# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0001752724-23-014585
**Filing Date:** 2023-1
**Character Count:** 239620
**Document Hash:** f2e2e23e0a55bd97320400d6c9faae90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014585.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014585

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 23556417

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Corporate Bond ETF**

**November 30, 2022**

T12-NPRT1-0123

1.9862232.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 88.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 88.5%** | &nbsp;&nbsp;**Nonconvertible Bonds - 88.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 7.0%  |  |  |
| Diversified Telecommunication Services - 1.9% |  |  |
| AT&T, Inc.: |  |  |
|  3.55% 9/15/55  | 622000  | 436276  |
|  3.65% 9/15/59  | 255000  | 177121  |
|  4.3% 2/15/30  | 332000  | 315432  |
|  4.5% 5/15/35  | 293000  | 268497  |
| Level 3 Financing, Inc. 3.4% 3/1/27 (b) | 361000 | 308001 |
| Verizon Communications, Inc.: |  |  |
|  2.1% 3/22/28  | 218000  | 190734  |
|  2.55% 3/21/31  | 512000  | 426850  |
|  3.7% 3/22/61  | 415000  | 298005  |
|  4.4% 11/1/34  | 482000  | 444992  |
|  |  | 2865908 |
| Entertainment - 0.1% |  |  |
| The Walt Disney Co. 4.75% 11/15/46  | 204000 | 189361 |
| Interactive Media & Services - 0.2% |  |  |
| Tencent Holdings Ltd.: |  |  |
|  2.88% 4/22/31 (b) | 235000  | 194072  |
|  3.575% 4/11/26 (b) | 200000  | 188750  |
|  |  | 382822 |
| Media - 3.3% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp. 4.5% 8/15/30 (b) | 443000 | 373228 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp.: |  |  |
|  3.7% 4/1/51  | 408000  | 260609  |
|  3.85% 4/1/61  | 300000  | 184947  |
|  4.2% 3/15/28  | 558000  | 519048  |
|  5.375% 5/1/47  | 338000  | 279623  |
| Comcast Corp. 2.937% 11/1/56  | 405000 | 262518 |
| Discovery Communications LLC 4.125% 5/15/29  | 495000 | 435781 |
| Fox Corp.: |  |  |
|  3.5% 4/8/30  | 358000  | 314768  |
|  5.476% 1/25/39  | 78000  | 71829  |
| Magallanes, Inc.: |  |  |
|  3.755% 3/15/27 (b) | 142000  | 129402  |
|  4.054% 3/15/29 (b) | 49000  | 42911  |
|  4.279% 3/15/32 (b) | 397000  | 337053  |
|  5.05% 3/15/42 (b) | 171000  | 136894  |
|  5.141% 3/15/52 (b) | 416000  | 322342  |
|  5.391% 3/15/62 (b) | 345000  | 266957  |
| Time Warner Cable LLC: |  |  |
|  4.5% 9/15/42  | 473000  | 355068  |
|  5.875% 11/15/40  | 354000  | 313759  |
|  7.3% 7/1/38  | 378000  | 386540  |
|  |  | 4993277 |
| Wireless Telecommunication Services - 1.5% |  |  |
| Rogers Communications, Inc.: |  |  |
|  3.8% 3/15/32 (b) | 349000  | 308967  |
|  4.3% 2/15/48  | 100000  | 77708  |
|  4.55% 3/15/52 (b) | 304000  | 247439  |
| T-Mobile U.S.A., Inc.: |  |  |
|  2.4% 3/15/29  | 242000  | 205520  |
|  2.7% 3/15/32  | 380000  | 311851  |
|  3.75% 4/15/27  | 412000  | 390270  |
| Vodafone Group PLC: |  |  |
|  3.25% 6/4/81 (c) | 250000  | 207450  |
|  4.375% 5/30/28  | 212000  | 209792  |
|  5.25% 5/30/48  | 344000  | 308934  |
|  |  | 2267931 |
| TOTAL COMMUNICATION SERVICES |  | 10699299 |
| CONSUMER DISCRETIONARY - 3.6%  |  |  |
| Automobiles - 1.8% |  |  |
| Ford Motor Co. 3.25% 2/12/32  | 850000 | 674860 |
| General Motors Co.: |  |  |
|  5.4% 4/1/48  | 420000  | 361791  |
|  5.95% 4/1/49  | 386000  | 358704  |
| General Motors Financial Co., Inc. 3.1% 1/12/32  | 530000 | 425177 |
| Volkswagen Group of America Finance LLC: |  |  |
|  1.625% 11/24/27 (b) | 450000  | 381249  |
|  4.75% 11/13/28 (b) | 550000  | 532758  |
|  |  | 2734539 |
| Distributors - 0.2% |  |  |
| Genuine Parts Co. 2.75% 2/1/32  | 450000 | 363708 |
| Household Durables - 0.2% |  |  |
| Toll Brothers Finance Corp. 4.375% 4/15/23  | 269000 | 267576 |
| Internet & Direct Marketing Retail - 0.1% |  |  |
| Alibaba Group Holding Ltd. 2.125% 2/9/31  | 200000 | 159014 |
| Specialty Retail - 1.0% |  |  |
| Advance Auto Parts, Inc. 1.75% 10/1/27  | 338000 | 285425 |
| AutoNation, Inc.: |  |  |
|  3.85% 3/1/32  | 390000  | 321608  |
|  4.75% 6/1/30  | 19000  | 17110  |
| Lowe's Companies, Inc.: |  |  |
|  3.65% 4/5/29  | 291000  | 271871  |
|  5.625% 4/15/53  | 250000  | 250112  |
| O'Reilly Automotive, Inc. 4.35% 6/1/28  | 416000 | 403853 |
|  |  | 1549979 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Tapestry, Inc. 3.05% 3/15/32  | 684000 | 529272 |
| TOTAL CONSUMER DISCRETIONARY |  | 5604088 |
| CONSUMER STAPLES - 6.9%  |  |  |
| Beverages - 1.3% |  |  |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc.: |  |  |
|  4.7% 2/1/36  | 198000  | 189980  |
|  4.9% 2/1/46  | 288000  | 269419  |
| Anheuser-Busch InBev Finance, Inc.: |  |  |
|  4.7% 2/1/36  | 204000  | 195737  |
|  4.9% 2/1/46  | 222000  | 207677  |
| Anheuser-Busch InBev Worldwide, Inc. 4.5% 6/1/50  | 436000 | 394194 |
| Constellation Brands, Inc. 2.875% 5/1/30  | 363000 | 312430 |
| Molson Coors Beverage Co. 3% 7/15/26  | 381000 | 357363 |
|  |  | 1926800 |
| Food & Staples Retailing - 0.3% |  |  |
| Alimentation Couche-Tard, Inc. 2.95% 1/25/30 (b) | 469000 | 399692 |
| Food Products - 2.0% |  |  |
| JBS U.S.A. Lux SA / JBS Food Co.: |  |  |
|  2.5% 1/15/27 (b) | 1000000  | 871620  |
|  3% 5/15/32 (b) | 405000  | 317421  |
|  4.375% 2/2/52 (b) | 405000  | 294419  |
|  5.5% 1/15/30 (b) | 650000  | 623454  |
| McCormick & Co., Inc. 1.85% 2/15/31  | 261000 | 202995 |
| Smithfield Foods, Inc. 3% 10/15/30 (b) | 135000 | 103957 |
| Viterra Finance BV 4.9% 4/21/27 (b) | 780000 | 729535 |
|  |  | 3143401 |
| Tobacco - 3.3% |  |  |
| Altria Group, Inc.: |  |  |
|  2.45% 2/4/32  | 440000  | 333575  |
|  4.25% 8/9/42  | 235000  | 175222  |
|  4.8% 2/14/29  | 453000  | 434820  |
| BAT Capital Corp.: |  |  |
|  2.259% 3/25/28  | 404000  | 338668  |
|  2.726% 3/25/31  | 400000  | 315019  |
|  3.557% 8/15/27  | 1006000  | 917611  |
|  3.984% 9/25/50  | 440000  | 297448  |
| Imperial Tobacco Finance PLC: |  |  |
|  3.5% 7/26/26 (b) | 670000  | 616945  |
|  4.25% 7/21/25 (b) | 250000  | 238636  |
| Philip Morris International, Inc.: |  |  |
|  5.625% 11/17/29  | 280000  | 284747  |
|  5.75% 11/17/32  | 321000  | 330558  |
| Reynolds American, Inc. 4.45% 6/12/25  | 767000 | 753196 |
|  |  | 5036445 |
| TOTAL CONSUMER STAPLES |  | 10506338 |
| ENERGY - 8.7%  |  |  |
| Oil, Gas & Consumable Fuels - 8.7% |  |  |
| Canadian Natural Resources Ltd.: |  |  |
|  4.95% 6/1/47  | 134000  | 120698  |
|  6.25% 3/15/38  | 350000  | 358938  |
| Cenovus Energy, Inc.: |  |  |
|  2.65% 1/15/32  | 99000  | 79960  |
|  3.75% 2/15/52  | 290000  | 208941  |
|  4.25% 4/15/27  | 598000  | 572899  |
|  5.4% 6/15/47  | 288000  | 266027  |
|  6.75% 11/15/39  | 32000  | 33667  |
| Cheniere Corpus Christi Holdings LLC 5.875% 3/31/25  | 405000 | 406918 |
| ConocoPhillips Co. 6.5% 2/1/39  | 331000 | 379488 |
| DCP Midstream Operating LP: |  |  |
|  3.875% 3/15/23  | 210000  | 208908  |
|  5.125% 5/15/29  | 795000  | 770829  |
|  5.85% 5/21/43 (b)(c) | 418000  | 408930  |
| Eastern Gas Transmission & Storage, Inc.: |  |  |
|  3% 11/15/29  | 418000  | 364767  |
|  3.9% 11/15/49  | 356000  | 247399  |
| Enbridge, Inc. 4.25% 12/1/26  | 214000 | 207488 |
| Energy Transfer LP: |  |  |
|  4% 10/1/27  | 452000  | 424134  |
|  4.25% 4/1/24  | 228000  | 223452  |
|  4.95% 6/15/28  | 238000  | 230226  |
|  5% 5/15/50  | 300000  | 247245  |
|  5.4% 10/1/47  | 316000  | 272511  |
|  5.8% 6/15/38  | 123000  | 114051  |
|  6% 6/15/48  | 257000  | 236050  |
| Enterprise Products Operating LP 4.9% 5/15/46  | 183000 | 161745 |
| Equinor ASA 2.375% 5/22/30  | 382000 | 328794 |
| Hess Corp.: |  |  |
|  4.3% 4/1/27  | 194000  | 186476  |
|  5.6% 2/15/41  | 410000  | 395133  |
|  5.8% 4/1/47  | 240000  | 233130  |
|  6% 1/15/40  | 405000  | 406219  |
| MPLX LP: |  |  |
|  1.75% 3/1/26  | 351000  | 313309  |
|  2.65% 8/15/30  | 442000  | 362717  |
| Occidental Petroleum Corp.: |  |  |
|  2.9% 8/15/24  | 86000  | 82560  |
|  3.45% 7/15/24  | 481000  | 466570  |
| Ovintiv, Inc. 7.2% 11/1/31  | 270000 | 288498 |
| Petroleos Mexicanos: |  |  |
|  5.35% 2/12/28  | 394000  | 327513  |
|  6.49% 1/23/27  | 85000  | 76908  |
|  6.5% 3/13/27  | 280000  | 252448  |
| Plains All American Pipeline LP/PAA Finance Corp. 4.65% 10/15/25  | 416000 | 409589 |
| Spectra Energy Partners LP 3.375% 10/15/26  | 338000 | 316417 |
| Suncor Energy, Inc.: |  |  |
|  6.5% 6/15/38  | 255000  | 264486  |
|  6.85% 6/1/39  | 166000  | 178137  |
| The Williams Companies, Inc.: |  |  |
|  3.5% 11/15/30  | 352000  | 311491  |
|  4.65% 8/15/32  | 163000  | 154400  |
|  5.3% 8/15/52  | 37000  | 33987  |
|  5.75% 6/24/44  | 360000  | 350565  |
| Transcontinental Gas Pipe Line Co. LLC 3.25% 5/15/30  | 26000 | 22838 |
| Western Gas Partners LP 4.3% 2/1/30  | 1174000 | 1046140 |
|  |  | 13353596 |
| FINANCIALS - 32.2%  |  |  |
| Banks - 17.2% |  |  |
| AIB Group PLC 4.263% 4/10/25 (b)(c) | 250000 | 240678 |
| Banco Santander SA 2.749% 12/3/30  | 720000 | 538708 |
| Bank of America Corp.: |  |  |
|  2.676% 6/19/41 (c) | 679000  | 473666  |
|  2.884% 10/22/30 (c) | 487000  | 415589  |
|  3.194% 7/23/30 (c) | 495000  | 432036  |
|  3.458% 3/15/25 (c) | 337000  | 328058  |
|  3.705% 4/24/28 (c) | 362000  | 337204  |
|  4.25% 10/22/26  | 368000  | 360328  |
|  4.45% 3/3/26  | 350000  | 344245  |
|  4.571% 4/27/33 (c) | 800000  | 745580  |
|  5.015% 7/22/33 (c) | 600000  | 579251  |
| Bank of Ireland Group PLC 4.5% 11/25/23 (b) | 600000 | 587657 |
| Bank of Nova Scotia 4.5% 12/16/25  | 456000 | 450307 |
| Barclays PLC: |  |  |
|  1.007% 12/10/24 (c) | 333000  | 314898  |
|  2.645% 6/24/31 (c) | 550000  | 427211  |
|  2.894% 11/24/32 (c) | 920000  | 702685  |
|  4.836% 5/9/28  | 415000  | 380489  |
|  5.088% 6/20/30 (c) | 200000  | 180142  |
| BNP Paribas SA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 1.323% 1/13/27 (b)(c)(d) | 500000  | 434298  |
|  1.904% 9/30/28 (b)(c) | 750000  | 617735  |
|  2.824% 1/26/41 (b) | 700000  | 435394  |
|  4.625% 3/13/27 (b) | 475000  | 451405  |
| BPCE SA: |  |  |
|  2.277% 1/20/32 (b)(c) | 650000  | 484669  |
|  4.875% 4/1/26 (b) | 350000  | 334026  |
| Citigroup, Inc.: |  |  |
|  2.572% 6/3/31 (c) | 296000  | 242585  |
|  2.666% 1/29/31 (c) | 307000  | 254835  |
|  4.3% 11/20/26  | 381000  | 371667  |
|  4.91% 5/24/33 (c) | 295000  | 280874  |
| Citizens Financial Group, Inc. 2.638% 9/30/32  | 397000 | 296710 |
| Commonwealth Bank of Australia 3.784% 3/14/32 (b) | 610000 | 500933 |
| Credit Agricole SA 2.811% 1/11/41 (b) | 488000 | 302185 |
| Danske Bank A/S 1.171% 12/8/23 (b)(c) | 500000 | 499661 |
| Fifth Third Bancorp 8.25% 3/1/38  | 395000 | 480302 |
| HSBC Holdings PLC: |  |  |
|  1.589% 5/24/27 (c) | 790000  | 676875  |
|  2.357% 8/18/31 (c) | 570000  | 434941  |
|  2.848% 6/4/31 (c) | 400000  | 318830  |
|  4.041% 3/13/28 (c) | 300000  | 274936  |
|  7.39% 11/3/28 (c) | 300000  | 314623  |
| Huntington Bancshares, Inc. 2.487% 8/15/36 (c) | 388000 | 280941 |
| Intesa Sanpaolo SpA 5.71% 1/15/26 (b) | 200000 | 193229 |
| JPMorgan Chase & Co.: |  |  |
|  2.522% 4/22/31 (c) | 456000  | 377135  |
|  2.956% 5/13/31 (c) | 467000  | 389426  |
|  4.912% 7/25/33 (c) | 850000  | 819667  |
|  4.95% 6/1/45  | 204000  | 188763  |
|  5.717% 9/14/33 (c) | 1000000  | 989265  |
| Lloyds Banking Group PLC: |  |  |
|  1.627% 5/11/27 (c) | 600000  | 517023  |
|  7.953% 11/15/33 (c) | 350000  | 368550  |
| NatWest Group PLC 2.359% 5/22/24 (c) | 215000 | 210882 |
| Rabobank Nederland 3.75% 7/21/26  | 700000 | 657092 |
| Santander Holdings U.S.A., Inc. 2.49% 1/6/28 (c) | 365000 | 316749 |
| Societe Generale: |  |  |
|  1.488% 12/14/26 (b)(c) | 325000  | 281051  |
|  3% 1/22/30 (b) | 625000  | 500807  |
|  3.625% 3/1/41 (b) | 750000  | 481849  |
|  6.221% 6/15/33 (b)(c) | 400000  | 372000  |
| Standard Chartered PLC 3.785% 5/21/25 (b)(c) | 500000 | 479038 |
| SVB Financial Group 3.125% 6/5/30  | 197000 | 161171 |
| Synchrony Bank 5.625% 8/23/27  | 250000 | 242025 |
| UniCredit SpA 1.982% 6/3/27 (b)(c) | 625000 | 529577 |
| Wells Fargo & Co.: |  |  |
|  2.164% 2/11/26 (c) | 646000  | 602275  |
|  4.478% 4/4/31 (c) | 432000  | 408313  |
|  4.65% 11/4/44  | 384000  | 332789  |
| Westpac Banking Corp. U.S. TREASURY 1 YEAR INDEX + 2.680% 5.405% 8/10/33 (c)(d) | 480000 | 443236 |
| Zions Bancorp NA 3.25% 10/29/29  | 420000 | 346279 |
|  |  | 26335348 |
| Capital Markets - 5.0% |  |  |
| Ares Capital Corp.: |  |  |
|  2.15% 7/15/26  | 335000  | 285655  |
|  3.875% 1/15/26  | 352000  | 323683  |
|  4.2% 6/10/24  | 406000  | 393582  |
|  4.25% 3/1/25  | 378000  | 359155  |
| Blackstone Holdings Finance Co. LLC 3.5% 9/10/49 (b) | 338000 | 238099 |
| Credit Suisse Group AG: |  |  |
|  2.593% 9/11/25 (b)(c) | 351000  | 310947  |
|  3.091% 5/14/32 (b)(c) | 725000  | 493915  |
|  3.869% 1/12/29 (b)(c) | 250000  | 199683  |
|  4.194% 4/1/31 (b)(c) | 700000  | 530678  |
|  4.55% 4/17/26  | 250000  | 217273  |
|  9.016% 11/15/33 (b)(c) | 300000  | 304580  |
| Deutsche Bank AG 4.5% 4/1/25  | 320000 | 303417 |
| Deutsche Bank AG New York Branch: |  |  |
|  2.129% 11/24/26 (c) | 731000  | 639793  |
|  3.035% 5/28/32 (c) | 566000  | 426283  |
| Goldman Sachs Group, Inc. 4.223% 5/1/29 (c) | 336000 | 315659 |
| Morgan Stanley: |  |  |
|  1.794% 2/13/32 (c) | 414000  | 315070  |
|  2.239% 7/21/32 (c) | 580000  | 452318  |
|  2.699% 1/22/31 (c) | 266000  | 222899  |
|  4.35% 9/8/26  | 535000  | 520878  |
|  4.431% 1/23/30 (c) | 400000  | 378301  |
| UBS Group AG 3.126% 8/13/30 (b)(c) | 500000 | 425503 |
|  |  | 7657371 |
| Consumer Finance - 3.4% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |
|  1.65% 10/29/24  | 350000  | 322058  |
|  2.45% 10/29/26  | 150000  | 131894  |
|  3% 10/29/28  | 151000  | 127578  |
|  3.3% 1/30/32  | 161000  | 128312  |
|  3.4% 10/29/33  | 333000  | 258117  |
|  3.85% 10/29/41  | 540000  | 396122  |
| Ally Financial, Inc.: |  |  |
|  2.2% 11/2/28  | 504000  | 402502  |
|  5.75% 11/20/25  | 141000  | 139120  |
|  5.8% 5/1/25  | 229000  | 229945  |
|  7.1% 11/15/27  | 250000  | 257099  |
| Capital One Financial Corp.: |  |  |
|  2.359% 7/29/32 (c) | 632000  | 460513  |
|  5.247% 7/26/30 (c) | 281000  | 267839  |
| Discover Financial Services: |  |  |
|  4.5% 1/30/26  | 328000  | 315746  |
|  6.7% 11/29/32  | 35000  | 35606  |
| Ford Motor Credit Co. LLC: |  |  |
|  3.375% 11/13/25  | 615000  | 567417  |
|  4.063% 11/1/24  | 350000  | 337871  |
|  4.95% 5/28/27  | 500000  | 473185  |
| Synchrony Financial 4.375% 3/19/24  | 319000 | 313297 |
|  |  | 5164221 |
| Diversified Financial Services - 3.4% |  |  |
| Athene Global Funding: |  |  |
|  1.45% 1/8/26 (b) | 290000  | 255436  |
|  1.985% 8/19/28 (b) | 380000  | 308437  |
|  2.5% 3/24/28 (b) | 500000  | 423092  |
| Blackstone Private Credit Fund: |  |  |
|  4.7% 3/24/25  | 396000  | 387021  |
|  7.05% 9/29/25 (b) | 187000  | 187373  |
| Brixmor Operating Partnership LP: |  |  |
|  2.25% 4/1/28  | 302000  | 249950  |
|  4.05% 7/1/30  | 429000  | 374918  |
|  4.125% 5/15/29  | 365000  | 326220  |
| Corebridge Financial, Inc.: |  |  |
|  3.65% 4/5/27 (b) | 95000  | 88925  |
|  3.85% 4/5/29 (b) | 93000  | 84660  |
|  3.9% 4/5/32 (b) | 111000  | 97880  |
|  4.35% 4/5/42 (b) | 25000  | 20468  |
|  4.4% 4/5/52 (b) | 75000  | 60283  |
| Equitable Holdings, Inc.: |  |  |
|  4.35% 4/20/28  | 227000  | 215894  |
|  5% 4/20/48  | 426000  | 370136  |
| Jackson Financial, Inc.: |  |  |
|  3.125% 11/23/31  | 650000  | 498754  |
|  4% 11/23/51  | 485000  | 314157  |
|  5.17% 6/8/27  | 84000  | 82318  |
|  5.67% 6/8/32  | 106000  | 100706  |
| Rexford Industrial Realty LP 2.15% 9/1/31  | 394000 | 304199 |
| Voya Financial, Inc.: |  |  |
|  4.7% 1/23/48 (c) | 423000  | 312553  |
|  4.8% 6/15/46  | 204000  | 166852  |
|  5.7% 7/15/43  | 56000  | 51877  |
|  |  | 5282109 |
| Insurance - 3.2% |  |  |
| American International Group, Inc. 5.75% 4/1/48 (c) | 398000 | 373722 |
| AmFam Holdings, Inc. 2.805% 3/11/31 (b) | 310000 | 243242 |
| Assurant, Inc. 2.65% 1/15/32  | 420000 | 312334 |
| Athene Holding Ltd.: |  |  |
|  3.45% 5/15/52  | 250000  | 156074  |
|  6.65% 2/1/33  | 300000  | 300192  |
| Empower Finance 2020 LP 1.776% 3/17/31 (b) | 353000 | 269685 |
| Fairfax Financial Holdings Ltd.: |  |  |
|  4.85% 4/17/28  | 495000  | 467340  |
|  5.625% 8/16/32 (b) | 650000  | 610870  |
| Five Corners Funding Trust II 2.85% 5/15/30 (b) | 630000 | 534510 |
| Intact Financial Corp. 5.459% 9/22/32 (b) | 447000 | 445819 |
| Liberty Mutual Group, Inc. 5.5% 6/15/52 (b) | 380000 | 342109 |
| Massachusetts Mutual Life Insurance Co. 3.729% 10/15/70 (b) | 473000 | 316953 |
| Pacific LifeCorp 5.125% 1/30/43 (b) | 309000 | 281805 |
| Unum Group 4.125% 6/15/51  | 350000 | 243811 |
|  |  | 4898466 |
| TOTAL FINANCIALS |  | 49337515 |
| HEALTH CARE - 6.5%  |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie, Inc. 4.55% 3/15/35  | 381000 | 362403 |
| Amgen, Inc. 3.375% 2/21/50  | 162000 | 118087 |
| Regeneron Pharmaceuticals, Inc. 1.75% 9/15/30  | 438000 | 344129 |
|  |  | 824619 |
| Health Care Providers & Services - 3.4% |  |  |
| Centene Corp.: |  |  |
|  2.625% 8/1/31  | 1300000  | 1022086  |
|  3% 10/15/30  | 544000  | 445857  |
|  4.25% 12/15/27  | 160000  | 150157  |
|  4.625% 12/15/29  | 260000  | 241757  |
| Cigna Corp.: |  |  |
|  3.4% 3/15/50  | 587000  | 423608  |
|  4.8% 8/15/38  | 216000  | 203794  |
|  4.9% 12/15/48  | 40000  | 36927  |
| CVS Health Corp.: |  |  |
|  4.78% 3/25/38  | 246000  | 227351  |
|  4.875% 7/20/35  | 134000  | 128253  |
| HCA Holdings, Inc.: |  |  |
|  3.375% 3/15/29 (b) | 249000  | 219278  |
|  3.625% 3/15/32 (b) | 250000  | 213711  |
|  4.625% 3/15/52 (b) | 370000  | 298326  |
|  5.125% 6/15/39  | 556000  | 495580  |
|  5.25% 6/15/49  | 382000  | 334069  |
| Sabra Health Care LP 3.2% 12/1/31  | 365000 | 273692 |
| Universal Health Services, Inc.: |  |  |
|  2.65% 10/15/30 (b) | 268000  | 214263  |
|  2.65% 1/15/32 (b) | 275000  | 208016  |
|  |  | 5136725 |
| Pharmaceuticals - 2.6% |  |  |
| AstraZeneca PLC 6.45% 9/15/37  | 426000 | 485336 |
| Bayer U.S. Finance II LLC: |  |  |
|  4.25% 12/15/25 (b) | 447000  | 433482  |
|  4.375% 12/15/28 (b) | 550000  | 522092  |
| Elanco Animal Health, Inc.: |  |  |
|  5.772% 8/28/23  | 608000  | 605524  |
|  6.4% 8/28/28 (c) | 452000  | 417436  |
| Mylan NV 4.55% 4/15/28  | 350000 | 329607 |
| Utah Acquisition Sub, Inc. 3.95% 6/15/26  | 467000 | 437665 |
| Viatris, Inc.: |  |  |
|  2.7% 6/22/30  | 495000  | 394836  |
|  4% 6/22/50  | 530000  | 344706  |
|  |  | 3970684 |
| TOTAL HEALTH CARE |  | 9932028 |
| INDUSTRIALS - 4.2%  |  |  |
| Aerospace & Defense - 1.4% |  |  |
| BAE Systems PLC 1.9% 2/15/31 (b) | 525000 | 411339 |
| The Boeing Co.: |  |  |
|  5.04% 5/1/27  | 768000  | 760549  |
|  5.15% 5/1/30  | 958000  | 934654  |
|  |  | 2106542 |
| Air Freight & Logistics - 0.3% |  |  |
| FedEx Corp. 4.05% 2/15/48  | 488000 | 373788 |
| Airlines - 0.7% |  |  |
| American Airlines 2017-2 Class B Pass Through Trust equipment trust certificate 3.7% 4/15/27  | 427297 | 386068 |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/29  | 179195 | 150002 |
| American Airlines, Inc. 3.75% 4/15/27  | 136730 | 119255 |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/36 (b) | 194572 | 160337 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/29  | 162347 | 139643 |
| United Airlines, Inc. equipment trust certificate 4.6% 9/1/27  | 85423 | 77612 |
|  |  | 1032917 |
| Machinery - 0.7% |  |  |
| Ingersoll-Rand Luxembourg Finance SA 3.8% 3/21/29  | 250000 | 231790 |
| Westinghouse Air Brake Tech Co.: |  |  |
|  3.2% 6/15/25  | 438000  | 411107  |
|  3.45% 11/15/26  | 536000  | 496622  |
|  |  | 1139519 |
| Road & Rail - 0.2% |  |  |
| CSX Corp. 4.75% 11/15/48  | 402000 | 367819 |
| Trading Companies & Distributors - 0.6% |  |  |
| Air Lease Corp.: |  |  |
|  2.875% 1/15/32  | 440000  | 347724  |
|  3.25% 3/1/25  | 571000  | 541259  |
|  |  | 888983 |
| Transportation Infrastructure - 0.3% |  |  |
| Avolon Holdings Funding Ltd.: |  |  |
|  2.528% 11/18/27 (b) | 219000  | 177137  |
|  4.25% 4/15/26 (b) | 175000  | 158779  |
|  5.5% 1/15/26 (b) | 152000  | 143975  |
|  |  | 479891 |
| TOTAL INDUSTRIALS |  | 6389459 |
| INFORMATION TECHNOLOGY - 4.0%  |  |  |
| Electronic Equipment & Components - 1.1% |  |  |
| Dell International LLC/EMC Corp.: |  |  |
|  3.45% 12/15/51 (b) | 595000  | 383550  |
|  4.9% 10/1/26  | 396000  | 391642  |
|  6.02% 6/15/26  | 440000  | 449352  |
| Vontier Corp. 2.95% 4/1/31  | 612000 | 439719 |
|  |  | 1664263 |
| IT Services - 0.3% |  |  |
| CDW LLC/CDW Finance Corp. 2.67% 12/1/26  | 554000 | 491016 |
| Semiconductors & Semiconductor Equipment - 1.3% |  |  |
| Broadcom, Inc.: |  |  |
|  1.95% 2/15/28 (b) | 302000  | 255252  |
|  2.45% 2/15/31 (b) | 175000  | 138069  |
|  2.6% 2/15/33 (b) | 382000  | 288643  |
|  3.5% 2/15/41 (b) | 363000  | 262571  |
| Micron Technology, Inc.: |  |  |
|  2.703% 4/15/32  | 475000  | 367197  |
|  4.185% 2/15/27  | 401000  | 383377  |
| NXP BV/NXP Funding LLC/NXP U.S.A., Inc. 2.7% 5/1/25  | 337000 | 314526 |
|  |  | 2009635 |
| Software - 1.3% |  |  |
| Oracle Corp.: |  |  |
|  2.3% 3/25/28  | 408000  | 353513  |
|  2.5% 4/1/25  | 332000  | 314028  |
|  2.875% 3/25/31  | 190000  | 158923  |
|  3.95% 3/25/51  | 430000  | 314661  |
|  4.3% 7/8/34  | 347000  | 307395  |
| Roper Technologies, Inc. 2.95% 9/15/29  | 589000 | 515656 |
|  |  | 1964176 |
| TOTAL INFORMATION TECHNOLOGY |  | 6129090 |
| MATERIALS - 1.3%  |  |  |
| Chemicals - 1.1% |  |  |
| Celanese U.S. Holdings LLC 6.165% 7/15/27  | 700000 | 685124 |
| International Flavors & Fragrances, Inc.: |  |  |
|  1.832% 10/15/27 (b) | 562000  | 469677  |
|  3.468% 12/1/50 (b) | 452000  | 310714  |
| LYB International Finance III LLC 2.25% 10/1/30  | 368000 | 293272 |
|  |  | 1758787 |
| Containers & Packaging - 0.2% |  |  |
| Avery Dennison Corp. 4.875% 12/6/28  | 325000 | 319168 |
| TOTAL MATERIALS |  | 2077955 |
| REAL ESTATE - 5.7%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.2% |  |  |
| Agree LP 4.8% 10/1/32  | 441000 | 405633 |
| Alexandria Real Estate Equities, Inc.: |  |  |
|  1.875% 2/1/33  | 381000  | 283331  |
|  4.7% 7/1/30  | 75000  | 71944  |
| American Homes 4 Rent LP: |  |  |
|  2.375% 7/15/31  | 29000  | 22542  |
|  3.375% 7/15/51  | 45000  | 28765  |
|  3.625% 4/15/32  | 102000  | 86424  |
|  4.3% 4/15/52  | 71000  | 52672  |
| Camden Property Trust: |  |  |
|  2.8% 5/15/30  | 65000  | 55855  |
|  3.15% 7/1/29  | 247000  | 220593  |
| Corporate Office Properties LP 2% 1/15/29  | 278000 | 215148 |
| Crown Castle International Corp. 2.25% 1/15/31  | 323000 | 261231 |
| Hudson Pacific Properties LP: |  |  |
|  3.95% 11/1/27  | 422000  | 357763  |
|  5.95% 2/15/28  | 635000  | 602873  |
| Invitation Homes Operating Partnership LP: |  |  |
|  2% 8/15/31  | 395000  | 292410  |
|  4.15% 4/15/32  | 153000  | 134130  |
| Kite Realty Group Trust: |  |  |
|  4% 3/15/25  | 15000  | 14388  |
|  4.75% 9/15/30  | 317000  | 281391  |
| LXP Industrial Trust (REIT) 4.4% 6/15/24  | 242000 | 235227 |
| MPT Operating Partnership LP/MPT Finance Corp. 3.5% 3/15/31  | 606000 | 427230 |
| Omega Healthcare Investors, Inc.: |  |  |
|  3.25% 4/15/33  | 274000  | 200908  |
|  3.625% 10/1/29  | 427000  | 353796  |
|  4.5% 1/15/25  | 204000  | 198399  |
| Piedmont Operating Partnership LP 2.75% 4/1/32  | 53000 | 37860 |
| Realty Income Corp. 2.2% 6/15/28  | 27000 | 23156 |
| Spirit Realty LP 2.1% 3/15/28  | 398000 | 323537 |
| Store Capital Corp.: |  |  |
|  2.7% 12/1/31  | 450000  | 338555  |
|  2.75% 11/18/30  | 67000  | 52247  |
| Sun Communities Operating LP: |  |  |
|  2.3% 11/1/28  | 60000  | 49361  |
|  2.7% 7/15/31  | 445000  | 346235  |
|  4.2% 4/15/32  | 520000  | 448638  |
| Ventas Realty LP 3% 1/15/30  | 337000 | 286286 |
| VICI Properties LP: |  |  |
|  4.75% 2/15/28  | 188000  | 177220  |
|  4.95% 2/15/30  | 430000  | 406502  |
|  5.125% 5/15/32  | 31000  | 29078  |
| Vornado Realty LP: |  |  |
|  2.15% 6/1/26  | 73000  | 61699  |
|  3.4% 6/1/31  | 265000  | 202011  |
| WP Carey, Inc. 2.4% 2/1/31  | 397000 | 315666 |
|  |  | 7900704 |
| Real Estate Management & Development - 0.5% |  |  |
| Tanger Properties LP: |  |  |
|  2.75% 9/1/31  | 313000  | 223861  |
|  3.125% 9/1/26  | 690000  | 622813  |
|  |  | 846674 |
| TOTAL REAL ESTATE |  | 8747378 |
| UTILITIES - 8.4%  |  |  |
| Electric Utilities - 3.4% |  |  |
| Cleco Corporate Holdings LLC: |  |  |
|  3.743% 5/1/26  | 1091000  | 1028844  |
|  4.973% 5/1/46  | 356000  | 306923  |
| Cleveland Electric Illuminating Co. 3.5% 4/1/28 (b) | 224000 | 205228 |
| Duke Energy Corp.: |  |  |
|  4.5% 8/15/32  | 510000  | 483878  |
|  5% 8/15/52  | 430000  | 390755  |
| Duke Energy Industries, Inc. 4.9% 7/15/43  | 88000 | 81257 |
| Duquesne Light Holdings, Inc.: |  |  |
|  2.532% 10/1/30 (b) | 86000  | 68014  |
|  2.775% 1/7/32 (b) | 177000  | 138821  |
|  3.616% 8/1/27 (b) | 250000  | 225501  |
| Exelon Corp.: |  |  |
|  3.35% 3/15/32 (b) | 258000  | 226676  |
|  4.05% 4/15/30  | 380000  | 358510  |
|  4.1% 3/15/52 (b) | 43000  | 35094  |
| FirstEnergy Corp.: |  |  |
|  2.25% 9/1/30  | 639000  | 507893  |
|  4.4% 7/15/27  | 416000  | 392296  |
|  7.375% 11/15/31  | 700000  | 788208  |
|  |  | 5237898 |
| Gas Utilities - 0.5% |  |  |
| ONE Gas, Inc. 2% 5/15/30  | 394000 | 321521 |
| Southern Co. Gas Capital Corp.: |  |  |
|  3.15% 9/30/51  | 416000  | 273644  |
|  4.4% 5/30/47  | 204000  | 165829  |
|  |  | 760994 |
| Independent Power and Renewable Electricity Producers - 2.3% |  |  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (b) | 550000 | 484839 |
| Emera U.S. Finance LP: |  |  |
|  3.55% 6/15/26  | 1211000  | 1135906  |
|  4.75% 6/15/46  | 426000  | 337378  |
| The AES Corp.: |  |  |
|  1.375% 1/15/26  | 392000  | 348234  |
|  2.45% 1/15/31  | 402000  | 319436  |
|  3.3% 7/15/25 (b) | 644000  | 602736  |
|  3.95% 7/15/30 (b) | 302000  | 264401  |
|  |  | 3492930 |
| Multi-Utilities - 2.2% |  |  |
| Dominion Energy, Inc. 4.25% 6/1/28  | 343000 | 328629 |
| NiSource, Inc.: |  |  |
|  3.49% 5/15/27  | 514000  | 485318  |
|  3.95% 3/30/48  | 396000  | 312559  |
|  4.8% 2/15/44  | 468000  | 418191  |
| Puget Energy, Inc.: |  |  |
|  3.65% 5/15/25  | 848000  | 807448  |
|  4.1% 6/15/30  | 714000  | 641464  |
| Sempra Energy 3.8% 2/1/38  | 392000 | 319157 |
|  |  | 3312766 |
| TOTAL UTILITIES |  | 12804588 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $160,432,832) |  | <br> **135581334** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 6.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 6.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bonds: |  |  |
|  1.875% 2/15/41  | 420000 | 303516 |
|  1.875% 11/15/51  | 308000 | 202546 |
|  2% 11/15/41  | 1020000 | 742887 |
|  2.25% 2/15/52  | 600000 | 433289 |
|  2.875% 5/15/52  | 200000 | 166250 |
|  3% 8/15/52  | 9460000 | 8100121 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $10,618,261) |  | **9948609** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Dominos Pizza Master Issuer LLC Series 2018-1A Class A2I, 4.116% 7/25/48 (b) <br>(Cost $123,840) <br>| 123840 | **115900** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.3%** | &nbsp;&nbsp;**Bank Notes - 0.3%** | &nbsp;&nbsp;**Bank Notes - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Truist Bank 2.25% 3/11/30 <br>(Cost $499,401) <br>| 500000 | **406378** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.6%** | &nbsp;&nbsp;**Preferred Securities - 0.6%** | &nbsp;&nbsp;**Preferred Securities - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ENERGY - 0.2%  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Enbridge, Inc. 5.75% 7/15/80 (c) | 355000 | 315673 |
| FINANCIALS - 0.4%  |  |  |
| Capital Markets - 0.4% |  |  |
| UBS Group AG: |  |  |
|  4.375% (b)(c)(e) | 265000  | 196431  |
|  4.875% (b)(c)(e) | 570000  | 478934  |
|  |  | 675365 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $1,200,949) |  | <br> **991038** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.1%** | &nbsp;&nbsp;**Money Market Funds - 3.1%** | &nbsp;&nbsp;**Money Market Funds - 3.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (f) <br>(Cost $4,735,609) <br>| 4734744 | **4735691** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.1%**<br> (Cost $177,610,892)<br>| <br>**151778950** |
| **NET OTHER ASSETS (LIABILITIES) - 0.9%**  | **1371325** |
| **NET ASSETS - 100.0%** | **153150275** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $31,487,562 or 20.6% of net assets.

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

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 6102184 | 12089869 | 13456362 | 42957 | - | - | 4735691 | 0.0% |
| Total | 6102184 | 12089869 | 13456362 | 42957 | - | - | 4735691 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $146858147.48

**Total Liabilities:** $465107.07

**Net Assets:** $146393040.41

**Cash Not Reported:** $18560.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5202.23090157 | **1-Year:** 18801.73697615 | **5-Year:** 32476.11181049 | **10-Year:** 31798.27482422 | **30-Year:** 19402.20415928

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

- **3-Month:** 266.14616239 | **1-Year:** 776.32364900 | **5-Year:** 1026.23791530 | **10-Year:** 209.15608157 | **30-Year:** 122.48165600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125598 | -5.24%               | -1.03%               | 4.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3171100.47             | $-5512284.74                               |
| Month 2  | $-215087.68              | $-1685228.50                               |
| Month 3  | $-810426.39              | $7059690.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KITE REALTY GROUP TRUST                                                            | KITE RLTY GROUP TRUST 4% 03/15/2025                                                               | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14387.87     | 0.01%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                            | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $188763.10    | 0.13%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 1.625% 11/24/2027 144A                                              | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $381248.85    | 0.26%             | 2027-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                   | DEUTSCHE BANK AG 4.5% 04/01/2025                                                                  | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $303416.97    | 0.21%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $483877.58    | 0.33%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024                                                        | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    333000 | PA      | $314897.66    | 0.22%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.75% 04/15/2027                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    412000 | PA      | $390270.09    | 0.27%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                 | CREDIT AGRICOLE SA 2.811% 01/11/2041 144A                                                         | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    488000 | PA      | $302184.52    | 0.21%             | 2041-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 4.279% 03/15/2032 144A                                                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    397000 | PA      | $337052.66    | 0.23%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $617734.99    | 0.42%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82317.71     | 0.06%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $379518.95    | 0.26%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                  | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     53000 | PA      | $37860.28     | 0.03%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                        | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                       | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $189979.95    | 0.13%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.431/VAR 01/23/2030                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378301.27    | 0.26%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    394000 | PA      | $327512.50    | 0.22%             | 2028-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A                             | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $317420.78    | 0.22%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $311851.35    | 0.21%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                   | SPIRIT REALTY LP 2.1% 03/15/2028                                                                  | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    398000 | PA      | $323537.28    | 0.22%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    388000 | PA      | $280940.89    | 0.19%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC SOFR 2.848/VAR 06/04/2031                                                       | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $318829.72    | 0.22%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025                                                 | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    337000 | PA      | $328058.21    | 0.22%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71828.70     | 0.05%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.3% 08/15/2052                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33986.67     | 0.02%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048                                               | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    398000 | PA      | $373722.00    | 0.26%             | 2048-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 1.95% 02/15/2028 144A                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    302000 | PA      | $255251.91    | 0.17%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                        | COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $500933.49    | 0.34%             | 2032-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A                                                   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $199682.75    | 0.14%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 4.625% 03/15/2052 144A                                                                    | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $298325.76    | 0.20%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $298004.51    | 0.20%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    482000 | PA      | $351213.89    | 0.24%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                           | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    795000 | PA      | $770828.58    | 0.53%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395132.90    | 0.27%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                               | MCCORMICK and CO INC 1.85% 02/15/2031                                                             | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    261000 | PA      | $202995.05    | 0.14%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    336000 | PA      | $315658.72    | 0.22%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 4.375% 05/30/2028                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $209792.13    | 0.14%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 144A                                                    | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84659.50     | 0.06%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 6.221%/VAR 06/15/2033 144A                                                | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $372000.44    | 0.25%             | 2033-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $324966.80    | 0.22%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29078.31     | 0.02%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $819667.45    | 0.56%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.5% 05/15/2035                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    293000 | PA      | $268496.77    | 0.18%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    430000 | PA      | $335339.28    | 0.23%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                            | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $281390.54    | 0.19%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 3% 01/22/2030 144A                                                        | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $500806.77    | 0.34%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     73000 | PA      | $61699.32     | 0.04%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    333000 | PA      | $258116.89    | 0.18%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 3.375% 02/21/2050                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    162000 | PA      | $118086.59    | 0.08%             | 2050-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DPABS 2018-1A A2I 4.116% 07/25/2048 144A                                                          | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123840 | PA      | $115900.37    | 0.08%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 3.126/VAR 08/13/2030 144A                                                            | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $425502.53    | 0.29%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    453000 | PA      | $434820.29    | 0.30%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479580.00    | 0.33%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                              | INTACT FINL CORP 5.459% 09/22/2032 144A                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $445819.37    | 0.30%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP STEP 07/15/2027                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    416000 | PA      | $392296.32    | 0.27%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                       | TAPESTRY INC 3.05% 03/15/2032                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    684000 | PA      | $529271.57    | 0.36%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                           | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    303000 | PA      | $260788.80    | 0.18%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.3% 07/08/2034                                                                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    347000 | PA      | $307395.13    | 0.21%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                            | EMPOWER FINANCE 2020 LP 1.776% 03/17/2031 144A                                                    | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $269684.52    | 0.18%             | 2031-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                               | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    313000 | PA      | $223861.34    | 0.15%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    175000 | PA      | $158779.42    | 0.11%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.75% 06/24/2044                                                                 | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350565.17    | 0.24%             | 2044-06-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    337000 | PA      | $286285.66    | 0.20%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.25% 12/01/2026                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $207488.40    | 0.14%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                               | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532758.20    | 0.36%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 2.259% 03/25/2028                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    404000 | PA      | $338667.52    | 0.23%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    432000 | PA      | $408312.75    | 0.28%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A                                                       | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $434298.20    | 0.30%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 3.45% 07/15/2024                                                        | CUSIP: 674599DA0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    481000 | PA      | $466570.00    | 0.32%             | 2024-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    307000 | PA      | $254834.78    | 0.17%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                      | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    850000 | PA      | $674860.21    | 0.46%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 4% 11/23/2051                                                               | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    485000 | PA      | $314157.18    | 0.21%             | 2051-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 2.65% 08/15/2030                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    442000 | PA      | $362716.93    | 0.25%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.65% 08/15/2032                                                                 | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154400.14    | 0.11%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                      | UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032 144A                                               | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $208016.03    | 0.14%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1028844.32   | 0.70%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                           | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    356000 | PA      | $247399.42    | 0.17%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.875% 07/20/2035                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128252.93    | 0.09%             | 2035-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026                                                      | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    496000 | PA      | $462427.70    | 0.32%             | 2026-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                   | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                 | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    416000 | PA      | $385438.07    | 0.26%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225500.61    | 0.15%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 144A                                                    | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20468.20     | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.875%/VAR PERP 144A                                                                 | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    570000 | PA      | $478933.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                        | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    218000 | PA      | $190734.15    | 0.13%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                         | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    381000 | PA      | $362403.25    | 0.25%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.78% 03/25/2038                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    246000 | PA      | $227350.96    | 0.16%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                             | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $534509.69    | 0.37%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                     | SYNCHRONY BANK 5.625% 08/23/2027                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242024.87    | 0.17%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    540000 | PA      | $396122.28    | 0.27%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    429000 | PA      | $374917.70    | 0.26%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.3% 03/25/2028                                                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    408000 | PA      | $353512.71    | 0.24%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 3.5% 11/15/2030                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    292000 | PA      | $258395.56    | 0.18%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233130.40    | 0.16%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 4.185% 02/15/2027                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    401000 | PA      | $383376.88    | 0.26%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                  | ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046                                                         | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    183000 | PA      | $161744.89    | 0.11%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                      | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    368000 | PA      | $360327.87    | 0.25%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $314622.56    | 0.21%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.3% 11/20/2026                                                                     | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    381000 | PA      | $371667.39    | 0.25%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025                                                    | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    204000 | PA      | $198399.07    | 0.14%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    102000 | PA      | $86424.27     | 0.06%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A                                                    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88925.30     | 0.06%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 3.468% 12/01/2050 144A                                           | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    302000 | PA      | $207600.66    | 0.14%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.9% 10/01/2026                                                                | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $391642.27    | 0.27%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    308000 | PA      | $202546.09    | 0.14%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158923.24    | 0.11%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745580.42    | 0.51%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $285654.88    | 0.20%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                               | SMITHFIELD FOODS INC 3% 10/15/2030 144A                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103956.52    | 0.07%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 2.357/VAR 08/18/2031                                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $434940.83    | 0.30%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.375%/VAR PERP 144A                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    265000 | PA      | $196431.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                      | REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    438000 | PA      | $344128.55    | 0.24%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                       | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    356000 | PA      | $306922.87    | 0.21%             | 2046-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100705.62    | 0.07%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024                                                         | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82560.00     | 0.06%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    382000 | PA      | $288643.29    | 0.20%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22541.51     | 0.02%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                       | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    462000 | PA      | $331944.69    | 0.23%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                    | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71943.78     | 0.05%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 4.125% 05/15/2029                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    495000 | PA      | $435781.36    | 0.30%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                         | TOLL BROS FIN CORP 4.375% 04/15/2023                                                              | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $267575.56    | 0.18%             | 2023-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST                               | AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427297 | PA      | $386068.30    | 0.26%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 3.4% 06/01/2031                                                                 | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $202010.75    | 0.14%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    731000 | PA      | $639792.87    | 0.44%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989264.68    | 0.68%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49360.52     | 0.03%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                               | TANGER PROPERTIES LP 3.125% 09/01/2026                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    690000 | PA      | $622813.29    | 0.43%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $308966.57    | 0.21%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 4.1% 03/15/2052 144A                                                                  | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35093.72     | 0.02%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                              | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    247000 | PA      | $220592.96    | 0.15%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES INC 3.75% 04/15/2027                                                            | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    136730 | PA      | $119254.69    | 0.08%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $432035.96    | 0.30%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                       | REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    394000 | PA      | $304198.96    | 0.21%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                      | AIB GROUP PLC 4.263%/VAR 04/10/2025 144A                                                          | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $240677.88    | 0.16%             | 2025-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                     | WALT DISNEY CO 4.75% 11/15/2046                                                                   | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    204000 | PA      | $189360.76    | 0.13%             | 2046-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    362000 | PA      | $337204.26    | 0.23%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                          | ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024                                              | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $210881.87    | 0.14%             | 2024-05-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                           | EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029                                            | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    418000 | PA      | $364767.31    | 0.25%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 5.75% 11/20/2025                                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139119.97    | 0.10%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 4.3% 02/15/2048                                                         | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77708.36     | 0.05%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    152000 | PA      | $143975.08    | 0.10%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                                | AVERY DENNISON CORP 4.875% 12/06/2028                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319168.01    | 0.22%             | 2028-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 5.25% 05/30/2048                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    344000 | PA      | $308934.49    | 0.21%             | 2048-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 7.375% 11/15/2031                                                                | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $788207.88    | 0.54%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                       | SOUTHERN CO GAS CAP 4.4% 05/30/2047                                                               | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    204000 | PA      | $165828.59    | 0.11%             | 2047-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                             | STANDARD CHARTERED PLC 3.785%/VAR 05/21/2025 144A                                                 | CUSIP: 853254BN9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $479037.51    | 0.33%             | 2025-05-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA SOFR 2.277%/VAR 01/20/2032 144A                                                           | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $484669.35    | 0.33%             | 2032-01-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 3.65% 05/15/2025                                                                 | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    848000 | PA      | $807448.00    | 0.55%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $303515.63    | 0.21%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    153000 | PA      | $134130.42    | 0.09%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1046139.66   | 0.71%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                          | MYLAN INC 4.55% 04/15/2028                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329606.95    | 0.23%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                       | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195736.91    | 0.13%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                                 | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    331000 | PA      | $379487.99    | 0.26%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 5.8% 05/01/2025                                                                     | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229945.22    | 0.16%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    281000 | PA      | $267839.02    | 0.18%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 7.1% 11/15/2027                                                                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257099.10    | 0.18%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.25% 08/09/2042                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130484.16    | 0.09%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032                                                        | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $702685.38    | 0.48%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                   | COMCAST CORP NEW 2.937% 11/01/2056                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $262518.17    | 0.18%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    395000 | PA      | $292409.74    | 0.20%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.625% 03/13/2027 144A                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $451404.81    | 0.31%             | 2027-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    470000 | PA      | $305683.11    | 0.21%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031                                                         | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $427211.48    | 0.29%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    436000 | PA      | $394194.31    | 0.27%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218969.36    | 0.15%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4% 10/01/2027                                                                  | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    452000 | PA      | $424133.59    | 0.29%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                       | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                              | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    416000 | PA      | $273644.30    | 0.19%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    414000 | PA      | $315070.40    | 0.22%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    365000 | PA      | $273691.90    | 0.19%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                   | VODAFONE GROUP PLC 3.25%/VAR 06/04/2081                                                           | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $207450.00    | 0.14%             | 2081-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 3% 10/15/2030                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    544000 | PA      | $445856.96    | 0.30%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.956/VAR 05/13/2031                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    467000 | PA      | $389425.56    | 0.27%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                           | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    407000 | PA      | $381433.69    | 0.26%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $657091.52    | 0.45%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 1.9% 02/15/2031 144A                                                              | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $411339.32    | 0.28%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.391% 03/15/2062 144A                                                             | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    345000 | PA      | $266957.45    | 0.18%             | 2062-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                 | VOYA FINANCIAL INC 4.8% 06/15/2046                                                                | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    204000 | PA      | $166852.47    | 0.11%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    227000 | PA      | $215894.44    | 0.15%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS FIN LLC                                                           | BLACKSTONE HLDGS FIN LLC 3.5% 09/10/2049 144A                                                     | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    338000 | PA      | $238099.07    | 0.16%             | 2049-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 3.091%/VAR 05/14/2032 144A                                                   | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    725000 | PA      | $493915.44    | 0.34%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $358069.08    | 0.24%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 2.572%/VAR 06/03/2031                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    296000 | PA      | $242585.38    | 0.17%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 2.726% 03/25/2031                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315018.54    | 0.22%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                   | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     86000 | PA      | $68014.06     | 0.05%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $279623.00    | 0.19%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                      | SEMPRA ENERGY 3.8% 02/01/2038                                                                     | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    392000 | PA      | $319156.73    | 0.22%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $177121.14    | 0.12%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 4.063% 11/01/2024                                                              | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337871.00    | 0.23%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                 | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51876.70     | 0.04%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                 | VITERRA FINANCE BV 4.9% 04/21/2027 144A                                                           | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $729535.30    | 0.50%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                        | ONE GAS INC 2% 05/15/2030                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    394000 | PA      | $321520.86    | 0.22%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 4.054% 03/15/2029 144A                                                             | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42910.78     | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.95% 06/15/2028                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $230226.13    | 0.16%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.625% 03/15/2032 144A                                                                    | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213711.19    | 0.15%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.25% 04/15/2027                                                               | CUSIP: 15135UAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    478000 | PA      | $457936.26    | 0.31%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.35% 09/08/2026                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $520877.56    | 0.36%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 1.171%/VAR 12/08/2023 144A                                                 | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $499661.08    | 0.34%             | 2023-12-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025                                                    | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    396000 | PA      | $387021.44    | 0.26%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    447000 | PA      | $433482.00    | 0.30%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                                 | STORE CAP CORP 2.75% 11/18/2030                                                                   | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52246.89     | 0.04%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027                                                           | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $676875.03    | 0.46%             | 2027-05-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $443236.09    | 0.30%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                           | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    441000 | PA      | $405633.18    | 0.28%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    302000 | PA      | $264401.00    | 0.18%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 4.95% 05/28/2027                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473185.00    | 0.32%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                 | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                            | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    423000 | PA      | $312553.06    | 0.21%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                 | ATHENE HOLDING LTD 3.45% 05/15/2052                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $156074.05    | 0.11%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.45% 01/08/2026 144A                                                       | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255436.19    | 0.17%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.2% 06/15/2028                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23155.81     | 0.02%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 2.7% 05/01/2025                                                   | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    337000 | PA      | $314526.31    | 0.21%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                    | FOX CORP 3.5% 04/08/2030                                                                          | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    358000 | PA      | $314767.82    | 0.22%             | 2030-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                              | CAMDEN PROPERTY TRUST 2.8% 05/15/2030                                                             | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55855.35     | 0.04%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 4.65% 10/15/2025                                                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $409588.79    | 0.28%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                   | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                           | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    309000 | PA      | $281805.08    | 0.19%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579251.18    | 0.40%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                       | HUDSON PAC PPTYS LP 5.95% 02/15/2028                                                              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    635000 | PA      | $602873.20    | 0.41%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    958000 | PA      | $934654.48    | 0.64%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    338000 | PA      | $285424.53    | 0.19%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                      | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                          | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    625000 | PA      | $529576.59    | 0.36%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 4.25% 06/01/2028                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    343000 | PA      | $328629.12    | 0.22%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247244.97    | 0.17%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 4.5% 11/25/2023 144A                                                       | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $587656.57    | 0.40%             | 2023-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                      | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030 144A                                               | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    268000 | PA      | $214263.34    | 0.15%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $373227.50    | 0.25%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    177000 | PA      | $138820.67    | 0.09%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    380000 | PA      | $321549.87    | 0.22%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $127578.30    | 0.09%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    385000 | PA      | $297622.72    | 0.20%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 6% 01/15/2040                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406218.75    | 0.28%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.8% 08/15/2038                                                                        | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    216000 | PA      | $203793.69    | 0.14%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                             | DISCOVER FINANCIAL SVS 6.7% 11/29/2032                                                            | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35605.55     | 0.02%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                           | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $484838.83    | 0.33%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1023347.07   | 0.70%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                                 | STORE CAP CORP 2.7% 12/01/2031                                                                    | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $338554.51    | 0.23%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 3.25% 03/01/2025                                                                   | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    451000 | PA      | $427509.62    | 0.29%             | 2025-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.625% 11/17/2029                                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284747.05    | 0.19%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $321607.91    | 0.22%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    290000 | PA      | $208941.24    | 0.14%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $177137.06    | 0.12%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $166250.00    | 0.11%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    302000 | PA      | $249949.56    | 0.17%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 3.4% 03/01/2027 144A                                                        | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    361000 | PA      | $308000.90    | 0.21%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                              | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    647000 | PA      | $635355.26    | 0.43%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    639000 | PA      | $507893.18    | 0.35%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358509.84    | 0.24%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    321000 | PA      | $330558.16    | 0.23%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                       | HUDSON PAC PPTYS LP 3.95% 11/01/2027                                                              | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    422000 | PA      | $357762.81    | 0.24%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A                                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    351000 | PA      | $310946.95    | 0.21%             | 2025-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    354000 | PA      | $313758.86    | 0.21%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                        | MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A                                              | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    473000 | PA      | $316952.93    | 0.22%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 4.75% 06/01/2030                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17109.59     | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    408000 | PA      | $364576.98    | 0.25%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $331804.82    | 0.23%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    452000 | PA      | $417435.56    | 0.29%             | 2028-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $337378.47    | 0.23%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $480302.14    | 0.33%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    161000 | PA      | $128312.12    | 0.09%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    520000 | PA      | $448637.92    | 0.31%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052                                                          | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52671.62     | 0.04%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138068.77    | 0.09%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                             | DISCOVER FINANCIAL SVS 4.5% 01/30/2026                                                            | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    178000 | PA      | $171349.94    | 0.12%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.375% 03/15/2029 144A                                                                    | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    249000 | PA      | $219277.64    | 0.15%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030                                                        | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180141.58    | 0.12%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    426000 | PA      | $370135.88    | 0.25%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.4% 04/01/2048                                                                 | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    330000 | PA      | $284264.63    | 0.19%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                       | ASSURANT INC 2.65% 01/15/2032                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $312334.39    | 0.21%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 4.25% 03/01/2025                                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    378000 | PA      | $359155.48    | 0.25%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 08/15/2052                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8160000 | PA      | $6987000.00   | 4.77%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    618000 | PA      | $612003.92    | 0.42%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.05% 03/15/2042 144A                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    171000 | PA      | $136893.75    | 0.09%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    472000 | PA      | $394461.77    | 0.27%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                           | LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A                                                     | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    380000 | PA      | $342109.35    | 0.23%             | 2052-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.522/VAR 04/22/2031                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    306000 | PA      | $253077.19    | 0.17%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 6.02% 06/15/2026                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $449352.33    | 0.31%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 9.016%/VAR 11/15/2033 144A                                                   | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $304580.24    | 0.21%             | 2033-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 3.1% 01/12/2032                                                          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $377043.95    | 0.26%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                  | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $534071.66    | 0.36%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A                                                    | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $530677.82    | 0.36%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $281051.28    | 0.19%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    622000 | PA      | $436276.30    | 0.30%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $184946.84    | 0.13%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047                                                      | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $120698.01    | 0.08%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                | SYNCHRONY FINANCIAL 4.375% 03/19/2024                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    319000 | PA      | $313296.97    | 0.21%             | 2024-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                  | SUNCOR ENERGY INC 6.5% 06/15/2038                                                                 | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $264486.03    | 0.18%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 4.9% 12/15/2048                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36927.41     | 0.03%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212612.55    | 0.15%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                | SVB FINANCIAL GROUP 3.125% 06/05/2030                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    197000 | PA      | $161170.81    | 0.11%             | 2030-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 3.875% 03/15/2023                                                           | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208908.00    | 0.14%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114051.13    | 0.08%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    188000 | PA      | $177220.08    | 0.12%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 2.88% 04/22/2031 144A                                                           | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $194072.40    | 0.13%             | 2031-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                    | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    426000 | PA      | $485335.51    | 0.33%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4734744 | NS      | $4735691.39   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                 | AMFAM HOLDINGS INC 2.805% 03/11/2031 144A                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $243241.83    | 0.17%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $297425.69    | 0.20%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 3.95% 03/30/2048                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    396000 | PA      | $312558.56    | 0.21%             | 2048-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANK PLC 7.953%/VAR 11/15/2033                                                             | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $368550.15    | 0.25%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 7.2% 11/01/2031                                                                       | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $288497.64    | 0.20%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                        | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $269419.18    | 0.18%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    242000 | PA      | $205520.22    | 0.14%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    378000 | PA      | $386540.48    | 0.26%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 1.375% 01/15/2026                                                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    392000 | PA      | $348233.90    | 0.24%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 144A                                                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60282.72     | 0.04%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                         | UNUM GROUP 4.125% 06/15/2051                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $181116.94    | 0.12%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 3.65% 04/05/2029                                                                    | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    291000 | PA      | $271871.11    | 0.19%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    427000 | PA      | $353795.68    | 0.24%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     32000 | PA      | $33667.38     | 0.02%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 5.141% 03/15/2052 144A                                                             | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    416000 | PA      | $322342.18    | 0.22%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 3.375% 11/13/2025                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    615000 | PA      | $567417.45    | 0.39%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $633638.67    | 0.43%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                              | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22837.86     | 0.02%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS 4.041%/VAR 3/13/28                                                                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $274935.57    | 0.19%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280873.61    | 0.19%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.985% 08/19/2028 144A                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    380000 | PA      | $308437.30    | 0.21%             | 2028-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                           | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    439000 | PA      | $384334.12    | 0.26%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 2.45% 02/04/2032                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    440000 | PA      | $333574.53    | 0.23%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $222899.21    | 0.15%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                | DUKE ENERGY IND INC 4.9% 07/15/2043                                                               | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81257.45     | 0.06%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                   | ZIONS BANCORP NA 3.25% 10/29/2029                                                                 | CUSIP: 98971DAB6<br>LEI: YYQWUR1Z2BCX32HQS333 | Long             | DBT              | CORP              | US        |    420000 | PA      | $346278.54    | 0.24%             | 2029-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    512000 | PA      | $426849.55    | 0.29%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1B PASS THRU TR                                              | UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027                                             | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85423 | PA      | $77611.72     | 0.05%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390755.16    | 0.27%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                         | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204079.37    | 0.14%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.165% 07/15/2027                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685124.36    | 0.47%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                  | LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030                                                | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $293271.72    | 0.20%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                           | CSX CORP 4.75% 11/15/2048                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    402000 | PA      | $367818.83    | 0.25%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 3.45% 12/15/2051 144A                                                          | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $306195.67    | 0.21%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $252448.00    | 0.17%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                       | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    418000 | PA      | $408930.33    | 0.28%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28765.07     | 0.02%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032                                               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    566000 | PA      | $426283.10    | 0.29%             | 2032-05-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                               | BARCLAYS PLC (UNGTD) 4.836% 05/09/2028                                                            | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $380489.37    | 0.26%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 3.35% 03/15/2032 144A                                                                 | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    108000 | PA      | $94887.64     | 0.06%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.557% 08/15/2027                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $917610.92    | 0.63%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $131894.31    | 0.09%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1022086.00   | 0.70%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 144A                                                   | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    304000 | PA      | $247438.84    | 0.17%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    465000 | PA      | $370906.48    | 0.25%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    332000 | PA      | $315432.02    | 0.22%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                     | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                      | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $354045.66    | 0.24%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 3.575% 04/11/2026 144A                                                          | CUSIP: 88032WAM8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188750.00    | 0.13%             | 2026-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.5% 04/01/2025                                                                       | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    332000 | PA      | $314027.60    | 0.21%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    402000 | PA      | $319436.28    | 0.22%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                         | CORPORATE OFFICE PPTYS LP 2% 01/15/2029                                                           | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    278000 | PA      | $215148.33    | 0.15%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    295000 | PA      | $229526.74    | 0.16%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.3% 07/15/2025 144A                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    494000 | PA      | $462347.13    | 0.32%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522092.00    | 0.36%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 144A                                                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $97880.49     | 0.07%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 2.25% 01/15/2031                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    323000 | PA      | $261230.94    | 0.18%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                           | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    381000 | PA      | $357362.69    | 0.24%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                      | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606000 | PA      | $427230.00    | 0.29%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179195 | PA      | $150002.28    | 0.10%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    244000 | PA      | $178910.82    | 0.12%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    650000 | PA      | $498754.02    | 0.34%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                        | CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A                                                  | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $205228.22    | 0.14%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                     | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 144A                                                | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $610870.18    | 0.42%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $76908.00     | 0.05%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                   | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363707.89    | 0.25%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162347 | PA      | $139643.08    | 0.10%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241757.10    | 0.17%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 3.875% 01/15/2026                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    352000 | PA      | $323683.24    | 0.22%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH INC STEP 08/28/2023                                                          | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    608000 | PA      | $605524.34    | 0.41%             | 2023-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 2.4% 02/01/2031                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    397000 | PA      | $315665.51    | 0.22%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.25% 06/15/2049                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    382000 | PA      | $334069.02    | 0.23%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    392000 | PA      | $361902.59    | 0.25%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    351000 | PA      | $313308.53    | 0.21%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    529000 | PA      | $369026.88    | 0.25%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 2.824% 01/26/2041 144A                                                                | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $435393.64    | 0.30%             | 2041-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.45% 03/03/2026                                                      | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314737.82    | 0.21%             | 2026-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 4.375% 02/02/2052 144A                         | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $294418.80    | 0.20%             | 2052-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                   | WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025                                                  | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    438000 | PA      | $411107.37    | 0.28%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.25% 04/01/2024                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    228000 | PA      | $223452.25    | 0.15%             | 2024-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $260608.82    | 0.18%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                          | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $159014.00    | 0.11%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                         | FEDEX CORP 4.05% 02/15/2048                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    458000 | PA      | $350809.38    | 0.24%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                         | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    397000 | PA      | $296709.90    | 0.20%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.65% 11/04/2044                                                           | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    384000 | PA      | $332789.23    | 0.23%             | 2044-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $193229.47    | 0.13%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    720000 | PA      | $538707.82    | 0.37%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                               | LXP INDUSTRIAL TRUST 4.4% 06/15/2024                                                              | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235227.03    | 0.16%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                                  | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194572 | PA      | $160337.07    | 0.11%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    624000 | PA      | $560606.82    | 0.38%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $517022.96    | 0.35%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                  | SUNCOR ENERGY INC 6.85% 06/01/2039                                                                | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $178137.35    | 0.12%             | 2039-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     99000 | PA      | $79960.27     | 0.05%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                           | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    416000 | PA      | $403853.06    | 0.28%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 4.875% 04/01/2026 144A                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $334026.07    | 0.23%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                       | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    222000 | PA      | $207677.28    | 0.14%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 3.625% 03/01/2041 144A                                                    | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $481848.95    | 0.33%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                     | MAGALLANES INC 3.755% 03/15/2027 144A                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    142000 | PA      | $129402.16    | 0.09%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                 | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $300192.24    | 0.21%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                  | ARES CAPITAL CORP 4.2% 06/10/2024                                                                 | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    286000 | PA      | $277252.33    | 0.19%             | 2024-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 144A                                              | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187372.66    | 0.13%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.875% 01/15/2032                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $347724.43    | 0.24%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 4.55% 04/17/2026                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $217273.38    | 0.15%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250111.87    | 0.17%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    288000 | PA      | $266026.71    | 0.18%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                  | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    386000 | PA      | $358704.30    | 0.25%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    231000 | PA      | $171783.27    | 0.12%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024                               | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $322058.00    | 0.22%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $236049.87    | 0.16%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 2.2% 11/02/2028                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    354000 | PA      | $282709.80    | 0.19%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 4.5% 09/15/2042                                                             | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $264987.14    | 0.18%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    355000 | PA      | $315673.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.125% 06/15/2039                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    466000 | PA      | $415360.56    | 0.28%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.984% 09/25/2050                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $297448.48    | 0.20%             | 2050-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                        | EQUINOR ASA 2.375% 05/22/2030                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    382000 | PA      | $328793.86    | 0.22%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 3.49% 05/15/2027                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    424000 | PA      | $400340.09    | 0.27%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                         | CIGNA CORP 3.4% 03/15/2050                                                                        | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    467000 | PA      | $337009.98    | 0.23%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                                 | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A                           | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871620.00    | 0.60%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150156.80    | 0.10%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    316000 | PA      | $272511.28    | 0.19%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $406501.82    | 0.28%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $314661.32    | 0.21%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.5% 02/15/2041 144A                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    363000 | PA      | $262571.49    | 0.18%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                        | TRUIST BANK 2.25% 03/11/2030                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406377.56    | 0.28%             | 2030-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                 | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $238636.06    | 0.16%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $358938.48    | 0.25%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA                                           | TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 3.8% 03/21/2029                                          | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $231789.99    | 0.16%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    194000 | PA      | $186475.64    | 0.13%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                               | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406917.67    | 0.28%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.884/VAR 10/22/2030                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    487000 | PA      | $415588.69    | 0.28%             | 2030-10-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer