# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004165
**Filing Date:** 2025-10
**Character Count:** 308939
**Document Hash:** 3e608776fa9a09f85380557787522267
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004165.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429179

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Corporate Bond Fund (Series ID: S000039803)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000123395 | Class A      | CBRAX           |
| C000123396 | Class C      | CBRCX           |
| C000123397 | Class I      | CBFSX           |
| C000123398 | Class R6     | CBFVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

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

- **b. EDGAR series identifier (if any):** S000039803

- **c. LEI of Series:** 549300A4UMYKC7JGN025

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**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:** $364083866.28

**Total Liabilities:** $1370063.03

**Net Assets:** $362713803.25

**Cash Not Reported:** $216779.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 100.49735000 | **1-Year:** 18244.46162000 | **5-Year:** 58524.04412000 | **10-Year:** 90065.33831000 | **30-Year:** 58352.06820000

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

- **3-Month:** 0.00000000 | **1-Year:** 1713.89511000 | **5-Year:** 4237.46404000 | **10-Year:** -6964.33749000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123397 | 1.97%                | 0.20%                | 1.01%                |
| Class ID C000123395 | 1.96%                | 0.18%                | 0.88%                |
| Class ID C000123398 | 1.86%                | 0.21%                | 1.02%                |
| Class ID C000123396 | 1.80%                | 0.14%                | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $64201.87                | $5050184.16                                |
| Month 2  | $145437.97               | $-984779.14                                |
| Month 3  | $186452.06               | $1987006.95                                |

**Designated Index Information**

- **Index Name:** U.S. Corporate Investment Grade

- **Index Identifier:** 2765TRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178363.43    | 0.05%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                            | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1036578.35   | 0.29%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                        | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $522752.85    | 0.14%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273064.78    | 0.08%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                 | NatWest Markets plc                                                | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $853377.64    | 0.24%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $307229.42    | 0.08%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252569.32    | 0.07%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12801.36     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1016033.91   | 0.28%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    680000 | PA      | $619064.51    | 0.17%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                            | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    492000 | PA      | $464035.22    | 0.13%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $862471.95    | 0.24%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                 | Constellation Energy Generation LLC                                | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36318.97     | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                             | Accenture Capital, Inc.                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410217.57    | 0.11%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                      | DTE Energy Co.                                                     | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133834.44   | 0.31%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                        | Zoetis, Inc.                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428242.65    | 0.12%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                        | FirstEnergy Transmission LLC                                       | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    565000 | PA      | $543059.51    | 0.15%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    504000 | PA      | $509486.04    | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1409609.38   | 0.39%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class Institutional              | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  15324435 | NS      | $15330565.21  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                         | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154905.40    | 0.04%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    558000 | PA      | $443124.02    | 0.12%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $562938.09    | 0.16%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    763000 | PA      | $610138.91    | 0.17%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $490069.33    | 0.14%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191789.48    | 0.05%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                 | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $664187.38    | 0.18%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    421000 | PA      | $415806.89    | 0.11%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144320.09    | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                             | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    398000 | PA      | $415846.37    | 0.11%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                 | Regal Rexnord Corp.                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393411.74    | 0.11%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                       | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $93925.46     | 0.03%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                 | CF Industries, Inc.                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92984.59     | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    322000 | PA      | $332030.62    | 0.09%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27617.38     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    458000 | PA      | $356669.80    | 0.10%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                      | NiSource, Inc.                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285941.98    | 0.08%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59221.32     | 0.02%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                             | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1118990.25   | 0.31%             | 2030-02-08      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Leidos, Inc.                                        | Leidos, Inc.                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    442000 | PA      | $392969.82    | 0.11%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                         | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259338.87    | 0.07%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                 | Santos Finance Ltd.                                                | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    387000 | PA      | $423930.64    | 0.12%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                  | Columbia Pipelines Holding Co. LLC                                 | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $280358.24    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1208065.78   | 0.33%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                          | Occidental Petroleum Corp.                                         | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    278000 | PA      | $212644.03    | 0.06%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                     | Santander UK Group Holdings plc                                    | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1666284.57   | 0.46%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                         | Aetna, Inc.                                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272223.83    | 0.08%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                       | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $155776.54    | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                    | JBS USA LUX Sarl                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $342034.98    | 0.09%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    509000 | PA      | $526539.96    | 0.15%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                        | Exelon Corp.                                                       | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361519.77    | 0.10%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                          | EIDP, Inc.                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410404.33    | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                            | JBS USA Holding Lux SARL                                           | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1310000 | PA      | $1160111.11   | 0.32%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                           | Fells Point Funding Trust                                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1294363.10   | 0.36%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                       | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1573000 | PA      | $1631987.50   | 0.45%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                | Cheniere Corpus Christi Holdings LLC                               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    459000 | PA      | $463912.84    | 0.13%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1648859.65   | 0.45%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174392.43    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                            | Electricite de France SA                                           | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    340000 | PA      | $340929.75    | 0.09%             | 2055-01-13      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                             | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $199113.19    | 0.05%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623358.79    | 0.17%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30197.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                             | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    165000 | PA      | $92768.44     | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                             | Simon Property Group LP                                            | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    702000 | PA      | $701711.00    | 0.19%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                            | Manulife Financial Corp.                                           | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    284000 | PA      | $281100.07    | 0.08%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                       | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $219187.80    | 0.06%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565191.58    | 0.16%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mellon Capital IV                                   | Mellon Capital IV, Series 1                                        | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $123569.40    | 0.03%             | 2025-10-11      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                             | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $150798.76    | 0.04%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                  | Anheuser-Busch InBev Finance, Inc.                                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433321.89    | 0.12%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307977.90    | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    172000 | PA      | $178522.16    | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                    | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    768000 | PA      | $765974.26    | 0.21%             | 2033-09-13      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                           | Piedmont Healthcare, Inc., Series 2032                             | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268499.55    | 0.07%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC           | South Bow USA Infrastructure Holdings LLC                          | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911237.09    | 0.25%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    187000 | PA      | $114737.37    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    885000 | PA      | $896023.27    | 0.25%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                 | Constellation Energy Generation LLC                                | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58895.63     | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190402.16    | 0.05%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                    | S&P Global, Inc.                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     88000 | PA      | $44001.24     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230665.28    | 0.06%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126773.08    | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                         | Imperial Brands Finance plc                                        | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1253399.19   | 0.35%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    615000 | PA      | $667797.60    | 0.18%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $178818.75    | 0.05%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                           | Ford Motor Credit Co. LLC                                          | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1132428.80   | 0.31%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    184000 | PA      | $174539.16    | 0.05%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                      | Ohio Power Co., Series R                                           | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $138274.43    | 0.04%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254691.51    | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                  | Banco Bilbao Vizcaya Argentaria SA                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $827472.10    | 0.23%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139345.05    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp., Series I                                       | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107637.19    | 0.03%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Ultra Bond                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       115 | NC      | $-74013.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1554800.37   | 0.43%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256545.38    | 0.07%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                         | University of Chicago (The), Series 20B                            | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    142000 | PA      | $110929.41    | 0.03%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.             | Pepsico Singapore Financing I Pte. Ltd.                            | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    225000 | PA      | $224000.98    | 0.06%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series GG                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564717.50    | 0.16%             | 2030-08-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                  | Regency Centers LP                                                 | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    322000 | PA      | $306764.40    | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    930000 | PA      | $918370.51    | 0.25%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                          | Massachusetts Electric Co.                                         | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303790.94    | 0.08%             | 2030-11-24      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                          | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580505.19    | 0.16%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                   | Chevron Phillips Chemical Co. LLC                                  | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $765206.35    | 0.21%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                 | Sonoco Products Co.                                                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    491000 | PA      | $480531.12    | 0.13%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                     | Solventum Corp.                                                    | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1563974.47   | 0.43%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                | Entergy Arkansas LLC                                               | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95738.67     | 0.03%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    419000 | PA      | $401464.89    | 0.11%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                           | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    298000 | PA      | $334586.97    | 0.09%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                     | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22792.12     | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                     | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153103.17    | 0.04%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1340741.54   | 0.37%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                       | Pioneer Natural Resources Co.                                      | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    505000 | PA      | $451517.76    | 0.12%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                              | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    346000 | PA      | $343574.25    | 0.09%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219420.52    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    770000 | PA      | $777276.94    | 0.21%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212536.06    | 0.06%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                   | Transcanada Trust, Series 16-A                                     | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $930570.09    | 0.26%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Long Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       134 | NC      | $3961.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    352000 | PA      | $319851.47    | 0.09%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    756000 | PA      | $669270.21    | 0.18%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    935000 | PA      | $933845.03    | 0.26%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505495.18    | 0.14%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $155128.86    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                            | Equitable Holdings, Inc.                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169245.27    | 0.05%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1210422.63   | 0.33%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $483597.75    | 0.13%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2015-1, Class A       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134870 | PA      | $132329.01    | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                          | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    490000 | PA      | $508916.72    | 0.14%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Emera, Inc.                                         | Emera, Inc., Series 16-A                                           | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $729551.55    | 0.20%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                   | Venture Global Calcasieu Pass LLC                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    431000 | PA      | $413195.73    | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                              | Sempra                                                             | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189514.52    | 0.05%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                            | TotalEnergies Capital SA                                           | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $200846.59    | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                         | Imperial Brands Finance plc                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $857766.39    | 0.24%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1278340.65   | 0.35%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                     | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    333000 | PA      | $340712.74    | 0.09%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                              | Freeport-McMoRan, Inc.                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449646.83    | 0.12%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                       | Calpine Corp.                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249816.68    | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                            | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $815823.26    | 0.22%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    567000 | PA      | $584449.39    | 0.16%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2017-1, Class AA      | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    532125 | PA      | $516178.38    | 0.14%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364737.04    | 0.10%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    277000 | PA      | $281550.89    | 0.08%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    116000 | PA      | $71382.66     | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008533.87   | 0.28%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                    | OhioHealth Corp.                                                   | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214511.83    | 0.06%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    795000 | PA      | $751968.23    | 0.21%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                 | Japan Tobacco, Inc.                                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    580000 | PA      | $612538.41    | 0.17%             | 2035-06-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $75068.39     | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                            | Duke Energy Progress LLC                                           | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    128000 | PA      | $79181.92     | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                        | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81515.14     | 0.02%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                     | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    772000 | PA      | $768009.84    | 0.21%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    855000 | PA      | $881005.28    | 0.24%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $782848.54    | 0.22%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                             | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $244429.58    | 0.07%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                | Cheniere Corpus Christi Holdings LLC                               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    730000 | PA      | $709140.51    | 0.20%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.             | Pfizer Investment Enterprises Pte. Ltd.                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    884000 | PA      | $805476.35    | 0.22%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                        | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    153000 | PA      | $89518.32     | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    735000 | PA      | $735656.20    | 0.20%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series B                           | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151495.82    | 0.04%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc., Series B                                    | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    540000 | PA      | $403541.49    | 0.11%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                 | Emera US Finance LP                                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $218158.14    | 0.06%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $696668.49    | 0.19%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                       | Pioneer Natural Resources Co.                                      | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    895000 | PA      | $803039.79    | 0.22%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                              | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612897.20    | 0.17%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438620.76    | 0.12%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76855.97     | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    263000 | PA      | $230101.92    | 0.06%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                  | Vodafone Group plc                                                 | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $195820.93    | 0.05%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50892.07     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Australia 3 Year Bond                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -95 | NC      | $-13677.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                 | Amcor Flexibles North America, Inc.                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511186.08    | 0.14%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                 | Regal Rexnord Corp.                                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    153000 | PA      | $162774.40    | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913966.38    | 0.25%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                       | Air Canada Pass-Through Trust, Series 2015-1, Class A              | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     82519 | PA      | $80848.54     | 0.02%             | 2027-03-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $989957.71    | 0.27%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                   | Healthpeak OP LLC                                                  | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222366.39    | 0.06%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc.                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    455000 | PA      | $456619.87    | 0.13%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                  | Crown Castle, Inc.                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    361000 | PA      | $365906.89    | 0.10%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349809.06    | 0.10%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17525.23     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    868000 | PA      | $959947.24    | 0.26%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp., Series FIX                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1109489.23   | 0.31%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398058.43    | 0.11%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                        | San Diego Gas & Electric Co.                                       | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809698.25    | 0.22%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    670000 | PA      | $675508.89    | 0.19%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                       | Enel Finance International NV                                      | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    579000 | PA      | $515956.84    | 0.14%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                  | Union Electric Co.                                                 | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188513.23    | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    806000 | PA      | $816021.90    | 0.22%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                    | Berkshire Hathaway Finance Corp.                                   | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151873.26    | 0.04%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $78077.42     | 0.02%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                      | M&T Bank Corp.                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203276.64    | 0.06%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    720000 | PA      | $626800.79    | 0.17%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $169368.86    | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                     | AES Corp. (The)                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571041.51    | 0.16%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                   | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    776000 | PA      | $650151.83    | 0.18%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Ultra Note                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -90 | NC      | $-47473.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                 | Kinetik Holdings LP                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1651020.91   | 0.46%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151075.53    | 0.04%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                    | Salesforce, Inc.                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $305559.11    | 0.08%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series 13-A                        | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    642000 | PA      | $492038.78    | 0.14%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186900.40    | 0.05%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                      | Public Service Co. of Colorado, Series 39                          | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    113000 | PA      | $91754.28     | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                       | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $645913.95    | 0.18%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Euro-BTP                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        71 | NC      | $-74572.53    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231109.27    | 0.06%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2023557.21   | 0.56%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                          | Prudential Financial, Inc.                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222824.72    | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)        | Northwestern Mutual Life Insurance Co. (The)                       | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243522.29    | 0.07%             | 2040-03-30      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                              | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1030041.98   | 0.28%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                         | Stellantis Finance US, Inc.                                        | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1063034.21   | 0.29%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                  | MDC Holdings, Inc.                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $314525.61    | 0.09%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                         | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $214938.61    | 0.06%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $591828.73    | 0.16%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307775.46    | 0.08%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $150.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    386000 | PA      | $228808.89    | 0.06%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    242000 | PA      | $225535.82    | 0.06%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                          | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    259000 | PA      | $285298.38    | 0.08%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                            | JBS USA Holding Lux Sarl                                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    174000 | PA      | $190815.19    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                        | Zoetis, Inc.                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17173.01     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204571.45    | 0.06%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $502901.61    | 0.14%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                            | JBS USA Holding Lux Sarl                                           | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236592.79    | 0.07%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                             | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213037.14    | 0.06%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $485710.36    | 0.13%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169241.15    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $722425.94    | 0.20%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    336000 | PA      | $345914.69    | 0.10%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1900092.42   | 0.52%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79230.77     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                           | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281488.57    | 0.08%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    323000 | PA      | $318417.12    | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                       | Duquesne Light Holdings, Inc.                                      | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119632.20    | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                  | DT Midstream, Inc.                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1070817.19   | 0.30%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    984000 | PA      | $1041849.97   | 0.29%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                          | Anglo American Capital plc                                         | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $387971.88    | 0.11%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    178000 | PA      | $187001.58    | 0.05%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $711963.20    | 0.20%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $457508.27    | 0.13%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp., Series 21A                         | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    321000 | PA      | $202793.27    | 0.06%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $226853.54    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183845.30    | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $129876.14    | 0.04%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229878.34    | 0.06%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                   | Venture Global Calcasieu Pass LLC                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140834.75    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Electronic Arts, Inc.                               | Electronic Arts, Inc.                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    246000 | PA      | $152827.07    | 0.04%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2021-1, Class B       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50370 | PA      | $48265.88     | 0.01%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                          | KeyBank NA                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292777.81    | 0.08%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109206.23    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    463000 | PA      | $410839.43    | 0.11%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                    | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    215000 | PA      | $224372.01    | 0.06%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                          | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    765000 | PA      | $759589.94    | 0.21%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    403000 | PA      | $412790.23    | 0.11%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                              | Sempra                                                             | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273981.15    | 0.08%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                              | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    980000 | PA      | $885483.67    | 0.24%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    810000 | PA      | $825800.67    | 0.23%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                          | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    339000 | PA      | $321491.22    | 0.09%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226121.84    | 0.06%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc., Series C                                    | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441351.90    | 0.12%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                           | Ford Motor Credit Co. LLC                                          | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202980.23    | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                      | Public Service Co. of Oklahoma                                     | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1305849.02   | 0.36%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Euro-Bund                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        12 | NC      | $-311.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                          | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    449000 | PA      | $393342.46    | 0.11%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                            | Bimbo Bakeries USA, Inc.                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $317000.00    | 0.09%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Northern Natural Gas Co.                            | Northern Natural Gas Co.                                           | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62542.40     | 0.02%             | 2049-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                  | Essex Portfolio LP                                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319929.04    | 0.09%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series C                           | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     54000 | PA      | $38708.04     | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co., Series BB                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    745000 | PA      | $737834.89    | 0.20%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                        | Sabine Pass Liquefaction LLC                                       | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459890.65    | 0.13%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                       | Calpine Corp.                                                      | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257506.88    | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    246000 | PA      | $177380.23    | 0.05%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    845000 | PA      | $860875.40    | 0.24%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59794.44     | 0.02%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                    | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    360000 | PA      | $219020.91    | 0.06%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                              | Keurig Dr. Pepper, Inc.                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $187511.54    | 0.05%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                 | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    740000 | PA      | $695369.22    | 0.19%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                       | AIB Group plc                                                      | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207919.80    | 0.06%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                        | FirstEnergy Transmission LLC                                       | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128582.71    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $347318.46    | 0.10%             | 2032-06-09      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                             | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424622.62    | 0.12%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                  | Puget Energy, Inc.                                                 | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    791000 | PA      | $804568.56    | 0.22%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                         | Cheniere Energy Partners LP                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    790000 | PA      | $811399.11    | 0.22%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                              | NXP BV                                                             | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $381742.06    | 0.11%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2470000 | PA      | $2539077.92   | 0.70%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                 | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1025000 | PA      | $1042809.93   | 0.29%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                 | Entergy Texas, Inc.                                                | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24995.84     | 0.01%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                 | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    576000 | PA      | $586426.05    | 0.16%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2016-3, Class A       | CUSIP: 023771S25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62779 | PA      | $59437.71     | 0.02%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124399.00    | 0.03%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $505043.51    | 0.14%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    288000 | PA      | $314715.17    | 0.09%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                         | Stellantis Finance US, Inc.                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    920000 | PA      | $927921.10    | 0.26%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2017-2, Class A       | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62114 | PA      | $58887.02     | 0.02%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                          | Hess Corp.                                                         | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    655000 | PA      | $701368.87    | 0.19%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                 | Public Service Electric and Gas Co.                                | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    134000 | PA      | $70707.42     | 0.02%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168761.35    | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                  | Vertiv Group Corp., 1st Lien Term Loan B-4                         | CUSIP: 92537EAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $999310.00    | 0.28%             | 2032-08-12      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                | Columbia Pipelines Operating Co. LLC                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $514465.42    | 0.14%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                  | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $295215.94    | 0.08%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    304000 | PA      | $280770.91    | 0.08%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    398000 | PA      | $399751.20    | 0.11%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1203899.79   | 0.33%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                            | JBS USA Holding Lux SARL                                           | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5000 | PA      | $3810.35      | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    353000 | PA      | $294107.66    | 0.08%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                      | Morgan Stanley Private Bank NA                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    815000 | PA      | $826448.95    | 0.23%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    466000 | PA      | $516929.61    | 0.14%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co., Series 08-A                        | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184015.06    | 0.05%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                   | Merck & Co., Inc.                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81871.66     | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168176.38    | 0.05%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    403000 | PA      | $420068.66    | 0.12%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                        | Hess Midstream Operations LP                                       | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $576114.83    | 0.16%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                          | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368932.68    | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                            | Marathon Petroleum Corp.                                           | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    129000 | PA      | $108664.42    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 5 Year Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -230 | NC      | $-102454.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The), Series T                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290134.80    | 0.08%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                             | Micron Technology, Inc.                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    870000 | PA      | $914081.18    | 0.25%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                    | CVS Health Corp.                                                   | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134527.10    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                          | Hess Corp.                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415903.72    | 0.11%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                        | Leidos, Inc.                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    747000 | PA      | $743221.17    | 0.20%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                 | Amcor Flexibles North America, Inc.                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317416.97    | 0.09%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                            | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    605000 | PA      | $587327.38    | 0.16%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                            | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232270.48    | 0.06%             | 2032-03-29      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                            | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    134000 | PA      | $82145.41     | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                  | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282035.20    | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    191000 | PA      | $210910.41    | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                          | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    361000 | PA      | $362043.62    | 0.10%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                  | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221447.00    | 0.06%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $522668.80    | 0.14%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757000 | PA      | $544185.45    | 0.15%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    159000 | PA      | $114841.42    | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1296129.24   | 0.36%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                | Coterra Energy, Inc.                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    695000 | PA      | $648309.72    | 0.18%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                            | Duke Energy Progress LLC                                           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152933.05    | 0.04%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                        | Hess Midstream Operations LP                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $743343.87    | 0.20%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1683.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    738000 | PA      | $737403.92    | 0.20%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp.                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168655.40    | 0.05%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28654.47     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)        | Guardian Life Insurance Co. of America (The)                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     98000 | PA      | $83025.62     | 0.02%             | 2064-06-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328893.16    | 0.09%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $981344.63    | 0.27%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $876693.49    | 0.24%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                             | Entergy Mississippi LLC                                            | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     56000 | PA      | $38217.93     | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                  | Iowa Health System, Series 2020                                    | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    227000 | PA      | $164183.13    | 0.05%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                        | San Diego Gas & Electric Co.                                       | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    514000 | PA      | $479177.49    | 0.13%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                      | Cottage Health Obligated Group, Series 2020                        | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $8916.32      | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                             | Quest Diagnostics, Inc.                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    605000 | PA      | $605869.69    | 0.17%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                       | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $423588.60    | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                   | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    826000 | PA      | $781082.92    | 0.22%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                   | NTT Finance Corp.                                                  | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204913.62    | 0.06%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                            | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627452.91    | 0.17%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Ultra Note                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $4965.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    710000 | PA      | $636829.29    | 0.18%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277651.34    | 0.08%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                | Consumers Energy Co.                                               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337123.81    | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                 | Intesa Sanpaolo SpA                                                | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    845000 | PA      | $694574.79    | 0.19%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Ultra Bond                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $9632.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    471000 | PA      | $445095.80    | 0.12%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60838.38     | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                  | Southern Power Co.                                                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193163.20    | 0.05%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    975000 | PA      | $981736.21    | 0.27%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                              | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    239000 | PA      | $228353.90    | 0.06%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                | American Airlines Pass-Through Trust, Series 2016-1, Class A       | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219580 | PA      | $213861.84    | 0.06%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                     | Southwestern Electric Power Co., Series J                          | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     56000 | PA      | $42364.71     | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66118.97     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                   | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $810867.21    | 0.22%             | 2028-12-03      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    486000 | PA      | $504511.93    | 0.14%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                     | Microsoft Corp.                                                    | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    570000 | PA      | $348454.77    | 0.10%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                               | Elevance Health, Inc.                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    398000 | PA      | $346075.73    | 0.10%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                           | Ford Motor Credit Co. LLC                                          | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421412.77    | 0.12%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                             | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $145846.60    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                              | Morgan Stanley Bank NA                                             | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2458397.61   | 0.68%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447768.92    | 0.12%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp., Series J                                       | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $626570.07    | 0.17%             | 2029-09-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)        | Northwestern Mutual Life Insurance Co. (The)                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    144000 | PA      | $108732.59    | 0.03%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Aetna, Inc.                                         | Aetna, Inc.                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    131000 | PA      | $109829.39    | 0.03%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420006.01    | 0.12%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    258000 | PA      | $264338.63    | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1072678.02   | 0.30%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                       | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2611079.17   | 0.72%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                            | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    570000 | PA      | $549954.91    | 0.15%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                             | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     24000 | PA      | $13493.59     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                   | Exxon Mobil Corp.                                                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    339000 | PA      | $265916.77    | 0.07%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                     | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58032.55     | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    409000 | PA      | $404610.51    | 0.11%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                        | Ameren Corp.                                                       | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    915000 | PA      | $929617.43    | 0.26%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1217258.70   | 0.34%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                       | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    805000 | PA      | $841039.17    | 0.23%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                              | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253927.37    | 0.07%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp.                                     | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    151000 | PA      | $116324.28    | 0.03%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                | Edison International                                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105037.38    | 0.03%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston University                       | Trustees of Boston University, Series Ee                           | CUSIP: 10115CAB0<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    294000 | PA      | $194281.86    | 0.05%             | 2050-10-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                      | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    535000 | PA      | $434917.54    | 0.12%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    392000 | PA      | $408386.49    | 0.11%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    262000 | PA      | $230206.16    | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                 | Coca-Cola Co. (The)                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    121000 | PA      | $88568.91     | 0.02%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                  | Metropolitan Life Global Funding I                                 | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416395.29    | 0.11%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    844000 | PA      | $870063.56    | 0.24%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    795000 | PA      | $820598.02    | 0.23%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                              | Dow Chemical Co. (The)                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    226000 | PA      | $181358.66    | 0.05%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp.                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189337.37    | 0.05%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                            | JBS USA Holding Lux Sarl                                           | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $767524.07    | 0.21%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                 | Entergy Texas, Inc.                                                | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80975.47     | 0.02%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80141.31     | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                               | Monongahela Power Co.                                              | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $546826.69    | 0.15%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                             | Micron Technology, Inc.                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    540000 | PA      | $566880.78    | 0.16%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    675000 | PA      | $443512.66    | 0.12%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176508.73    | 0.05%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    409000 | PA      | $374814.00    | 0.10%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital plc                               | BG Energy Capital plc                                              | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $344565.99    | 0.09%             | 2041-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $376018.89    | 0.10%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co., Series D                          | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185152.87    | 0.05%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                            | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    153000 | PA      | $117147.12    | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                              | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487655.88    | 0.13%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145198.67    | 0.04%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    754000 | PA      | $767593.22    | 0.21%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                     | Nationwide Mutual Insurance Co.                                    | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    390000 | PA      | $300013.75    | 0.08%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                 | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605877.01    | 0.17%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                      | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $1346105.58   | 0.37%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                     | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $491875.63    | 0.14%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $106536.03    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                            | Diamondback Energy, Inc.                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    248000 | PA      | $229817.19    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                        | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $603453.74    | 0.17%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                  | DT Midstream, Inc.                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $738627.28    | 0.20%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    635000 | PA      | $642790.69    | 0.18%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $619969.19    | 0.17%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1303232.57   | 0.36%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548366.22    | 0.15%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     63000 | PA      | $37500.87     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    116000 | PA      | $93924.98     | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219676.08    | 0.06%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 2 Year Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       103 | NC      | $30989.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series EE                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806483.20    | 0.22%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70638.05     | 0.02%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                         | Cheniere Energy Partners LP                                        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1000877.92   | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                        | Leidos, Inc.                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    416000 | PA      | $429777.32    | 0.12%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                | Anheuser-Busch InBev Worldwide, Inc.                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39274.09     | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    615000 | PA      | $468054.39    | 0.13%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    676000 | PA      | $602315.00    | 0.17%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    544000 | PA      | $557387.15    | 0.15%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $263452.41    | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                       | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1030000 | PA      | $1034477.41   | 0.29%             | 2029-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                            | Roper Technologies, Inc.                                           | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255526.68    | 0.07%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                    | Amazon.com, Inc.                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    219000 | PA      | $130360.18    | 0.04%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    637000 | PA      | $595826.30    | 0.16%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2644412.70   | 0.73%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                            | Palomino Funding Trust I                                           | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265508.89    | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                   | Transcanada Trust                                                  | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $635390.60    | 0.18%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $195844.88    | 0.05%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                              | Norfolk Southern Corp.                                             | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50765.92     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $262350.02    | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150487.92    | 0.04%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    540000 | PA      | $506604.22    | 0.14%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1360752.31   | 0.38%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                            | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833671.80    | 0.23%             | 2027-01-08      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                       | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    625000 | PA      | $634618.75    | 0.17%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                      | Piedmont Natural Gas Co., Inc.                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    361000 | PA      | $241627.48    | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                    | CMS Energy Corp.                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367215.48    | 0.10%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                | Colorado Health Facilities Authority, Sanford Health, Series 2019B | CUSIP: 19648FNV2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    320000 | PA      | $255328.96    | 0.07%             | 2044-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                          | JetBlue Pass-Through Trust, Series 2019-1, Class AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119032 | PA      | $105163.07    | 0.03%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                   | Philip Morris International, Inc.                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1526718.53   | 0.42%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                     | PECO Energy Co.                                                    | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    210000 | PA      | $130307.70    | 0.04%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677102.64    | 0.19%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                             | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $444372.55    | 0.12%             | 2036-08-12      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1070984.66   | 0.30%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                         | ONEOK, Inc.                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107079.24    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                              | Texas Health Resources, Series 2019                                | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24020.70     | 0.01%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                            | American Homes 4 Rent LP                                           | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152956.50    | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                   | ONEOK Partners LP                                                  | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449838.85    | 0.12%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    764000 | PA      | $773527.26    | 0.21%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    452000 | PA      | $410048.13    | 0.11%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477801.72    | 0.13%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                     | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $331511.39    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $204976.88    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517924.11    | 0.14%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                          | Niagara Mohawk Power Corp.                                         | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183946.24    | 0.05%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                  | Berry Global, Inc.                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    427000 | PA      | $452152.50    | 0.12%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        59 | NC      | $30728.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                               | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183930.28    | 0.05%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1063688.74   | 0.29%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    490000 | PA      | $500715.99    | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60640.47     | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly & Co.                                                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295827.05    | 0.08%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                       | Comcast Corp.                                                      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $850161.31    | 0.23%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                      | Alphabet, Inc.                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $193958.49    | 0.05%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $209451.48    | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                        | American Water Capital Corp.                                       | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206654.53    | 0.06%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                          | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762985.05    | 0.21%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                        | New York Life Global Funding                                       | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190317.84    | 0.05%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    576000 | PA      | $570463.65    | 0.16%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    747000 | PA      | $765948.51    | 0.21%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                     | Louisville Gas and Electric Co.                                    | CUSIP: 546676AV9<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35472.25     | 0.01%             | 2043-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                        | FirstEnergy Transmission LLC                                       | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93811.58     | 0.03%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                            | AEP Transmission Co. LLC, Series N                                 | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    131000 | PA      | $80284.11     | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383121.53    | 0.11%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1190369.13   | 0.33%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                 | Santos Finance Ltd.                                                | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    507000 | PA      | $476564.79    | 0.13%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 5 Year Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        68 | NC      | $40275.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                 | Emera US Finance LP                                                | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $266096.36    | 0.07%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                 | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308117.96    | 0.08%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                       | Ovintiv, Inc.                                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244530.27    | 0.07%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                  | Union Electric Co.                                                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470974.09    | 0.13%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                      | Public Service Co. of Colorado                                     | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    131000 | PA      | $76421.72     | 0.02%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC, Series H                        | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $270168.33    | 0.07%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    582000 | PA      | $606987.84    | 0.17%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                            | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    142000 | PA      | $109964.86    | 0.03%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $607284.92    | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                        | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    527000 | PA      | $455092.06    | 0.13%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                         | Eaton Corp.                                                        | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    560000 | PA      | $480153.96    | 0.13%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                    | Burlington Northern Santa Fe LLC                                   | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $52065.58     | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                       | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $409518.02    | 0.11%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                         | FedEx Corp.                                                        | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    177000 | PA      | $127088.45    | 0.04%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    254000 | PA      | $260596.10    | 0.07%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142211.79    | 0.04%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                             | Entergy Mississippi LLC                                            | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    630000 | PA      | $627191.38    | 0.17%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                            | Duke Energy Progress LLC                                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21405.66     | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                     | Eli Lilly & Co.                                                    | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158656.05    | 0.04%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                   | Venture Global Calcasieu Pass LLC                                  | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713332.29    | 0.20%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC           | South Bow USA Infrastructure Holdings LLC                          | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201714.65    | 0.06%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                               | Pepperdine University, Series 2020                                 | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $26512.13     | 0.01%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                            | TotalEnergies Capital SA                                           | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $194030.57    | 0.05%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                  | ITC Holdings Corp.                                                 | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1202965.15   | 0.33%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636528.37    | 0.18%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636475.26    | 0.18%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                | Edison International, Series B                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    805000 | PA      | $719709.20    | 0.20%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $202143.96    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                 | Intesa Sanpaolo SpA                                                | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    998000 | PA      | $1090195.24   | 0.30%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1114355.22   | 0.31%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $647464.14    | 0.18%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                        | Canadian Pacific Railway Co.                                       | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    341000 | PA      | $298780.70    | 0.08%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                  | United Airlines Pass-Through Trust, Series 2024-1, Class A         | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468278 | PA      | $475773.18    | 0.13%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                          | Corebridge Financial, Inc.                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123491.33    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                     | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $415703.23    | 0.11%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Euro-Buxl 30 Year Bond                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -26 | NC      | $196020.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1259460.34   | 0.35%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                          | Baxter International, Inc.                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304984.37    | 0.08%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                    | Nevada Power Co.                                                   | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1249067.42   | 0.34%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                 | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235754.80    | 0.06%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                         | Citibank NA                                                        | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    495000 | PA      | $518824.41    | 0.14%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    314000 | PA      | $310988.61    | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    810000 | PA      | $802156.86    | 0.22%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    607000 | PA      | $455329.30    | 0.13%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA              | TotalEnergies Capital International SA                             | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    635000 | PA      | $470911.64    | 0.13%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1870722.33   | 0.52%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    505000 | PA      | $474165.76    | 0.13%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    408000 | PA      | $403800.17    | 0.11%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    915000 | PA      | $607556.98    | 0.17%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.             | Pfizer Investment Enterprises Pte. Ltd.                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    152000 | PA      | $141593.71    | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                           | UDR, Inc.                                                          | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    172000 | PA      | $172437.05    | 0.05%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Short-Term Euro-BTP                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       448 | NC      | $-102269.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                      | Ford Motor Co.                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $210037.41    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                         | Amgen, Inc.                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    282000 | PA      | $271028.42    | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                   | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89556.86     | 0.02%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $951542.56    | 0.26%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1014282.20   | 0.28%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    164000 | PA      | $123312.67    | 0.03%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    272000 | PA      | $244251.48    | 0.07%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271942.80    | 0.07%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                            | UnitedHealth Group, Inc.                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237966.01    | 0.07%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                   | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632087.85    | 0.17%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                         | Apple, Inc.                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    520000 | PA      | $321193.66    | 0.09%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                           | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $287872.85    | 0.08%             | 2029-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                         | Huntington Bancshares, Inc.                                        | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    143000 | PA      | $147768.49    | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                               | Foundry JV Holdco LLC                                              | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259602.31    | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                           | Ford Motor Credit Co. LLC                                          | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1557495.05   | 0.43%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                          | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    970000 | PA      | $987202.71    | 0.27%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $53135.68     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201462.71    | 0.06%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $744002.19    | 0.21%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $83954.88     | 0.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    492000 | PA      | $478880.13    | 0.13%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    462000 | PA      | $458481.59    | 0.13%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP, Series G                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1186266.39   | 0.33%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160517.41    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SES SA                                              | SES SA                                                             | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    339000 | PA      | $394515.74    | 0.11%             | 2054-09-12      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                  | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1245465.41   | 0.34%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Australia 10 Year Bond                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        94 | NC      | $51930.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                            | Enel Finance America LLC                                           | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $174940.39    | 0.05%             | 2041-07-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                      | Baltimore Gas and Electric Co.                                     | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    132000 | PA      | $88417.62     | 0.02%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                          | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1627614.79   | 0.45%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                | Charter Communications Operating LLC                               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $78797.95     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                       | Enel Finance International NV                                      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $471487.55    | 0.13%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1038188.63   | 0.29%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    403000 | PA      | $290459.92    | 0.08%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                              | Duke Energy Ohio, Inc.                                             | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    885000 | PA      | $904115.08    | 0.25%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    389000 | PA      | $399927.85    | 0.11%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    935000 | PA      | $975324.32    | 0.27%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165385.90    | 0.05%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    158000 | PA      | $106108.56    | 0.03%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                             | Commonwealth Edison Co.                                            | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $284733.59    | 0.08%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    341000 | PA      | $359622.43    | 0.10%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    566000 | PA      | $571500.11    | 0.16%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                          | Anglo American Capital plc                                         | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $238114.40    | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                            | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    885000 | PA      | $922123.02    | 0.25%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    911000 | PA      | $803952.03    | 0.22%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                        | Sabine Pass Liquefaction LLC                                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611763.76    | 0.17%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $519687.38    | 0.14%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                              | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    311000 | PA      | $267013.19    | 0.07%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                         | Huntington Bancshares, Inc.                                        | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    306000 | PA      | $322476.03    | 0.09%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    848000 | PA      | $717502.58    | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1282810.49   | 0.35%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                     | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    860000 | PA      | $903196.08    | 0.25%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                         | Rogers Communications, Inc.                                        | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    916000 | PA      | $859585.31    | 0.24%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                           | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571308.51    | 0.16%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                        | Kenvue, Inc.                                                       | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27320.95     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                              | Home Depot, Inc. (The)                                             | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104397.10    | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                 | Realty Income Corp.                                                | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |    570000 | PA      | $736162.44    | 0.20%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The), Series 2                                | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $196183.37    | 0.05%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $934780.05    | 0.26%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                 | Sonoco Products Co.                                                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351661.66    | 0.10%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                | Consumers Energy Co.                                               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    355000 | PA      | $290238.86    | 0.08%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                  | Southern Power Co., Series F                                       | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    389000 | PA      | $341364.06    | 0.09%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    631000 | PA      | $434216.06    | 0.12%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                    | BP Capital Markets America, Inc.                                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    113000 | PA      | $83552.88     | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                  | ConocoPhillips Co.                                                 | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313977.16    | 0.09%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                | Columbia Pipelines Operating Co. LLC                               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $132932.64    | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210622.29    | 0.06%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                            | Puget Sound Energy, Inc.                                           | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277932.69    | 0.08%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                           | Duke Energy Carolinas LLC                                          | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    230000 | PA      | $198399.86    | 0.05%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                         | Intel Corp.                                                        | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    595000 | PA      | $476540.38    | 0.13%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $841129.64    | 0.23%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                            | Northern Natural Gas Co.                                           | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    161000 | PA      | $105896.18    | 0.03%             | 2051-10-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $-5325.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro-OAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -63 | NC      | $157017.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1170742.31   | 0.32%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series CC                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $788336.78    | 0.22%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                              | Antero Resources Corp.                                             | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1032485.58   | 0.28%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                  | Columbia Pipelines Holding Co. LLC                                 | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103595.16    | 0.03%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295822.52    | 0.08%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc., Series C                                    | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    385000 | PA      | $346609.15    | 0.10%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                     | Santander UK Group Holdings plc                                    | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2185000 | PA      | $2279598.74   | 0.63%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                            | Roper Technologies, Inc.                                           | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130913.27    | 0.04%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                       | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    735000 | PA      | $758373.33    | 0.21%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54101.79     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America | Teachers Insurance & Annuity Association of America                | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    630000 | PA      | $714485.47    | 0.20%             | 2039-12-16      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                    | ERP Operating LP                                                   | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296159.88    | 0.08%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                       | AIB Group plc                                                      | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205230.48    | 0.06%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2328761.15   | 0.64%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390603.43    | 0.11%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Euro-Schatz                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -277 | NC      | $104115.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2023574.87   | 0.56%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326457.54    | 0.09%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                               | Lockheed Martin Corp.                                              | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468168.41    | 0.13%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141940.15    | 0.04%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Long Gilt                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        31 | NC      | $-3304.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                       | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    305000 | PA      | $337623.88    | 0.09%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                    | Kinder Morgan Energy Partners LP                                   | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365769.36    | 0.10%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Long Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-628.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                       | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $737719.50    | 0.20%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                           | Ford Motor Credit Co. LLC                                          | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202149.99    | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                 | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141040.01    | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                 | Emera US Finance LP                                                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $380826.03    | 0.10%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                               | Cheniere Energy, Inc.                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1036186.45   | 0.29%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                        | Hess Midstream Operations LP                                       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $351546.40    | 0.10%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737094.29    | 0.20%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                | Meta Platforms, Inc.                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113623.64    | 0.03%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                           | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279458.40    | 0.08%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $938673.69    | 0.26%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61745.15     | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1337746.59   | 0.37%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                              | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268469.63    | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547070.97    | 0.15%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218851.23    | 0.06%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1715000 | PA      | $1650043.77   | 0.45%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    674000 | PA      | $460934.22    | 0.13%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                             | Uber Technologies, Inc.                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573368.16    | 0.16%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $729387.29    | 0.20%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105939.55    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133894.36    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514545.74    | 0.14%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series FF                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    528000 | PA      | $536126.98    | 0.15%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    548000 | PA      | $530627.19    | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1125902.63   | 0.31%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                            | Bimbo Bakeries USA, Inc.                                           | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    682000 | PA      | $713426.56    | 0.20%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                            | TotalEnergies Capital SA                                           | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $249424.45    | 0.07%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                          | Baxter International, Inc.                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    304000 | PA      | $264464.79    | 0.07%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                       | Ovintiv, Inc.                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48354.14     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                | Entergy Arkansas LLC                                               | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149334.44    | 0.04%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                     | NGPL PipeCo LLC                                                    | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    453000 | PA      | $453614.65    | 0.13%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                     | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $253231.26    | 0.07%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                    | Kroger Co. (The)                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275172.07    | 0.08%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                               | Entergy Louisiana LLC                                              | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    302000 | PA      | $269266.58    | 0.07%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    830000 | PA      | $841039.32    | 0.23%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                       | Calpine Corp.                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    980000 | PA      | $968259.11    | 0.27%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                               | Quanta Services, Inc.                                              | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554414.13    | 0.15%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                      | Baltimore Gas and Electric Co.                                     | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    210000 | PA      | $132058.28    | 0.04%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                             | Duke Energy Indiana LLC                                            | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    367000 | PA      | $349118.50    | 0.10%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                      | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    733000 | PA      | $672898.47    | 0.19%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bonds                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1438328.13   | 0.40%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237603.19    | 0.07%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204877.81    | 0.06%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $323233.31    | 0.09%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                  | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    407000 | PA      | $418834.31    | 0.12%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $53277.07     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                       | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202156.39    | 0.06%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                    | Boeing Co. (The)                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153861.90    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    740000 | PA      | $766914.24    | 0.21%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1849.81      | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                | Equinix Europe 2 Financing Corp. LLC                               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579179.12    | 0.16%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                             | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1433079.28   | 0.40%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                  | Altria Group, Inc.                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    810000 | PA      | $810198.96    | 0.22%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $665141.87    | 0.18%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                     | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $721269.46    | 0.20%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                       | Cencora, Inc.                                                      | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60927.79     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                       | Calpine Corp.                                                      | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    759000 | PA      | $752806.03    | 0.21%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                        | Pacific Gas and Electric Co.                                       | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    158164 | PA      | $134980.92    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                     | Virginia Electric and Power Co.                                    | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    498000 | PA      | $279662.10    | 0.08%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $652925.00    | 0.18%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                            | Bristol-Myers Squibb Co.                                           | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1341344.18   | 0.37%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                               | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177237.62    | 0.05%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                          | COPT Defense Properties LP                                         | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     88000 | PA      | $79320.51     | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13862.27     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                            | Met Tower Global Funding                                           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    965000 | PA      | $998106.72    | 0.28%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                       | Air Canada Pass-Through Trust, Series 2020-2, Class B              | CUSIP: 00909UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     59971 | PA      | $60115.71     | 0.02%             | 2025-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2445000 | PA      | $2552413.74   | 0.70%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                              | Duke Energy Ohio, Inc.                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    209000 | PA      | $202924.98    | 0.06%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                             | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343271.94    | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                       | UniCredit SpA                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    568000 | PA      | $557620.60    | 0.15%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                    | McDonald's Corp.                                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $290545.18    | 0.08%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bills                                                | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1131000 | PA      | $1119502.86   | 0.31%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                      | Synopsys, Inc.                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265094.15    | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1495033.78   | 0.41%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Euro-Bobl                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -39 | NC      | $-136.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1491878.82   | 0.41%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                         | New York Life Insurance Co.                                        | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    123000 | PA      | $93911.73     | 0.03%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                       | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341059.04    | 0.09%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                      | Southern California Edison Co.                                     | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42970.98     | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                               | Gilead Sciences, Inc.                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132797.04    | 0.04%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital (The)            | New York and Presbyterian Hospital (The)                           | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    293000 | PA      | $203094.49    | 0.06%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    225000 | PA      | $227917.58    | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AES Corp. (The)                                     | AES Corp. (The)                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    359000 | PA      | $367411.38    | 0.10%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                    | Kinder Morgan Energy Partners LP                                   | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    889000 | PA      | $766074.51    | 0.21%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                        | Verizon Communications, Inc.                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $580959.41    | 0.16%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                           | Duke Energy Carolinas LLC                                          | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    336000 | PA      | $277800.57    | 0.08%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                          | PacifiCorp                                                         | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    242000 | PA      | $142598.15    | 0.04%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                          | Mars, Inc.                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    710000 | PA      | $692356.10    | 0.19%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer