26      | Fixed         | 0.05%                 | 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        |    750000 | PA      | $618905.38    | 0.25%             | 2032-02-12      | Fixed         | 0.03%                 | 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      | $400416.84    | 0.16%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 4% 11/23/2051                                                               | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    365000 | PA      | $240965.45    | 0.10%             | 2051-11-23      | Fixed         | 0.04%                 | 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      | $1415887.23   | 0.57%             | 2032-08-15      | 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      | $650806.00    | 0.26%             | 2034-04-03      | 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      | $2274199.03   | 0.91%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    236000 | PA      | $166704.90    | 0.07%             | 2049-11-15      | Fixed         | 0.04%                 | 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      | $125151.67    | 0.05%             | 2035-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70905.41     | 0.03%             | 2063-03-02      | Fixed         | 0.06%                 | 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      | $422456.13    | 0.17%             | 2035-02-01      | 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      | $241580.77    | 0.10%             | 2027-08-01      | Fixed         | 0.04%                 | 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      | $549051.59    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027                             | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $964154.70    | 0.39%             | 2027-01-15      | Fixed         | 0.03%                 | 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      | $201788.80    | 0.08%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    231000 | PA      | $220538.65    | 0.09%             | 2035-03-15      | 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      | $35263.43     | 0.01%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62263.88     | 0.03%             | 2029-06-12      | Variable      | 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      | $1202597.46   | 0.48%             | 2035-12-03      | Variable      | 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        |   1550000 | PA      | $1577950.64   | 0.63%             | 2031-11-15      | Fixed         | 0.05%                 | 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      | $65875.66     | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | 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      | $822962.48    | 0.33%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $510267.69    | 0.21%             | 2030-06-15      | Fixed         | 0.05%                 | 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      | $469868.44    | 0.19%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    470000 | PA      | $365838.86    | 0.15%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $741842.31    | 0.30%             | 2030-08-15      | Fixed         | 0.06%                 | 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      | $487652.95    | 0.20%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231339.24    | 0.09%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046                                                         | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    183000 | PA      | $159866.62    | 0.06%             | 2046-05-15      | Fixed         | 0.05%                 | 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        |    900000 | PA      | $855736.77    | 0.34%             | 2064-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    159000 | PA      | $161057.46    | 0.06%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.375% 12/01/2031                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706483.24    | 0.28%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $237941.92    | 0.10%             | 2028-11-03      | Variable      | 0.07%                 | 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      | $34169.95     | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | 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        |    274620 | PA      | $277136.70    | 0.11%             | 2054-07-30      | 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      | $622372.85    | 0.25%             | 2035-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $266339.06    | 0.11%             | 2054-05-15      | 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      | $335601.48    | 0.13%             | 2055-02-15      | Fixed         | 0.06%                 | 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      | $126215.07    | 0.05%             | 2031-03-25      | Fixed         | 0.03%                 | 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        |    614000 | PA      | $615436.07    | 0.25%             | 2030-03-18      | Fixed         | 0.06%                 | 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      | $2424908.68   | 0.97%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324699.42    | 0.13%             | 2026-07-15      | Fixed         | 0.02%                 | 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      | $771385.41    | 0.31%             | 2054-05-15      | Fixed         | 0.06%                 | 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      | $120274.63    | 0.05%             | 2030-10-15      | 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        |    510000 | PA      | $541690.95    | 0.22%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.2% 03/21/2032                                                        | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237868.18    | 0.10%             | 2032-03-21      | Fixed         | 0.06%                 | 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      | $499607.16    | 0.20%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.375%/VAR PERP 144A                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    265000 | PA      | $232256.02    | 0.09%             |  |  |  | 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      | $567642.90    | 0.23%             | 2029-08-15      | Fixed         | 0.06%                 | 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        |    716000 | PA      | $592958.72    | 0.24%             | 2046-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1099122.79   | 0.44%             | 2033-02-15      | 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        |   1272000 | PA      | $1120229.79   | 0.45%             | 2031-04-01      | Fixed         | 0.03%                 | 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      | $187286.06    | 0.08%             | 2050-05-01      | Fixed         | 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      | $975811.47    | 0.39%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST                            | AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229129 | PA      | $227293.50    | 0.09%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 3.4% 06/01/2031                                                                 | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $141813.95    | 0.06%             | 2031-06-01      | Fixed         | 0.03%                 | 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        |    240000 | PA      | $250169.04    | 0.10%             | 2029-08-21      | Variable      | 0.06%                 | 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      | $504207.98    | 0.20%             | 2034-06-15      | 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      | $2303365.88   | 0.93%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1037162.45   | 0.42%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401023.70    | 0.16%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | AMERICAN AIRLINES INC 3.75% 04/15/2027                                                            | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     82595 | PA      | $81855.44     | 0.03%             | 2027-04-15      | Fixed         | 0.04%                 | 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      | $373365.84    | 0.15%             | 2054-03-15      | Fixed         | 0.06%                 | 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      | $466319.40    | 0.19%             | 2030-07-23      | Variable      | 0.03%                 | 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        |    289000 | PA      | $243327.84    | 0.10%             | 2031-09-01      | Fixed         | 0.02%                 | 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      | $509856.86    | 0.20%             | 2035-11-01      | 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      | $515414.25    | 0.21%             | 2029-07-01      | 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      | $147658.98    | 0.06%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.95% 09/10/2034                               | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $479860.47    | 0.19%             | 2034-09-10      | Fixed         | 0.05%                 | 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        |    500000 | PA      | $515531.04    | 0.21%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.3% 02/15/2048                                                         | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $78318.50     | 0.03%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    312000 | PA      | $312395.29    | 0.13%             | 2026-01-15      | Fixed         | 0.06%                 | 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      | $160967.60    | 0.06%             | 2047-05-30      | Fixed         | 0.04%                 | 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      | $213463.79    | 0.09%             | 2035-04-02      | Fixed         | 0.05%                 | 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        |    465000 | PA      | $464913.55    | 0.19%             | 2028-01-14      | Fixed         | 0.05%                 | 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        |    570000 | PA      | $483971.11    | 0.19%             | 2032-01-20      | Variable      | 0.02%                 | 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      | $269136.01    | 0.11%             | 2029-12-15      | 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        |    103000 | PA      | $95952.76     | 0.04%             | 2032-04-15      | 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      | $19089.23     | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | 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        |   2394000 | PA      | $2275818.95   | 0.91%             | 2030-02-01      | Variable      | 0.04%                 | 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      | $470505.48    | 0.19%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    321000 | PA      | $323910.71    | 0.13%             | 2030-07-26      | Variable      | 0.05%                 | 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      | $1509478.20   | 0.61%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93499.31     | 0.04%             | 2027-04-05      | Fixed         | 0.04%                 | 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      | $261036.10    | 0.10%             | 2032-11-24      | Variable      | 0.03%                 | 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      | $11625.05     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $134372.84    | 0.05%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    395000 | PA      | $330696.37    | 0.13%             | 2031-08-15      | Fixed         | 0.02%                 | 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        |    163180 | PA      | $166149.71    | 0.07%             | 2054-07-30      | 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      | $549168.40    | 0.22%             | 2031-10-01      | Fixed         | 0.05%                 | 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      | $490641.13    | 0.20%             | 2031-06-24      | Variable      | 0.03%                 | 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      | $573612.21    | 0.23%             | 2054-11-15      | Fixed         | 0.06%                 | 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      | $355123.40    | 0.14%             | 2029-05-15      | 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      | $256540.09    | 0.10%             | 2051-09-30      | Fixed         | 0.03%                 | 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      | $786316.35    | 0.32%             | 2030-10-22      | Variable      | 0.05%                 | 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      | $365503.33    | 0.15%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    850000 | PA      | $803690.76    | 0.32%             | 2064-02-22      | Fixed         | 0.06%                 | 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      | $535629.96    | 0.22%             | 2031-12-01      | Fixed         | 0.03%                 | 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      | $805212.34    | 0.32%             | 2034-05-09      | Fixed         | 0.06%                 | 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      | $258624.77    | 0.10%             | 2030-10-15      | Fixed         | 0.03%                 | 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      | $351610.80    | 0.14%             | 2054-06-27      | Variable      | 0.07%                 | 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      | $425207.63    | 0.17%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $692836.08    | 0.28%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    427000 | PA      | $434062.80    | 0.17%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215461.12    | 0.09%             | 2027-07-27      | Fixed         | 0.06%                 | 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      | $364139.18    | 0.15%             | 2031-02-15      | Fixed         | 0.02%                 | 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      | $100065.30    | 0.04%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    987000 | PA      | $980324.87    | 0.39%             | 2028-04-20      | Fixed         | 0.04%                 | 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      | $113866.01    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS FIN LLC                                                        | BLACKSTONE HLDGS FIN LLC 3.5% 09/10/2049 144A                                                     | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    348000 | PA      | $234415.80    | 0.09%             | 2049-09-10      | Fixed         | 0.04%                 | 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      | $580910.82    | 0.23%             | 2034-09-21      | Variable      | 0.06%                 | 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      | $649015.15    | 0.26%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $526798.83    | 0.21%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                                      | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599777.72    | 0.24%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.572%/VAR 06/03/2031                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    196000 | PA      | $175575.61    | 0.07%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                  | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                    | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107985.61    | 0.04%             | 2028-03-15      | Fixed         | 0.08%                 | 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        |   2180000 | PA      | $1937712.75   | 0.78%             | 2031-03-25      | Fixed         | 0.03%                 | 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      | $149740.14    | 0.06%             | 2035-02-26      | Fixed         | 0.06%                 | 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      | $75133.32     | 0.03%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $283930.43    | 0.11%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    282000 | PA      | $228128.76    | 0.09%             | 2038-02-01      | Fixed         | 0.04%                 | 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      | $509237.27    | 0.20%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                              | VITERRA FINANCE BV 4.9% 04/21/2027 144A                                                           | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $569858.39    | 0.23%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    550000 | PA      | $564875.65    | 0.23%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                          | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73726.28     | 0.03%             | 2052-04-05      | Fixed         | 0.04%                 | 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      | $126423.72    | 0.05%             | 2032-03-01      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $93301.52     | 0.04%             | 2036-01-21      | Variable      | 0.06%                 | 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      | $216705.97    | 0.09%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061   | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $660182.98    | 0.27%             | 2061-12-01      | Fixed         | 0.04%                 | 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        |    750000 | PA      | $748541.88    | 0.30%             | 2035-07-23      | Variable      | 0.05%                 | 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      | $284148.60    | 0.11%             | 2031-06-15      | Fixed         | 0.03%                 | 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      | $128427.36    | 0.05%             | 2063-06-01      | 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        |    210000 | PA      | $198047.51    | 0.08%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.75% 11/18/2030                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58310.11     | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | 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        |    280000 | PA      | $279448.93    | 0.11%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    741000 | PA      | $719364.67    | 0.29%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    232000 | PA      | $216514.60    | 0.09%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 4.95% 05/28/2027                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394092.59    | 0.16%             | 2027-05-28      | Fixed         | 0.05%                 | 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      | $400346.49    | 0.16%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.45% 05/15/2052                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $724845.73    | 0.29%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034 144A                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $816053.73    | 0.33%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.375% 03/15/2029                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28533.19     | 0.01%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.2% 06/15/2028                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25278.52     | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | 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      | $279705.33    | 0.11%             | 2043-01-30      | Fixed         | 0.05%                 | 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        |    550000 | PA      | $477365.82    | 0.19%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492094.14    | 0.20%             | 2035-02-15      | Fixed         | 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      | $1031840.14   | 0.41%             | 2034-02-01      | Fixed         | 0.06%                 | 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      | $637775.51    | 0.26%             | 2033-07-22      | Variable      | 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      | $113581.81    | 0.05%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PAC PPTYS LP 5.95% 02/15/2028                                                              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    355000 | PA      | $305213.09    | 0.12%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1016837.25   | 0.41%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    338000 | PA      | $311580.70    | 0.13%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                        | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59688.24     | 0.02%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                          | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    355000 | PA      | $344733.82    | 0.14%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363762.37    | 0.15%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.798% 11/07/2028                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449390.12    | 0.18%             | 2028-11-07      | Fixed         | 0.07%                 | 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      | $415379.30    | 0.17%             | 2030-08-15      | Fixed         | 0.04%                 | 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        |    600000 | PA      | $588330.28    | 0.24%             | 2035-08-15      | Fixed         | 0.06%                 | 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      | $381179.68    | 0.15%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319509.21    | 0.13%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $142538.88    | 0.06%             | 2028-10-29      | Fixed         | 0.03%                 | 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      | $528994.24    | 0.21%             | 2033-08-14      | Fixed         | 0.06%                 | 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      | $515715.25    | 0.21%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 6% 01/15/2040                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416225.00    | 0.17%             | 2040-01-15      | Fixed         | 0.06%                 | 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      | $26217.26     | 0.01%             | 2031-01-30      | 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        |    450000 | PA      | $472243.11    | 0.19%             | 2044-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $555170.74    | 0.22%             | 2033-12-07      | Fixed         | 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        |    960000 | PA      | $997544.44    | 0.40%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.962% 02/15/2055 144A                                        | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $437362.64    | 0.18%             | 2055-02-15      | 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      | $196930.29    | 0.08%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                     | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    612000 | PA      | $621768.51    | 0.25%             | 2032-08-16      | Fixed         | 0.06%                 | 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      | $425167.26    | 0.17%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2034                                                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1300308.26   | 0.52%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.35% 04/15/2032                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30445.39     | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | 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        |   1276000 | PA      | $1166896.56   | 0.47%             | 2038-08-15      | Fixed         | 0.05%                 | 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        |    550000 | PA      | $526481.73    | 0.21%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1106104.81   | 0.44%             | 2026-06-15      | Fixed         | 0.04%                 | 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        |    330000 | PA      | $276098.70    | 0.11%             | 2031-12-01      | Fixed         | 0.03%                 | 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      | $772934.29    | 0.31%             | 2035-06-15      | Variable      | 0.06%                 | 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        |    224000 | PA      | $175703.41    | 0.07%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1427675.08   | 0.57%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $228266.17    | 0.09%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $206423.91    | 0.08%             | 2027-11-18      | Fixed         | 0.03%                 | 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      | $511728.57    | 0.21%             | 2031-06-15      | Fixed         | 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      | $508059.87    | 0.20%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    404000 | PA      | $411177.78    | 0.17%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3633100 | PA      | $3391271.78   | 1.36%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    639000 | PA      | $559925.10    | 0.23%             | 2030-09-01      | Fixed         | 0.02%                 | 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      | $411580.91    | 0.17%             | 2029-06-12      | Variable      | 0.06%                 | 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      | $233874.76    | 0.09%             | 2030-04-15      | Fixed         | 0.04%                 | 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      | $2095115.55   | 0.84%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PAC PPTYS LP 3.95% 11/01/2027                                                              | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    317000 | PA      | $277351.38    | 0.11%             | 2027-11-01      | Fixed         | 0.04%                 | 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      | $331058.04    | 0.13%             | 2040-11-15      | Fixed         | 0.06%                 | 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      | $456909.88    | 0.18%             | 2030-03-15      | Fixed         | 0.05%                 | 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      | $596636.91    | 0.24%             | 2035-03-15      | Fixed         | 0.05%                 | 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      | $479082.45    | 0.19%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                     | MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A                                              | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    273000 | PA      | $174640.71    | 0.07%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589611.35    | 0.24%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.125% 07/15/2030 144A                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161709.56    | 0.07%             | 2030-07-15      | Fixed         | 0.06%                 | 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      | $264397.30    | 0.11%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    268000 | PA      | $231593.65    | 0.09%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    372000 | PA      | $382248.97    | 0.15%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4920000 | PA      | $4399556.25   | 1.77%             | 2054-08-15      | Fixed         | 0.04%                 | 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        |    210940 | PA      | $207151.88    | 0.08%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $343785.75    | 0.14%             | 2046-06-15      | Fixed         | 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      | $508089.60    | 0.20%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $286117.20    | 0.12%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272757.74    | 0.11%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    161000 | PA      | $142961.25    | 0.06%             | 2032-01-30      | Fixed         | 0.03%                 | 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        |   1204000 | PA      | $1229116.33   | 0.49%             | 2032-07-23      | Variable      | 0.06%                 | 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      | $261819.05    | 0.11%             | 2032-04-15      | Fixed         | 0.04%                 | 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      | $785995.55    | 0.32%             | 2029-01-30      | Fixed         | 0.07%                 | 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      | $201989.52    | 0.08%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154723.34    | 0.06%             | 2031-02-15      | Fixed         | 0.02%                 | 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      | $1091655.18   | 0.44%             | 2034-09-15      | Fixed         | 0.06%                 | 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      | $199228.90    | 0.08%             | 2030-06-20      | 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        |    296000 | PA      | $253865.50    | 0.10%             | 2048-04-20      | Fixed         | 0.05%                 | 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      | $420757.52    | 0.17%             | 2048-04-01      | Fixed         | 0.05%                 | 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      | $351401.95    | 0.14%             | 2032-01-15      | Fixed         | 0.03%                 | 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        |     90000 | PA      | $93937.42     | 0.04%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                     | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18269.80     | 0.01%             | 2031-03-03      | Fixed         | 0.03%                 | 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      | $166562.59    | 0.07%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                        | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1068771.65   | 0.43%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.95% 09/15/2033                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211712.20    | 0.09%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | AVIATION CAPITAL GROUP LLC 6.75% 10/25/2028 144A                                                  | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475358.85    | 0.19%             | 2028-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    558000 | PA      | $561352.49    | 0.23%             | 2027-05-01      | Fixed         | 0.05%                 | 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      | $574201.96    | 0.23%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    132000 | PA      | $123179.94    | 0.05%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A                                                     | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    829000 | PA      | $740611.45    | 0.30%             | 2052-06-15      | Fixed         | 0.06%                 | 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      | $469777.74    | 0.19%             | 2034-10-03      | Fixed         | 0.05%                 | 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      | $411511.95    | 0.17%             | 2031-04-22      | Variable      | 0.03%                 | 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      | $552950.26    | 0.22%             | 2034-03-15      | Fixed         | 0.05%                 | 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      | $18911.84     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | 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      | $774511.51    | 0.31%             | 2034-09-15      | Fixed         | 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      | $170549.77    | 0.07%             | 2031-01-30      | Variable      | 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        |    195000 | PA      | $194268.55    | 0.08%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 9.016%/VAR 11/15/2033 144A                                                           | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $366416.94    | 0.15%             | 2033-11-15      | Variable      | 0.09%                 | 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      | $610899.16    | 0.25%             | 2029-03-01      | Fixed         | 0.06%                 | 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      | $752301.20    | 0.30%             | 2054-06-28      | 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        |    143280 | PA      | $145448.01    | 0.06%             | 2054-07-30      | Fixed         | 0.07%                 | 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      | $344761.96    | 0.14%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                            | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144638 | PA      | $145727.92    | 0.06%             | 2055-02-15      | Fixed         | 0.06%                 | 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        |     90000 | PA      | $91396.84     | 0.04%             | 2031-01-24      | Variable      | 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        |     22000 | PA      | $22285.24     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | 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      | $562075.69    | 0.23%             | 2031-04-01      | Variable      | 0.04%                 | 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      | $503744.54    | 0.20%             | 2055-09-15      | Fixed         | 0.04%                 | 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      | $64159.20     | 0.03%             | 2029-05-01      | Fixed         | 0.06%                 | 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      | $109119.51    | 0.04%             | 2047-06-01      | Fixed         | 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      | $507386.77    | 0.20%             | 2031-01-15      | Variable      | 0.05%                 | 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      | $169036.78    | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226246.34    | 0.09%             | 2028-05-15      | Fixed         | 0.04%                 | 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      | $140836.89    | 0.06%             | 2034-10-01      | Fixed         | 0.06%                 | 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      | $338969.12    | 0.14%             | 2048-12-15      | Fixed         | 0.05%                 | 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      | $290703.41    | 0.12%             | 2048-03-01      | Fixed         | 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      | $1191997.07   | 0.48%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1122851.15   | 0.45%             | 2030-05-01      | Fixed         | 0.04%                 | 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      | $120431.33    | 0.05%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    348000 | PA      | $348095.35    | 0.14%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030                             | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    170000 | PA      | $172050.88    | 0.07%             | 2030-01-15      | Fixed         | 0.06%                 | 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      | $586050.91    | 0.24%             | 2032-08-19      | 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      | $52301.22     | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $194311.19    | 0.08%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5008162 | NS      | $5009163.38   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.45% 06/15/2034                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959309.04    | 0.39%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.75% 02/15/2032                                                           | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296802.24    | 0.12%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189591.21    | 0.08%             | 2031-10-30      | Variable      | 0.08%                 | 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        |   1030000 | PA      | $864407.90    | 0.35%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                               | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    435000 | PA      | $373917.47    | 0.15%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.174%/VAR 05/25/2034                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    541000 | PA      | $554369.23    | 0.22%             | 2034-05-25      | Variable      | 0.06%                 | 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        |    499000 | PA      | $461384.41    | 0.19%             | 2030-01-25      | Fixed         | 0.03%                 | 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      | $318746.69    | 0.13%             | 2048-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 01/29/2032                                                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599397.44    | 0.24%             | 2032-01-29      | 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      | $381205.52    | 0.15%             | 2030-11-15      | 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        |   2158000 | PA      | $1959330.57   | 0.79%             | 2032-03-15      | Fixed         | 0.03%                 | 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      | $397838.86    | 0.16%             | 2033-11-15      | Variable      | 0.08%                 | 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      | $286671.06    | 0.12%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    242000 | PA      | $223734.81    | 0.09%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    438000 | PA      | $466758.21    | 0.19%             | 2038-07-01      | Fixed         | 0.07%                 | 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      | $671134.85    | 0.27%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4.125% 06/15/2051                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $863687.93    | 0.35%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.15% 07/01/2033                                                                    | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1057156.33   | 0.42%             | 2033-07-01      | Fixed         | 0.05%                 | 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      | $34758.83     | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 3.375% 11/13/2025                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610124.93    | 0.25%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $142089.06    | 0.06%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                           | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222348.41    | 0.09%             | 2028-03-13      | Variable      | 0.04%                 | 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      | $290002.41    | 0.12%             | 2033-05-24      | Variable      | 0.05%                 | 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      | $347554.39    | 0.14%             | 2028-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                           | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    389000 | PA      | $363898.52    | 0.15%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    341000 | PA      | $324605.74    | 0.13%             | 2053-03-02      | Fixed         | 0.06%                 | 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      | $260903.36    | 0.10%             | 2031-01-22      | Variable      | 0.03%                 | 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      | $720813.74    | 0.29%             | 2033-09-15      | 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      | $78001.17     | 0.03%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251660.28    | 0.10%             | 2029-12-01      | 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        |    450000 | PA      | $438461.13    | 0.18%             | 2029-05-15      | Fixed         | 0.04%                 | 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      | $32828.25     | 0.01%             | 2034-03-01      | Fixed         | 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      | $705739.43    | 0.28%             | 2029-03-11      | Fixed         | 0.07%                 | 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      | $276337.49    | 0.11%             | 2031-03-21      | Fixed         | 0.03%                 | 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        |   1730000 | PA      | $1750282.64   | 0.70%             | 2053-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    374000 | PA      | $334043.36    | 0.13%             | 2054-02-15      | Fixed         | 0.04%                 | 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      | $345730.82    | 0.14%             | 2052-11-01      | Fixed         | 0.06%                 | 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        |     53241 | PA      | $52475.92     | 0.02%             | 2027-09-01      | Fixed         | 0.05%                 | 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      | $396838.92    | 0.16%             | 2045-02-15      | 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        |    550000 | PA      | $464451.18    | 0.19%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 07/15/2027                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1143209.64   | 0.46%             | 2027-07-15      | Variable      | 0.06%                 | 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      | $441669.71    | 0.18%             | 2033-11-28      | 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      | $351152.37    | 0.14%             | 2031-01-24      | Variable      | 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        |    201985 | PA      | $197148.57    | 0.08%             | 2054-07-30      | 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        |    282000 | PA      | $243667.03    | 0.10%             | 2048-11-15      | Fixed         | 0.05%                 | 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      | $20495.62     | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | 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      | $1132835.20   | 0.46%             | 2034-08-22      | 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        |    556000 | PA      | $559441.58    | 0.22%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $274839.60    | 0.11%             | 2027-03-13      | Fixed         | 0.07%                 | 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      | $499734.90    | 0.20%             | 2032-05-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $415739.65    | 0.17%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145379.17    | 0.06%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $863956.63    | 0.35%             | 2031-08-01      | Fixed         | 0.03%                 | 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        |    121000 | PA      | $122382.15    | 0.05%             | 2030-05-15      | 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      | $407658.69    | 0.16%             | 2030-02-15      | Fixed         | 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      | $316609.38    | 0.13%             | 2028-04-17      | Fixed         | 0.05%                 | 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      | $597859.49    | 0.24%             | 2030-01-15      | Fixed         | 0.05%                 | 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      | $1248428.71   | 0.50%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.95% 04/14/2032                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591375.70    | 0.24%             | 2032-04-14      | Fixed         | 0.06%                 | 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      | $249055.19    | 0.10%             | 2029-01-15      | Fixed         | 0.02%                 | 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      | $24255.04     | 0.01%             | 2065-05-01      | Fixed         | 0.06%                 | 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      | $417657.50    | 0.17%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 2.95% 04/15/2031                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1162411.47   | 0.47%             | 2031-04-15      | 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      | $387649.58    | 0.16%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                      | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1183814.25   | 0.48%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    397000 | PA      | $397409.51    | 0.16%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.25% 01/15/2031                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    233000 | PA      | $200589.90    | 0.08%             | 2031-01-15      | Fixed         | 0.02%                 | 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        |    210000 | PA      | $193504.91    | 0.08%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                          | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122851 | PA      | $117953.16    | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    394000 | PA      | $333087.40    | 0.13%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    420000 | PA      | $364700.82    | 0.15%             | 2031-11-23      | Fixed         | 0.03%                 | 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      | $215840.55    | 0.09%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231889.95    | 0.09%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $83512.50     | 0.03%             | 2027-01-23      | 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      | $262300.78    | 0.11%             | 2053-08-15      | Fixed         | 0.04%                 | 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      | $870412.98    | 0.35%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $159554.69    | 0.06%             | 2053-05-15      | Fixed         | 0.04%                 | 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      | $794784.37    | 0.32%             | 2035-07-19      | Variable      | 0.05%                 | 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      | $634564.44    | 0.26%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283407.14    | 0.11%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                         | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94020 | PA      | $89697.84     | 0.04%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953370.99    | 0.38%             | 2029-12-15      | Fixed         | 0.05%                 | 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      | $191708.02    | 0.08%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403060.30    | 0.16%             | 2034-02-22      | Fixed         | 0.05%                 | 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        |    338300 | PA      | $332022.47    | 0.13%             | 2054-07-30      | Fixed         | 0.06%                 | 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        |    322000 | PA      | $301557.13    | 0.12%             | 2034-11-01      | 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      | $431613.50    | 0.17%             | 2041-06-19      | Variable      | 0.03%                 | 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      | $300194.47    | 0.12%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $146766.97    | 0.06%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.543%/VAR 01/17/2031                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35931.28     | 0.01%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1186697.90   | 0.48%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 11/15/2031                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197219.36    | 0.08%             | 2031-11-15      | Fixed         | 0.05%                 | 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      | $61685.64     | 0.02%             | 2033-12-07      | Fixed         | 0.06%                 | 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      | $136574.38    | 0.05%             | 2052-04-01      | Fixed         | 0.04%                 | 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      | $601316.68    | 0.24%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597619.31    | 0.24%             | 2030-08-15      | 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      | $607918.82    | 0.24%             | 2034-09-15      | Fixed         | 0.06%                 | 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        |    337000 | PA      | $276121.51    | 0.11%             | 2032-09-30      | 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      | $129691.95    | 0.05%             | 2034-03-15      | 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      | $578603.66    | 0.23%             | 2055-02-15      | Fixed         | 0.06%                 | 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      | $72169.74     | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.1% 03/15/2034                                                                          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372885.21    | 0.15%             | 2034-03-15      | Fixed         | 0.06%                 | 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      | $1217438.48   | 0.49%             | 2044-11-04      | Fixed         | 0.05%                 | 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      | $95214.94     | 0.04%             | 2035-01-15      | 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      | $564228.35    | 0.23%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200455.72    | 0.08%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    420000 | PA      | $369590.54    | 0.15%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                               | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166059 | PA      | $148210.68    | 0.06%             | 2036-09-15      | Fixed         | 0.03%                 | 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      | $386619.85    | 0.16%             | 2035-04-15      | Fixed         | 0.06%                 | 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        |    534000 | PA      | $508515.71    | 0.20%             | 2030-06-15      | Fixed         | 0.04%                 | 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      | $1307376.46   | 0.53%             | 2035-01-23      | Variable      | 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      | $177154.54    | 0.07%             | 2039-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.15% 02/15/2034                                                                  | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734029.98    | 0.30%             | 2034-02-15      | Fixed         | 0.05%                 | 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      | $457018.17    | 0.18%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    244000 | PA      | $260228.17    | 0.10%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    252000 | PA      | $244281.66    | 0.10%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 11/15/2033                                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    609000 | PA      | $635738.15    | 0.26%             | 2033-11-15      | Variable      | 0.07%                 | 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      | $914504.16    | 0.37%             | 2035-01-24      | 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        |    802000 | PA      | $718279.03    | 0.29%             | 2054-10-01      | 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      | $88807.65     | 0.04%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    613000 | PA      | $650136.17    | 0.26%             | 2033-02-01      | Fixed         | 0.07%                 | 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      | $234432.26    | 0.09%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 5.875% 01/15/2034                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    687000 | PA      | $695749.13    | 0.28%             | 2034-01-15      | Fixed         | 0.06%                 | 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      | $148006.47    | 0.06%             | 2047-06-15      | Fixed         | 0.05%                 | 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      | $1430712.87   | 0.58%             | 2031-02-01      | Fixed         | 0.04%                 | 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      | $375403.38    | 0.15%             | 2049-04-01      | 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        |    654000 | PA      | $631301.16    | 0.25%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.75% 02/15/2029                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $268900.61    | 0.11%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23386.92     | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | 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      | $238630.50    | 0.10%             | 2048-06-15      | 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      | $210090.41    | 0.08%             | 2042-09-15      | 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      | $246351.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 3.4% 03/15/2050                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    397000 | PA      | $259137.52    | 0.10%             | 2050-03-15      | Fixed         | 0.03%                 | 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      | $471226.75    | 0.19%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                               | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $391470.36    | 0.16%             | 2054-09-03      | Variable      | 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      | $604691.69    | 0.24%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    161000 | PA      | $159930.16    | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | 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      | $156268.21    | 0.06%             | 2027-12-15      | 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      | $272456.22    | 0.11%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $492275.48    | 0.20%             | 2028-01-20      | Variable      | 0.03%                 | 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        |    990000 | PA      | $982221.66    | 0.39%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214535.71    | 0.09%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041 144A                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    363000 | PA      | $281370.53    | 0.11%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.65% 03/01/2030                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453986.08    | 0.18%             | 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      | $353622.95    | 0.14%             | 2030-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 5.725% 03/15/2035 144A                                                           | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633672.56    | 0.25%             | 2035-03-15      | Fixed         | 0.06%                 | 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        |    450000 | PA      | $451647.17    | 0.18%             | 2038-03-15      | Fixed         | 0.06%                 | 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      | $99624.74     | 0.04%             | 2039-12-15      | Variable      | 0.06%                 | 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      | $583511.63    | 0.23%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    354000 | PA      | $352579.98    | 0.14%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.884%/VAR 10/22/2030                                                 | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    287000 | PA      | $265887.09    | 0.11%             | 2030-10-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer