# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0000910472-26-007803
**Filing Date:** 2026-5
**Character Count:** 173135
**Document Hash:** 9cdd125d9fb669be38569ca7bc259c41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-007803.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000910472-26-007803

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STERLING CAPITAL FUNDS
- **CENTRAL INDEX KEY:** 0000889284

**ORGANIZATION NAME:**
- **EIN:** 043331055
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06719
- **FILM NUMBER:** 261030666

**BUSINESS ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601
- **BUSINESS PHONE:** 8002281872

**MAIL ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T FUNDS /
- **DATE OF NAME CHANGE:** 20010419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T MUTUAL FUNDS GROUP
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Sterling Capital Long Duration Corporate Bond Fund (Series ID: S000033166)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000123268 | A Class             | SCCMX           |
| C000123269 | C Class             | SCCNX           |
| C000123270 | Institutional Class | SCCPX           |
| C000234127 | CLASS R6            | STRFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Sterling Capital Funds

- **b. Investment Company Act file number:** 811-06719

- **c. CIK number of Registrant:** 0000889284

- **d. LEI of Registrant:** 54930017VPAACVI5ZX74

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

  - **Street Address 1:** 434 Fayetteville St

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27601

  - **Telephone number:** 800-228-1872

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

- **a. Name of Series:** Sterling Capital Long Duration Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000033166

- **c. LEI of Series:** 549300DHP01HRO3TZD61

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $56865087.64

**Total Liabilities:** $1049157.26

**Net Assets:** $55815930.38

**Cash Not Reported:** $50000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.87581940 | **1-Year:** 61.09099928 | **5-Year:** 271.29249345 | **10-Year:** 22281.67016858 | **30-Year:** 42703.31263474

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123268 | -1.74%               | -0.35%               | -5.09%               |
| Class ID C000123269 | -0.66%               | 0.62%                | -4.22%               |
| Class ID C000123270 | 0.28%                | 1.85%                | -3.31%               |
| Class ID C000234127 | 0.29%                | 1.71%                | -3.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49112.33               | $12058.01                                  |
| Month 2  | $-39235.02               | $734773.32                                 |
| Month 3  | $-97399.31               | $-2008675.78                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Transmission Company, LLC                                                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    246000 | PA      | $178302.21    | 0.32%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T Inc 5.15 11/15/46                                                          | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    389000 | PA      | $348599.63    | 0.62%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T, Inc.                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    319000 | PA      | $247441.35    | 0.44%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T Inc 3.65 06/01/51                                                          | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    241000 | PA      | $165454.62    | 0.30%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T, Inc.                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    607000 | PA      | $408394.98    | 0.73%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T, Inc.                                                                      | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    384000 | PA      | $248824.15    | 0.45%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T Inc 5.55 11/01/45                                                          | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142004.93    | 0.25%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64254.56     | 0.12%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | Abbott Laboratories 5.6 03/15/66                                                | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114045.43    | 0.20%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie, Inc.                                                                    | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    146000 | PA      | $128242.72    | 0.23%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie, Inc.                                                                    | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    257000 | PA      | $220608.85    | 0.40%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie, Inc.                                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    134000 | PA      | $117615.06    | 0.21%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie, Inc.                                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123176.55    | 0.22%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie Inc 5.6 03/15/55                                                         | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65015.05     | 0.12%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie Inc 5.65 03/15/66                                                        | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162629.77    | 0.29%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    296000 | PA      | $235848.38    | 0.42%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | Aker BP ASA 5.8 10/01/54                                                        | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137095.85    | 0.25%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | Alabama Power Co 5.5 03/15/41                                                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64441.85     | 0.12%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | Alabama Power Co.                                                               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73729.82     | 0.13%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet, Inc. 5.35 11/15/45                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145690.80    | 0.26%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet, Inc. 5.75 02/15/66                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165387.08    | 0.30%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | Altria Group Inc 4.25 08/09/42                                                  | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     66000 | PA      | $53764.17     | 0.10%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | Altria Group, Inc.                                                              | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    138000 | PA      | $101078.02    | 0.18%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc.                                                                | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    253000 | PA      | $147692.92    | 0.26%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc.                                                                | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    503000 | PA      | $274621.84    | 0.49%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. 5.65 03/13/46                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47833.94     | 0.09%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. 5.8 03/13/56                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201837.67    | 0.36%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208479.17    | 0.37%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | American Express Co 5.412 02/08/41                                              | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83350.40     | 0.15%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    202000 | PA      | $153683.51    | 0.28%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Trust I                                                               | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |    157000 | PA      | $155297.52    | 0.28%             | 2028-03-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                     | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59728.70     | 0.11%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                     | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    128000 | PA      | $75574.87     | 0.14%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                     | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    191000 | PA      | $147742.86    | 0.26%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                     | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    342000 | PA      | $337087.74    | 0.60%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                     | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    242000 | PA      | $234387.20    | 0.42%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | Amphenol Corp. 5.3 11/15/55                                                     | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192517.32    | 0.34%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                           | Anglo American Capital PLC 6 04/05/54                                           | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235687.35    | 0.42%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | Anheuser-Busch Cos LLC /  Anheuser-Busch InBev Worldwide Inc                    | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    252000 | PA      | $227095.34    | 0.41%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | Anheuser-Busch InBev Worldwide Inc 5.55 01/23/49                                | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432171.38    | 0.77%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | Elevance Health, Inc.                                                           | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    194000 | PA      | $156048.76    | 0.28%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                    | Aon Corp / Aon Global Holdings PLC 3.9 02/28/52                                 | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    137000 | PA      | $99900.14     | 0.18%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                            | APA Corp.                                                                       | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    148000 | PA      | $126372.70    | 0.23%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                            | APA Corp.                                                                       | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    234000 | PA      | $197180.87    | 0.35%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162994.43    | 0.29%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                            | Appalachian Power Co 4 1/2 03/01/49                                             | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    119000 | PA      | $96458.56     | 0.17%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | Apple, Inc.                                                                     | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    213000 | PA      | $176089.84    | 0.32%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | Apple, Inc.                                                                     | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    226000 | PA      | $179400.00    | 0.32%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | Apple, Inc.                                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    201000 | PA      | $122986.44    | 0.22%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                          | Ares Management Corp 5.6 10/11/54                                               | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    203000 | PA      | $178812.55    | 0.32%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    217000 | PA      | $132274.65    | 0.24%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | Athene Holding Ltd.                                                             | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    496000 | PA      | $455122.06    | 0.82%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | Athene Holding Ltd 6.625 10/15/54                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184725.42    | 0.33%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | Atmos Energy Corp.                                                              | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     99000 | PA      | $81880.61     | 0.15%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | Atmos Energy Corp 5.45 01/15/56                                                 | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64907.29     | 0.12%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BAT Capital Corp.                                                               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    299000 | PA      | $330353.98    | 0.59%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BAT Capital Corp.                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    158000 | PA      | $128285.35    | 0.23%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | Baker Hughes Holdings LLC Baker Hughes Co-Obligor Inc                           | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156566.76    | 0.28%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                                     | Baltimore Gas and Electric Co.                                                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113117.88    | 0.20%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp.                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258139.67    | 0.46%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp.                                                           | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    333000 | PA      | $269982.31    | 0.48%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp.                                                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    593000 | PA      | $424974.30    | 0.76%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp.                                                           | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $145337.18    | 0.26%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                         | Bacardi Ltd.                                                                    | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $260994.75    | 0.47%             | 2048-05-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                         | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    404000 | PA      | $300273.42    | 0.54%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Baxalta Incorporated                                                                 | Baxalta, Inc.                                                                   | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    143000 | PA      | $133105.03    | 0.24%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                      | Beignet Investor LLC 6.581 05/30/49                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $331066.28    | 0.59%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                                             | W R Berkley Corp.                                                               | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    168000 | PA      | $97635.59     | 0.17%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    127000 | PA      | $98817.65     | 0.18%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | Berkshire Hathaway Finance Corp.                                                | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     86000 | PA      | $70095.89     | 0.13%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | Berkshire Hathaway Finance Corp.                                                | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     68000 | PA      | $51324.50     | 0.09%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102652.91    | 0.18%             | 2042-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Inc.                                                                       | BlackRock Funding, Inc.                                                         | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38137.97     | 0.07%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                       | BlackRock Funding Inc                                                           | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79516.59     | 0.14%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                 | Blue Owl Finance LLC 4 1/8 10/07/51                                             | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    132000 | PA      | $86940.61     | 0.16%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    358000 | PA      | $358562.82    | 0.64%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | Boeing Co/The 5.93 05/01/60                                                     | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170860.08    | 0.31%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | The Boeing Co 6.858 05/01/54                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    528000 | PA      | $581103.53    | 1.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    106000 | PA      | $79665.34     | 0.14%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148567.74    | 0.27%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    176000 | PA      | $122725.11    | 0.22%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    232000 | PA      | $135587.90    | 0.24%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom Inc 3 3/4 02/15/51                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53589.88     | 0.10%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom Inc 3 1/2 02/15/41                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    415000 | PA      | $331091.00    | 0.59%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom, Inc. 5.7 01/15/56                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38797.74     | 0.07%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                      | Brookfield Asset Management Ltd 6.077 09/15/55                                  | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79032.55     | 0.14%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $205352.73    | 0.37%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | Burlington Northern Santa Fe LLC. 4.15 12/15/48                                 | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $89691.60     | 0.16%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $257662.66    | 0.46%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS Energy Corp.                                                                | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    141000 | PA      | $119169.22    | 0.21%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123155.52    | 0.22%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRH America Finance, Inc. 5.6 02/09/56                                          | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85434.84     | 0.15%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX Corp.                                                                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     92000 | PA      | $98475.34     | 0.18%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87341.48     | 0.16%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX Corp.                                                                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133129.06    | 0.24%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $220332.80    | 0.39%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSL Finance PLC                                                                 | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    101000 | PA      | $94341.94     | 0.17%             | 2054-04-03      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS Health Corp.                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223827.08    | 0.40%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS Health Corp.                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73856.55     | 0.13%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS Health Corp. 6.2 09/15/55                                                   | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76269.07     | 0.14%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | Cargill, Inc.                                                                   | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69921.46     | 0.13%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | Cargill, Inc.                                                                   | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    132000 | PA      | $108242.77    | 0.19%             | 2052-04-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar, Inc.                                                               | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    124000 | PA      | $102293.95    | 0.18%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar Inc 5.5 05/15/55                                                    | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80972.30     | 0.15%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     93000 | PA      | $75031.25     | 0.13%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    252000 | PA      | $159200.24    | 0.29%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    533000 | PA      | $491407.36    | 0.88%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    218000 | PA      | $205224.83    | 0.37%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC Charter Communications Operating Capital   | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    260000 | PA      | $209218.95    | 0.37%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    299000 | PA      | $192039.73    | 0.34%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | Cheniere Energy, Inc. 6 07/30/56                                                | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39858.22     | 0.07%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84560.06     | 0.15%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | Cisco Systems, Inc.                                                             | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68465.48     | 0.12%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup, Inc.                                                                 | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128553.56    | 0.23%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup, Inc.                                                                 | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78470.66     | 0.14%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup, Inc.                                                                 | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141026.59    | 0.25%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corp.                                                                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    265000 | PA      | $180734.18    | 0.32%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corp 4 03/01/48                                                         | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    256000 | PA      | $188465.46    | 0.34%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corp.                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $117270.34    | 0.21%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corp.                                                                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177126.13    | 0.32%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                          | Commonwealth Edison Co.                                                         | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70079.43     | 0.13%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                          | Commonwealth Edison Co.                                                         | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    173000 | PA      | $111937.29    | 0.20%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | ConocoPhillips Co.                                                              | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64830.97     | 0.12%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | Consolidated Edison Co of New York, Inc.                                        | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174911.08    | 0.31%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | Consolidated Edison Co of New York, Inc.                                        | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     89000 | PA      | $75700.73     | 0.14%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | Constellation Brands, Inc.                                                      | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    238000 | PA      | $171500.67    | 0.31%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    212000 | PA      | $165140.46    | 0.30%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    224000 | PA      | $220154.44    | 0.39%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                         | Cummins, Inc.                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93637.98     | 0.17%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    147000 | PA      | $139892.75    | 0.25%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE Electric Co. 4.3 07/01/44                                                   | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125684.42    | 0.23%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE Electric Co.                                                                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $99197.08     | 0.18%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE Electric Co 5.85 05/15/55                                                   | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108710.11    | 0.19%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE Electric Co. 5.55 03/01/56                                                  | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81215.58     | 0.15%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                      | Deere & Co.                                                                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    121000 | PA      | $102126.45    | 0.18%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    124000 | PA      | $83920.16     | 0.15%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                  | Deutsche Telekom AG                                                             | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $106284.22    | 0.19%             | 2050-01-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                   | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    161000 | PA      | $127878.79    | 0.23%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | Diamondback Energy, Inc.                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75699.09     | 0.14%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     87000 | PA      | $53928.63     | 0.10%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | Dominion Energy, Inc.                                                           | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    189000 | PA      | $140205.31    | 0.25%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    104000 | PA      | $87118.32     | 0.16%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp.                                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    199000 | PA      | $170280.58    | 0.31%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp.                                                               | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102290.00    | 0.18%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    124000 | PA      | $130929.84    | 0.23%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121799.22    | 0.22%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | Duke Energy Ohio, Inc.                                                          | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    134000 | PA      | $99861.11     | 0.18%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | Duke Energy Progress LLC 4.15 12/01/44                                          | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54513.11     | 0.10%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    199000 | PA      | $122585.55    | 0.22%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | Duke Energy Progress LLC 5.55 03/15/55                                          | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197070.18    | 0.35%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC.                                                            | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    317000 | PA      | $242624.15    | 0.43%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                 | ERAC USA Finance LLC. 4 1/2 02/15/45                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    194000 | PA      | $165942.93    | 0.30%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                             | Eastern Gas Transmission & Storage, Inc.                                        | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78621.58     | 0.14%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                          | Eaton Corp 5.45 03/06/56                                                        | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193601.17    | 0.35%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204574.52    | 0.37%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $72171.01     | 0.13%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73138.73     | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    121000 | PA      | $100415.06    | 0.18%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enstar Finance Llc                                                                   | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $134700.47    | 0.24%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    266000 | PA      | $258352.73    | 0.46%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                    | Entergy Texas, Inc.                                                             | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    273000 | PA      | $190953.91    | 0.34%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                    | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89064.22     | 0.16%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                              | Entergy Mississippi LLC 5.8 04/15/55                                            | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38438.66     | 0.07%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    122000 | PA      | $129804.96    | 0.23%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     94000 | PA      | $103357.61    | 0.19%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    253000 | PA      | $167153.31    | 0.30%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | Exelon Corp.                                                                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76482.32     | 0.14%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | Exelon Corp.                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114865.48    | 0.21%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | Exxon Mobil Corp.                                                               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230745.51    | 0.41%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms, Inc.                                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    237000 | PA      | $186438.74    | 0.33%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92132.34     | 0.17%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms, Inc. 5.5 11/15/45                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121128.39    | 0.22%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust                                                       | Federated Hermes Treasury Oligations Fund                                       | CUSIP: 31423R500<br>LEI: 25490005VWJDWX717014 | Long             | STIV             | RF                | US        |    904004 | PA      | $904004.47    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                                                    | Fidelity National Financial, Inc.                                               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    137000 | PA      | $83101.34     | 0.15%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    107000 | PA      | $128632.99    | 0.23%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission  Llc                                                        | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74589.55     | 0.13%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FirstEnergy Corp.                                                               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    172000 | PA      | $146463.84    | 0.26%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | Florida Power & Light Co.                                                       | CUSIP: 341081EY9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69781.68     | 0.13%             | 2037-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | Florida Power & Light Co.                                                       | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    137000 | PA      | $116542.50    | 0.21%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | Florida Power & Light Co 5.8 03/15/65                                           | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132493.36    | 0.24%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | Florida Power & Light Co. 5.6 02/15/66                                          | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91517.96     | 0.16%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $88644.27     | 0.16%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    177000 | PA      | $184502.70    | 0.33%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | Freeport-McMoRan Inc 5.45 03/15/43                                              | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    341000 | PA      | $322615.34    | 0.58%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                               | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191566.03    | 0.34%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GE HealthCare Technologies, Inc.                                                | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106210.26    | 0.19%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                      | GE Vernova, Inc. 5.5 02/04/56                                                   | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142375.34    | 0.26%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | General Motors Co 6.75 04/01/46                                                 | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138724.35    | 0.25%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | Georgia Power Co.                                                               | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    323000 | PA      | $236292.43    | 0.42%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | Gilead Sciences, Inc.                                                           | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    237000 | PA      | $171538.98    | 0.31%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | Global Atlantic Fin Co.                                                         | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    312000 | PA      | $290637.92    | 0.52%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | Global Atlantic Fin Co.                                                         | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    172000 | PA      | $162120.72    | 0.29%             | 2056-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | Goldman Sachs Group, Inc./The                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    206000 | PA      | $222207.16    | 0.40%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | Goldman Sachs Group, Inc. 5.541 01/21/47                                        | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162955.44    | 0.29%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Company of America                                           | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71661.96     | 0.13%             | 2064-06-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA, Inc.                                                                       | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    218000 | PA      | $199764.55    | 0.36%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA, Inc.                                                                       | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $119795.53    | 0.21%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA, Inc.                                                                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124511.26    | 0.22%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107642.20    | 0.19%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                  | Halliburton Co.                                                                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91413.12     | 0.16%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84862.94     | 0.15%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    158000 | PA      | $104680.77    | 0.19%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $195711.52    | 0.35%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | Honeywell Aerospace, Inc. 5.622 03/16/46                                        | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64055.56     | 0.11%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                       | Indiana Michigan Power Co.                                                      | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160746.06    | 0.29%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                       | Indiana Michigan Power Co 5.6 03/15/56                                          | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48228.31     | 0.09%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp 3.734 12/08/47                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     67000 | PA      | $46817.70     | 0.08%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp. 3.25 11/15/49                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34748.91     | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp 4.9 08/05/52                                                         | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     97000 | PA      | $79239.22     | 0.14%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp.                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239398.99    | 0.43%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | Intercontinental Exchange, Inc.                                                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193164.24    | 0.35%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS NV/JBS USA Foods Group Holdings, Inc. JBS USA Food Co Holdings              | CUSIP: 46590XBC9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329389.50    | 0.59%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    224000 | PA      | $183124.57    | 0.33%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    136000 | PA      | $119285.99    | 0.21%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    428000 | PA      | $326385.59    | 0.58%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    522000 | PA      | $392456.59    | 0.70%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co 5.534 11/29/45                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162062.89    | 0.29%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS NV/JBS USA Foods Group Holdings, Inc JBS USA Food Co. Holdings              | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95089.17     | 0.17%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS NV/JBS USA Foods Group Holdings, Inc JBS USA Food Co. Holdings              | CUSIP: 472140AK8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179570.93    | 0.32%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | Jefferies Financial Group, Inc.                                                 | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194277.53    | 0.35%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                            | KLA Corp.                                                                       | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    136000 | PA      | $121732.03    | 0.22%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Company III LLC                                                    | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $101503.84    | 0.18%             | 2044-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kkr Group Finance Company X Llc                                                      | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $92042.22     | 0.16%             | 2051-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |    151000 | PA      | $124683.76    | 0.22%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | Kimco Realty OP LLC 4.45 09/01/47                                               | CUSIP: 49446RAT6<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |    149000 | PA      | $123491.29    | 0.22%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217920.12    | 0.39%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | Kinder Morgan, Inc.                                                             | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113505.25    | 0.20%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | Kinder Morgan, Inc.                                                             | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     98000 | PA      | $90470.41     | 0.16%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | Kraft Heinz Foods Co.                                                           | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67710.98     | 0.12%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    288000 | PA      | $235521.51    | 0.42%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    257000 | PA      | $238670.35    | 0.43%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                             | Lam Research Corp.                                                              | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    224000 | PA      | $141165.18    | 0.25%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co 5.55 10/15/55                                                    | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $352408.10    | 0.63%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $144294.55    | 0.26%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | Lockheed Martin Corp.                                                           | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    382000 | PA      | $301562.75    | 0.54%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | Lowe's Cos, Inc.                                                                | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    169000 | PA      | $159721.83    | 0.29%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | Lowe's Cos Inc 3 10/15/50                                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     78000 | PA      | $48193.21     | 0.09%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | Lowe's Cos, Inc.                                                                | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    292000 | PA      | $198278.31    | 0.36%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223520.44    | 0.40%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $130705.09    | 0.23%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    107000 | PA      | $88827.05     | 0.16%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                             | Marathon Petroleum Corp.                                                        | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212882.09    | 0.38%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                        | Martin Marietta Materials, Inc.                                                 | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     99000 | PA      | $79135.00     | 0.14%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Company                                                       | Massachusetts Electric Co.                                                      | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121828.10    | 0.22%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                                         | Mattel, Inc.                                                                    | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217322.95    | 0.39%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | McDonald's Corp.                                                                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    213000 | PA      | $189804.81    | 0.34%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | McDonald's Corp.                                                                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    219000 | PA      | $157618.55    | 0.28%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                      | Microsoft Corp.                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    461000 | PA      | $257482.64    | 0.46%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     46000 | PA      | $28344.79     | 0.05%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | MidAmerican Energy Co.                                                          | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    157000 | PA      | $141818.56    | 0.25%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    294000 | PA      | $256504.43    | 0.46%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY 6.375% 07/24/2042                                                | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127494.65    | 0.23%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley 5.314 01/18/41                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88809.67     | 0.16%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                         | NNN REIT, Inc.                                                                  | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $124531.51    | 0.22%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                          | New York Life Insurance Co.                                                     | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     91000 | PA      | $101478.35    | 0.18%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                          | New York Life Insurance Co.                                                     | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    129000 | PA      | $97498.58     | 0.17%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                          | New York Life Insurance Co.                                                     | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87026.58     | 0.16%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    219000 | PA      | $205865.13    | 0.37%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NiSource, Inc.                                                                  | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    131000 | PA      | $114708.28    | 0.21%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | Norfolk Southern Corp.                                                          | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     99000 | PA      | $80229.26     | 0.14%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | Norfolk Southern Corp.                                                          | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $44040.28     | 0.08%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                        | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51599.72     | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96263.34     | 0.17%             | 2051-03-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | Northwestern Mutual Life Insurance Co/The 6.17 05/29/55                         | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41086.78     | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | Nucor Corp.                                                                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $72826.55     | 0.13%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    122000 | PA      | $107154.02    | 0.19%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135775.76    | 0.24%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     97000 | PA      | $64111.21     | 0.11%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    484000 | PA      | $325939.77    | 0.58%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    191000 | PA      | $115312.10    | 0.21%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    144000 | PA      | $84740.27     | 0.15%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    149000 | PA      | $106037.93    | 0.19%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    181000 | PA      | $114691.66    | 0.21%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp.                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141619.29    | 0.25%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp 6 1/8 08/03/65                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60726.12     | 0.11%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp 6.1 09/26/65                                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    267000 | PA      | $221391.47    | 0.40%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp. 6.55 02/04/46                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    167000 | PA      | $155803.66    | 0.28%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                          | Ovintiv, Inc.                                                                   | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    163000 | PA      | $176209.42    | 0.32%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                      | PECO Energy Co.                                                                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    178000 | PA      | $109165.84    | 0.20%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pacific Lifecorp                                                                     | Pacific LifeCorp                                                                | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    148000 | PA      | $98779.79     | 0.18%             | 2050-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corporation of America                                                     | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23637.93     | 0.04%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                     | Packaging Corp. of America                                                      | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $97165.12     | 0.17%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PepsiCo, Inc.                                                                   | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    172000 | PA      | $105554.97    | 0.19%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PepsiCo, Inc.                                                                   | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    216000 | PA      | $186552.20    | 0.33%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | Philip Morris International, Inc.                                               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $281270.39    | 0.50%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | Plains All American Pipeline LP/PAA Finance Corp.                               | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103081.06    | 0.18%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Polar Tankers Incorporated                                                           | Polar Tankers, Inc.                                                             | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81327 | PA      | $85521.93     | 0.15%             | 2037-05-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | Prologis LP 3 04/15/50                                                          | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    107000 | PA      | $69112.61     | 0.12%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111821.71    | 0.20%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | Prudential Financial, Inc.                                                      | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131723.09    | 0.24%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                                   | Public Service Electric & Gas Co.                                               | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153667.07    | 0.28%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                                   | Public Service Electric and Gas Co.                                             | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83544.21     | 0.15%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                                   | Public Service Electric and Gas Co. 5 1/2 03/01/55                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97494.82     | 0.17%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                       | Public Storage Operating Co.                                                    | CUSIP: 74460WAH0<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73559.14     | 0.13%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | Puget Sound Energy, Inc.                                                        | CUSIP: 745332CD6<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71186.44     | 0.13%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | Puget Sound Energy, Inc.                                                        | CUSIP: 745332CK0<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    149000 | PA      | $92014.86     | 0.16%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX Corp 4.35 04/15/47                                                          | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    527000 | PA      | $436353.88    | 0.78%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX Corp.                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    236000 | PA      | $144335.28    | 0.26%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99809.60     | 0.18%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | Rio Tinto Finance USA PLC 5.75 03/14/55                                         | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295290.63    | 0.53%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc.                                                                    | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    177000 | PA      | $154877.03    | 0.28%             | 2034-10-30      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | S&P Global, Inc.                                                                | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    141000 | PA      | $102476.36    | 0.18%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                     | San Diego Gas & Electric Co.                                                    | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    158000 | PA      | $121199.07    | 0.22%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                     | San Diego Gas & Electric Co.                                                    | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    148000 | PA      | $99314.03     | 0.18%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                            | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182000.00    | 0.33%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | Charles Schwab Corp./The                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    151000 | PA      | $139680.61    | 0.25%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securian Financial Group Inc                                                         | Securian Financial Group, Inc.                                                  | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72125.44     | 0.13%             | 2048-04-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                               | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    231000 | PA      | $194993.42    | 0.35%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                                | Shell Finance US Inc 4.55 08/12/43                                              | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $102969.60    | 0.18%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $66338.54     | 0.12%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                             | Smurfit Kappa Treasury ULC 5.777 04/03/54                                       | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193132.98    | 0.35%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                                   | Dominion Energy South Carolina, Inc.                                            | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141962.82    | 0.25%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104848.65    | 0.19%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                   | Southern Co Gas Capital Corp.                                                   | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    344000 | PA      | $220404.10    | 0.39%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                      | Starbucks Corp.                                                                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    269000 | PA      | $185578.58    | 0.33%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     48000 | PA      | $47025.24     | 0.08%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | Steel Dynamics, Inc.                                                            | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    181000 | PA      | $118155.11    | 0.21%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | Stryker Corp.                                                                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81418.60     | 0.15%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | Sumitomo Mitsui Financial Group Inc 5.334 03/03/41                              | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83391.30     | 0.15%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125155.24    | 0.22%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                           | Symetra Life Insurance Co 6.55 10/01/55                                         | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167328.49    | 0.30%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | Synopsys, Inc. 5.7 04/01/55                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121422.51    | 0.22%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    377000 | PA      | $331387.40    | 0.59%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    189000 | PA      | $122667.89    | 0.22%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    177000 | PA      | $167394.04    | 0.30%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184115.37    | 0.33%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | Targa Resources Corp.                                                           | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139407.03    | 0.25%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                | Teachers Insurance & Annuity Ass. of America 6.85 12/16/39                      | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145763.57    | 0.26%             | 2039-12-16      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     73000 | PA      | $63388.72     | 0.11%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | Tennessee Valley Authority                                                      | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     70000 | PA      | $59083.92     | 0.11%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104217.14    | 0.19%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TotalEnergies Capital SA  5.425 09/10/64                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | US        |    213000 | PA      | $198048.95    | 0.35%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc.                                                          | Transatlantic Holdings, Inc.                                                    | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     64000 | PA      | $77172.11     | 0.14%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $105041.70    | 0.19%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS Group AG 5.379 09/06/45                                                     | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188826.22    | 0.34%             | 2045-09-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                              | UDR, Inc.                                                                       | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    113000 | PA      | $96680.97     | 0.17%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                               | Union Electric Co.                                                              | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $102415.33    | 0.18%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                               | Union Electric Co.                                                              | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73722.82     | 0.13%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | Union Pacific Corp.                                                             | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91850.40     | 0.16%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | Union Pacific Corp.                                                             | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    248000 | PA      | $154684.86    | 0.28%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | Union Pacific Corp.                                                             | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23999.39     | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | U.S. Treasury Bond 2.50%, 02/15/2045                                            | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1895500 | PA      | $1329293.41   | 2.38%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    172000 | PA      | $127210.11    | 0.23%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UnitedHealth Group, Inc. 2 3/4 05/15/40                                         | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    243000 | PA      | $176749.26    | 0.32%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157838.52    | 0.28%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications, Inc.                                                    | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    142000 | PA      | $99671.02     | 0.18%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications, Inc.                                                    | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    323000 | PA      | $215223.62    | 0.39%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications, Inc.                                                    | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    178000 | PA      | $136671.97    | 0.24%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications Inc 5 7/8 11/30/55                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59333.06     | 0.11%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | Virginia Electric and Power Co.                                                 | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144038.07    | 0.26%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | Virginia Electric and Power Co. 5.65 03/15/55                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201029.52    | 0.36%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | Virginia Electric and Power Co 5.6 09/15/55                                     | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64714.40     | 0.12%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | Visa, Inc.                                                                      | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    144000 | PA      | $122174.57    | 0.22%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                             | Vulcan Materials Co.                                                            | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98574.29     | 0.18%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc.                                                               | Republic Services, Inc.                                                         | CUSIP: 94106BAD3<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $123729.43    | 0.22%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co.                                                               | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    502000 | PA      | $469261.81    | 0.84%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co.                                                               | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    186000 | PA      | $163864.71    | 0.29%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co.                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    226000 | PA      | $169670.21    | 0.30%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | Westpac Banking Corp.                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    143000 | PA      | $105951.45    | 0.19%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160536.46    | 0.29%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    109000 | PA      | $115355.50    | 0.21%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201421.47    | 0.36%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                | Woodside Finance Ltd 6 05/19/35                                                 | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58357.81     | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | Xcel Energy, Inc.                                                               | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    648000 | PA      | $452035.56    | 0.81%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | Zoetis, Inc.                                                                    | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    133000 | PA      | $118599.04    | 0.21%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer